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Ƭstudents by the Seine.

Computational Finance: from algorithmic trading to risk and asset allocation models

Wednesday, January 28, 2015 - 17:00

You are cordially invited to attend a short lecture on:

“Computational Finance: from algorithmic trading to risk and asset allocation models” Wednesday, January 28th in G31 at 17h00

which will be given by Eugenio Oskian (Ƭalumnus 2012; self-designed major around Computer Science and Math courses). The lecture will start at 17h00 in G31 on Wednesday, January 28th.

Eugenio will be glad to meet with current students to discuss his experience at AUP, going to graduate school afterwards and working in Quantitative Finance. He will also be happy to answer questions and talk about topics such as the importance of course selection in college, as well as the many career development opportunities with a quantitatively oriented degree.

Biography:

Born and raised in Italy, Eugenio Carlo Oskian entered Ƭas a freshman in the Fall of 2010 and graduated with a self-designed major composed of Computer Science and Mathematics courses in the Spring of 2012. Building on that foundation, he enrolled in MIT Sloan’s Master of Finance program, from which he earned a degree one year later. Since then he has worked as a quantitative researcher at first for BlackRock, where he developed risk and asset allocation models, then for RGM Advisors, developing high-frequency trading strategies for several asset classes. Upon his return to New York, Eugenio will be joining Goldman Sachs’ Electronic Trading division to conduct research on algorithmic trading and optimal execution in US equities and US equity options.