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Curious Quant: Driving from Beijing to Paris with Nick Wade and stories in risk modelling
In this episode of the Curious Quant podcast series, I sit down with Nick Wade from Northfield Information Services to look at the idea of innovation in risk modelling, areas that have and haven’t seen change and the importance of time horizon in capturing risk. Reflecting back on his career at Grantham, Mayo, Van Otterloo & Co and his experiences across the US, UK and Asia we explore his views on the benefits and challenges associated with machine learning in finance. He makes some excellent observations.