Finance Tutoring Webinar Series 2025

Boost your finance knowledge with our exclusive webinar series, hosted by top-tier industry experts. Explore cutting-edge topics in quantitative finance, derivatives, and risk management.

Presented by Finance Tutoring

Thursday, April 24, 2025

Jonathan Schachter, Ph.D.

CEO – Delta Vega Inc. · Quantitative Risk Expert · Author
LinkedIn Profile

Professional Profile

Jonathan Schachter is a physicist turned quant with a unique career across academia, Wall Street, and software firms. He’s known for his work on CDO settlement post-Lehman, VaR re-engineering after the London Whale, and leading model validation initiatives across major institutions. He is co-author of the upcoming textbook A First Course in Model Validation and Model Risk Management (Elsevier, Jan 2026).

  • CEO of Delta Vega Inc., focused on credit, counterparty, and model risk
  • Former NASA scientist, transitioned into financial modeling
  • Specialist in CVA, PFE, credit correlation and benchmarking uncertainty

📄 Download the full presentation: Credit Risk & Model Uncertainty – PDF

Webinar Topic

Credit Risk & Model Uncertainty

Jonathan covered advanced topics in model risk and credit exposure, including:

  • PD modeling techniques: structural (Merton), hazard rate, logistic regression
  • Distinguishing TTC and PIT credit ratings and their role in stress testing
  • Wrong-Way Risk: macro and counterparty-specific examples
  • Monte Carlo issues: benchmarking, standard errors, and seed sensitivity
  • Base correlation and credit tranching explained through synthetic CDO structures

▶️ Watch the video: Credit Risk & Model Uncertainty – Video

Session Format

🎤 Live Keynote
45-minute presentation on credit risk, CVA/PFE, and model uncertainty
❓ Q&A Session
Engaging discussion with live questions from the audience

Past Webinars

  • 11

    April 24, 2025 – Jonathan Schachter, Ph.D.

    Credit Risk & Model Uncertainty

    CEO of Delta Vega Inc. · Co-author of the first textbook on Model Risk Management (Elsevier, 2026)

  • 10

    April 10, 2025 – Tom Basso

    Practical Risk Management in Volatile Markets

    Former CEO – Trendstat Capital Management · Profitable and Successful Trader

  • 9

    March 27, 2025 – Jakob Lavröd

    Credit Loss Estimation under IFRS 9: Quantifying Uncertainty in Risk Management

    Senior Quantitative Risk Analyst at Handelsbanken

  • 8

    February 21, 2024 – Anton Vorobets

    Risk Management and Portfolio Optimization

    Founder & CEO of Fortitudo Technologies

  • 7

    January 24, 2024 – Tarek Elmarhri

    Mastering Scalping in Futures Trading

    Manager of Krechendo Trading Paris & Krechendo Fund Luxembourg

  • 6

    December 9, 2023 – Charles-Henry Monchau

    The New Normal: Geopolitics, Inflation, and Asset Class Preferences

    Chief Investment Officer at SYZ Bank

  • 5

    December 2, 2023 – Jean-Philippe Bouchaud

    First-Class Quantitative Research in Hedge Funds

    Chairman of Capital Fund Management & Member of Académie des Sciences

  • 4

    November 18, 2023 – Alejandro Rodriguez Dominguez

    Portfolio Optimization with Neural Networks

    Quant & AI Specialist in Risk & Asset Management

  • 3

    October 28, 2023 – Romeo Nandrajog

    Practical Aspects of Credit Risk Modeling and XVA in Banks

    Quant at UBS, supporting Trading Credit Risk Models (XVA), CFA Charterholder, UK Actuarial exams

  • 2

    October 21, 2023 – Jean Francois Fridolin Rolloos

    Variable Annuities & Derivatives in Life Insurance

    Consultant | Quantitative Analyst | Ex-Portfolio Manager at ING & Aegon

  • 1

    October 7, 2023 – Brian Lo

    Stochastic Processes in Finance

    Ex-Managing Director at DBS Bank, BNP Paribas, Citibank

  • 0

    September 30, 2023 – Martin Golberg, Ph.D.

