In this episode of the Data Exchange our special correspondent and editor Jenn Webb speaks with Arum Verma, Head of Quantitative Research Solutions at Bloomberg. My first job post-academia was as lead quant in a small hedge fund. Since then, I’ve followed the industry from afar and I’ve long been interested in the role of data and models in financial services. Arun and I discussed quantitative finance when we ran into each other at the O’Reilly AI conference in London last year. He was slated to give a talk on extracting trading signals from alternative data sets, an important subject among quants.

Jenn and Arun discussed a range of topics including:

• The quantitative finance landscape.
• The challenges in identifying and using alternative data sources.
• Applications of machine learning in finance, specifically deep learning and reinforcement learning.
• New natural language models and their applications in finance.
• Model Explainability and Model Risk Management.

Detailed show notes can be found on The Data Exchange web site.

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