"Dataflow: The Secret of Achieving Maximum Performance Computing"
Dr. Stephen Weston
CoRE Building Lecture Hall
Pressure on financial models and time to market create a relationship between speed of computation and business success. This talk explains how the application of dataflow techniques by JP Morgan has achieved cutting edge performance, whilst also helping to improve trading strategy, decision making and risk management.
Stephen is currently head of the Applied Analytics group within the investment banking division of JP Morgan. The group is responsible for accelerating mathematical models across asset classes for trading and risk management using dataflow computational techniques. Prior to joining JP Morgan Stephen spent lengthy periods at Deutsche Bank, Credit Suisse, Barclays and UBS. Prior to entering investment banking he also spent 5 years as a university lecturer teaching mathematical economics, banking, finance and monetary theory. Stephen holds a PhD in mathematical finance from Cass Business School in London.