    Introduction to Quantitative Finance

    Former Head of Model Validation, Expert in Market, Credit, and Operational Risk

Upcoming Webinars

📅 Thursday, April 24 at 3:00 PM CEST (GMT+2)

CREDIT RISK & MODEL UNCERTAINTY

A Book Preview & Expert Talk by Jonathan Schachter, Ph.D

Jonathan Schachter

JONATHAN SCHACHTER, Ph.D

Quantitative researcher | Expert in Credit & Model Risk

In this exclusive talk, Jonathan will share insights from three chapters of his upcoming book: on issuers & ratings, CCR (including CVA & PFE), and credit correlation products.

"Credit risk is inherently more complex than other types seen in financial contexts. It nearly always has a jump component, differing from most equity, fixed income, and currency risk. Correlation is challenging to model, and cannot be hedged. And much of credit risk is bilateral, most typically a bank facing a counterparty of whom only limited information is known, and whose actions may be deeply affected by behavioral economics." — Jonathan Schachter

WEBINAR AGENDA

1
Book Preview Keynote on model risk in credit: issuers, ratings, CCR (CVA & PFE), and credit correlation.
2
Interactive Q&A about model risk, credit exposure, and pricing uncertainty.

🎓 Register for the Webinar

⏳ Duration: 1 hour

🗓️ Date: Thursday, April 24 at 3:00 PM CEST (GMT+2)

Past Webinars

Thursday, April 10, 2025 - 5:00 PM GMT+1

Tom Basso

Former CEO – Trendstat Capital Management · Profitable and Successful Trader
LinkedIn Profile

Professional Profile

Tom Basso is a widely respected trader, author, and former asset manager known for his calm and systematic approach to trading. As the founder and former CEO of Trendstat Capital, he managed client assets across multiple asset classes using statistical and trend-following strategies.

  • Expert in trend-following and systematic risk management
  • Author of "Panic-Proof Investing"
  • Known as "Mr. Serenity" for his composed trading mindset

🌐 Visit Tom's personal site: enjoytheride.world

📄 Download the full presentation: Managing Risk – PDF

Webinar Topic

Practical Risk Management in Volatile Markets

Tom shared his perspective on risk management in today’s turbulent markets, covering key topics such as:

  • Why he avoids social media and prioritizes focused communication
  • Timing the markets and its psychological impacts
  • Position sizing as a tool for both risk control and emotional balance
  • Why “buying the dip” can be dangerous — and what to do instead

📄 Read the webinar summary: Click here to view

Session Format

🎤 Live Presentation
30-minute keynote by Tom Basso
❓ Q&A Session
30-minute live questions & answers with the audience

Thursday, March 27, 2025 - 3:00 PM GMT+1

Jakob Lavröd

Senior Quantitative Risk Analyst – Handelsbanken
LinkedIn Profile

Professional Profile

Mathematical physicist and risk modeling expert with 10+ years of experience in IFRS 9, IRRBB, and operational risk. Specializes in transforming complex regulatory requirements into practical risk management solutions.

  • Expert in credit risk and model validation
  • Hands-on experience implementing IFRS 9 and IRRBB
  • Uses statistical methods and Bayesian approaches for low-default portfolios

Webinar Topic

IFRS 9 Impairment Modeling: From Theory to Practice

Jakob explores IFRS 9 with a practical lens, covering:

  • Evolution from IAS 39 to IFRS 9
  • PD, EAD, LGD: the two-step model
  • Macro forecasts and forward-looking perspectives
  • Model risk and day-one effect
  • Low-default portfolios and Bayesian calibration

Session Format

📌 Presentation Replay
90-minute recorded session
📄 Discussion Topics
Full content breakdown available

Thursday, December 2, 2023 - 3:00 PM GMT+1

Jean-Philippe Bouchaud

Chairman, Capital Fund Management (CFM)
View LinkedIn Profile

Background & Expertise

  • Chairman of Capital Fund Management (CFM), which he co-founded through the merger of Science & Finance with CFM in 2000.
  • Supervises the research team with Marc Potters, combining academic insight with quantitative research excellence.
  • PhD in theoretical physics from ENS Paris; formerly researcher at CNRS and Cavendish Laboratory in Cambridge.
  • Professor at École Normale Supérieure (ENS), maintaining strong links with the academic community.

Webinar Focus

During the session, Jean-Philippe traced the history of CFM and reflected on how the firm was intentionally built at the margins of traditional financial mathematics. He described the evolution of the quantitative finance world over the past 25 years, highlighting shifts in mindset and methodology.

