We will meet on campus at University of Zurich for a mix of presentations and networking. There will be one or two short presentations in the beginning after which we can discuss and socialise over some drinks and snacks.
For the presentations, we're excited to announce our guest speaker:
Peng Cheng, Executive Director at UBS - Head of Risk Analytics.
Peng is managing three teams in the area of quantitative credit risk methodology, covering PD/LGD modelling, Swiss real estate, capital optimization as well as credit portfolio monitoring. He will give us insights into his work experience at UBS and co-founding his own quant-based hedge fund in China.