CGL attends ARPM Program in New York

Financial Services Organization (FSO) Advisory Partner Ian Lauron (CGL) attended the Advanced Risk and Portfolio Management (ARPM) Bootcamp, an intensive quantitative finance course taught by ARPM founder Attilio Meucci at New York University. The program provided both the big picture and an in-depth understanding of quantitative risk management and quantitative portfolio management, from instrument to enterprise level, for asset management, banking and insurance.

The ARPM program covered such topics as portfolio construction, factor modeling optimization, modelling, data mining, trade execution and more.

CGL – who leads the SGV Financial Services Risk Management (FSRM) practice – attended the program to learn firsthand about developments that are fast taking shape in the worlds of finance and risk management. He noted how the program content helped validate the ongoing industry redirection towards the computational and data sciences.

CGL also attended the bootcamp sessions on MATLAB, an advanced mathematical software, and Python, which focused on technology.

“From a service line perspective, the ARPM experience will certainly influence the future direction of our practice and the type of talents we will invite. This tough, but definitely exciting, journey ahead parallels the broadening of our practice in terms of sectoral focus – whether banking and capital markets, insurance, wealth and asset management, pension or private equity,” shared CGL.

CGL also visited EY New York and met with FSO and FSRM executives there to exchange updates on areas such as structural reforms, stress testing, capital planning and emerging developments like Digital and Blockchain. He also met with SGV-FSRM alumni.

For more information on the ARPM program, please click here.