Jean-Philippe emphasized the importance of innovation, the balance between research and confidentiality, and how meaningful contributions to the field can be made without always adhering to mainstream models.

Saturday, October 7, 2023

Brian Lo

Risk & Quantitative Finance Leader
View LinkedIn Profile

Professional Background

  • Over 20 years of experience in banking and quantitative finance.
  • Held senior leadership roles at DBS Bank, BNP Paribas, and Citibank.
  • Former Managing Director at DBS, where he led innovation in market & liquidity risk and AI/ML integration in ALM.
  • Holds a Ph.D. in Mathematics from Penn State and an MSc in Pure Mathematics from Brown University.

Webinar Overview

  • 30-minute theoretical review of stochastic calculus concepts, from Brownian motion to the Black-Scholes model, presented intuitively.
  • 30-minute Q&A.
  • All support materials and recordings will be sent to attendees after the session.

⏳ Duration: 1 hour

Core Competencies

📊 Market & Liquidity Risk
Advanced frameworks for ALM, Basel, and liquidity coverage
🤖 AI & Machine Learning
Integrating AI/ML into finance and risk infrastructures
📈 Quantitative Finance
Stochastic processes, derivatives pricing, and risk models
🎓 Academic Background
Ph.D. (Penn State), MSc (Brown University) in Mathematics

Saturday, December 9, 2023

Guest speaker: Charles-Henry MONCHAU

SYZ

Bank SYZ SA

Boutique Private Bank | Since 1996
Geneva, Switzerland

Featured Webinar

The New Normal: Geopolitics, Inflation, Monetary Policy, and Asset Class Preferences

Why This Decade Will Be Different

Guest speaker: Charles-Henry MONCHAU

1 Hour Duration
December 9, 2023

Key Discussion Points:

  • Analysis of geopolitical shifts impacting global markets
  • Inflation dynamics and central bank responses
  • Monetary policy regime changes
  • Evolving asset class preferences in the new investment landscape

Bank Overview

Founded as an alternative to traditional Swiss private banks, Bank SYZ SA is a family-owned boutique private bank committed to:

🤝
Trust & Transparency
📈
Long-Term Performance
🛡️
Careful Risk Management
👨‍👩‍👧‍👦
Personalized Service

Family-led since 1996 by Eric Syz, now with his two sons and industry experts. Financially robust with equity nearly double Switzerland's regulatory requirements.

🏆
Awarded "Best Private Banking Boutique"
2014-2019 by PWM & The Banker (FT Group)

Core Business Areas

Banque Syz

Private banking alternative with a modern approach to wealth management.

Syz Asset Management

Institutional investments in bonds & money markets.

Syz Independent Managers

Custodian services for external asset managers.

Syz Capital

Exclusive access to alternative investments & private markets.

Long-Term Vision

SYZ clients share a commitment to sustainable wealth creation through innovative financial solutions and personalized service.

🌐
Discover More About Bank SYZ
www.syzgroup.com →

Wednesday, February 21st, 2024

Maxime de Bellefroid

Quantitative ALM Analyst & Educator
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Professional Experience

  • Quantitative ALM Analyst at P&V.
  • Founder of Derivatives Academy, launched in December 2020 and based in Brussels — a key resource in derivatives education.
  • Instructor at École du Bois Sauvage since April 2020, committed to mentoring finance students.
  • Former Data Scientist (Machine Learning) at ENGIE, applying AI in the energy sector.
  • Previously Quantitative Analyst at RISK RETURN & Finvex.
  • Former Equity Derivatives Structurer at Natixis CIB (London).

Webinar Focus

Maxime will present how Derivatives Academy equips professionals with deep market knowledge and technical expertise. He will also share practical guidance on job interviews and career strategy in today’s highly competitive finance industry.

Core Competencies

📘 Derivatives Education
Founder of Derivatives Academy with focus on applied training
📊 ALM Quant Analytics
Advanced modeling in asset/liability management
🤖 AI & Machine Learning
Experience applying AI in the energy and financial sectors
🧠 Career Coaching
Guides professionals in navigating interviews and job transitions

Wednesday, January 24, 2024

Tarek Elmarhri

Futures Trading Expert & Fund Manager
View LinkedIn Profile

Professional Experience

  • Managing Krechendo Trading Paris since 2013 – leading professional futures trading education in France.
  • Managing Krechendo Fund Luxembourg (since 2018) – focused on intraday equity & bond futures strategies.
  • Former Director France at Darwinex – ran the €2M/month DarwinIA trading competition (2017–2018).
  • Trading career at Millennium Partners, Dexia AM, Van der Moolen, Marex Spectron on Eurex futures.
  • Founded a trading company with future expansion plans in Casablanca.

