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THURSDAY, FEBRUARY 7
1:45 P.M. – 2:15 P.M.

Registration & Networking

2:15 P.M. – 2:20 P.M.

Opening remarks

David Anderson, FIA, Program Director, FISD/Atradia

2:20 P.M. – 2:35 P.M.

Host Welcome – JP Morgan

Alistair Kerr, Executive Director, JP Morgan

2:35 P.M. – 2:55 P.M.

Market Data in the Cloud – Case Study 1 – JP Morgan

Paul Yates, MDS Engineering EMEA Lead , JP Morgan

2:55 P.M. – 3:15 P.M.

Market Data in the Cloud – Case Study 2 – CJC

CJC have been hard at work on solutions for interacting – in the cloud! – with key market data providers. You will see a detailed presentation and demonstration.

Peter Williams, FIA, Chief Technology Officer, CJC

3:15 P.M. – 4:00 P.M.

Market Data in the Cloud – Panel discussion

Market and Reference Data in The Cloud is real, it is here and now. What are the techniques and approaches that work; what are the real world case studies to guide us forward. There are at least three groups vying for your attention – the big public cloud providers are taking a keen interest in our segment; the data vendors we are familiar with now have Cloud offerings; and then there more specialist providers entering this space. We are beyond pontificating about vague possibilities, we need to get our teeth stuck in, heads wrapped around the issue, our collective sleeves rolled up and our hands dirty.

Moderator:

Gillian Lamela, Vice President, Cloud Execution Project Manager, Barclays

Panelists:

Nathan Attrell, Director, Cloud Proposition, Refinitiv

Ryan Burdick, Senior VP Business Development, Xignite

Ollie Cadman, Chief Product Officer, Vela

Terence Chabe, Business Development Manager, Capital Markets, Colt

Nigel Phelan, Chief Architect for the Market Data team , JP Morgan

4:00 P.M. – 4:30 P.M.

Coffee Break

4:30 P.M. – 4:50 P.M.

Explainable AI on Google Cloud

Machine Learning and AI has the potential to unlock immense value-add – c. $250 billions of value according to some sources – across the financial services industry. An impediment so far before the current regulatory landscape and the relevant stakeholders gain trust and confidence in meaningfully deploying AI into production is explainability; how and why the model chose A instead of B? Google Cloud is embedding explainability capabilities across the AI/ML value chain and is bridging the gap with real world production systems.

Stathis Onasoglou, Customer Engineer, Google Cloud

4:50 P.M. – 5:05 P.M.

Reduce Manual Linking with Machine Learning

Machine Learning in Entity Linking: Cleaning and maintaining a healthy entity master file, is a challenge that companies of all sizes face. Could Machine Learning help automate the effort? We will dive into how companies like S&P Global are leveraging ML internally and externally when common identifiers are not enough.

Elena de Gravisi, Product Manager, S&P Global Market Intelligence

5:05 P.M. – 5:20 P.M.

OWLs See At Night – Developments in Feed Latency Measurement

The latency of market data dissemination from Exchanges is often critical to successful algorithmic trading strategies. However, measuring this latency has always been a challenge for a number of practical reasons. Keysight will demonstrate a new One Way Latency (OWL) measurement capability which provides a true end to end measurement of feed latency and is also simple to implement.

Kevin Formby, VP Financial and Capital Markets, , Keysight Technologies

5:20 P.M. – 5:55 P.M.

Data pooling and leveraging technology to comply with FRTB 2022 Regulation

The looming FRTB deadline is approaching and firms need to seriously consider a solution so they can start testing to validate models. Experts in the industry agree that the major book of work for tackling FRTB will be the data plumbing & management portion. How deeply will this regulation affect the industry and how can data pooling technology work to centralize private data and calculate modellability in order to lower capital risks? The six largest banks in Canada (BMO Nesbitt Burns, CIBC World Markets, National Bank Financial, RBC Capital Markets, Scotia Capital, and TD Securities) formed CanDeal in order to aggregate their transaction data into a single repository in the cloud. Not only did creating a more comprehensive dataset increase the accuracy of risk assessments and reduce capital costs, each bank also was able to monetize their proprietary data. In this session we will talk about how the cloud-enabled solution collected and secured proprietary data at scale leveraging a shared data pooling platform.

Richard Caven, Financial Services Business Leader- (UK/Ireland/Nordics), Amazon Web Services

Jimmy Huang, Product SME, TickSmith

5:55 P.M. – 6:05 P.M.

FISD Update

The latest from FISD.

Tracey Shumpert, FIA, Vice President of Membership and Programs, FISD

6:00 P.M. – 7:30 P.M.

Networking Reception

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