Upcoming Webinar

Mastering Scalping in Futures Trading

Tarek will host a live trading session focused on scalping techniques for Nasdaq & S&P 500 futures. Participants will explore fast-paced trading decision-making and practical setups for intraday strategies.

Core Competencies

📈 Futures Trading
Specialized in order book reading and intraday execution
🧠 Trading Psychology
Coaching on mindset, emotional control, and discipline
📊 Quantitative Tools
Development of risk scoring and strategy filters
🌍 International Experience
Trading and fund management across Europe

Saturday, November 18, 2023

Topic:  Risk Management and Portfolio Optimization.

Anton Vorobets

Founder & CEO of Fortitudo Technologies

Professional Background

  • Founder & CEO of Fortitudo Technologies, specialized in quantitative risk and portfolio analytics.
  • Expertise in machine learning, portfolio construction, and advanced model development.
  • Designs innovative tools for financial institutions seeking robust decision-making frameworks.

Webinar Topic: Risk Management and Portfolio Optimization

Anton Vorobets presented a thought-provoking session challenging traditional paradigms such as Mean-Variance Optimization and Black-Litterman. His main focus was on Entropy Pooling, a cutting-edge approach that enables the integration of investor views and sophisticated stress-testing on general return and factor distributions.

This technique opens new possibilities for portfolio allocation, scenario analysis, and risk-based portfolio construction.

📄 View Presentation PDF

Saturday, November 18, 2023

Alejandro Rodriguez Dominguez

AI & Quantitative Finance Specialist
View LinkedIn Profile

Professional Expertise

Specializes in delivering data-driven computational and statistical solutions across:

Brokerage Risk Management Asset Management
  • Enhances client value through artificial intelligence applications
  • Expert in creating and implementing premier Risk Management methodologies
  • Develops cutting-edge Quantitative Analysis frameworks

Latest Research

Portfolio Optimization Based on Neural Networks

Alejandro will discuss his groundbreaking research applying AI to portfolio optimization challenges.

Access Research Paper

Core Competencies

🤖 AI Applications
Machine learning solutions for financial modeling
📊 Quantitative Analysis
Advanced statistical modeling techniques
⚖️ Risk Frameworks
Innovative risk management systems
🧠 Neural Networks
Deep learning applications in finance

Saturday, October 21, 2023

Jean Francois Fridolin Rolloos

Life Insurance & Asset Management Expert
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Professional Profile

A seasoned expert with 15+ years of experience in life insurance and asset management.

  • Former derivatives portfolio manager and asset liability manager at ING and Aegon
  • Specialized in hedging embedded options in life insurance policies with path-dependent features
  • Holds an M.Sc. in Physics from Leiden University

Webinar Topic

Variable Annuities – A Case of Derivatives in Life Insurance

Frido will introduce variable annuities, explaining:

  • The risks insurance companies face
  • How he contributed to hedging exotic options embedded in these products

Session Format

📌 Main Presentation
30-minute talk by Frido
💬 Q&A Session
30-minute interactive discussion

Saturday 30 septembre 2023

Martin Golberg, Ph.D.

Quantitative Finance & Risk Management Expert
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Professional Overview

Over 20 years in quantitative finance, specializing in market, credit, and operational risk measurement.

  • Head of Model Validation for over a decade, building quant teams from scratch at two firms.
  • Expert in model risk management, CCAR modeling, SR 11-7 model validation, and regulatory compliance.

Key Achievements

Designed & built the Incremental Risk Charge (IRC) Model
Wrote Model Validation policies for S&P and CME Group
Managed large teams of Ph.D. quants, ensuring effective model governance & stress testing
Recognized public speaker, voted best speaker at a Predictive Analytics conference

Core Expertise

Credit derivatives & fixed-income exotic options
Model validation & model risk management
VaR, regulatory capital
EVT & copulas