SIPUGday 2023 was dedicated to exploring the theme of “Data Driven Decisions: Unlocking the Power of Artificial Intelligence for Finance.” Through a series of thought-provoking discussions and presentations, we took a deep dive into the latest trends, challenges, and opportunities in this exciting field.
As in previous years, SIPUGday 2023 brought together a diverse range of experts from the financial industry, governing bodies, scholars, and data providers, as well as start-up tech companies, to share their insights and experiences. Whether you were a seasoned veteran or just starting out, this event was the perfect opportunity to meet and network with your peers, exchange ideas, and learn from the best in the business.
Finally, we would like to extend our heartfelt thanks to all the exhibitors, sponsors, and partners who made SIPUGday 2023 possible. Your unwavering support and commitment to advancing the field of data-driven finance are truly appreciated. Your contributions played a pivotal role in the success of this event, enabling us to provide valuable insights and networking opportunities to our participants. We look forward to future collaborations and the continued growth of our community. Thank you for being an integral part of SIPUGday 2023.
SIPUGdinner at the Plaza Club (Badenerstr. 109, 8004 Zürich)
Enjoyable networking while enjoying healthy local food, in a cool location with smooth music!
18:00 Registration
19:00 Intro / Keynote
19:30 Finger food and drinks. Enjoy the dessert and cocktails offered by our sponsors
23:00 End of SIPUGdinner
SIPUGday at Zürich Marriott Hotel (Neumühlequai 42, 8006 Zürich)
Inspiring presentations and insights into financial data, solutions and their application in the financial industry.
8:00 Registration
8:45 Welcome words
8:50 AWP Prize presentations
9:00 – 17:00 Breakouts and Keynotes
15:45 Panel discussion
16:30 Prize results and closing
17:30 End of SIPUGday
With GenAI, Artificial Intelligence has taken a quantum leap this year in terms of the technology’s capability as well as public awareness (and hype), but what does that mean in practice for Financial Services and the long-term evolution of our industry?
Martin’s original background is in banking and wealth management, where he worked in different business, global strategy and corporate development roles. Today, he is Director for Financial Services Cloud Transformation at Microsoft & Banking Lead for Western Europe. His focus is on shaping strategic partnerships with banks to help them capture new growth, enhance efficiency and transform their business models, enabled by advanced cloud technologies and Microsoft’s global FinTech ecosystem.
Eric Breval grew up in a number of countries including the USA, Tahiti, Belgium, and Italy. He started his professional career as an analyst at an M&A firm in Houston, Texas. From there he moved in 1989 to Switzerland to join BCV Group in Lausanne, first as a fund manager, then as CIO of Gerifonds, the mutual fund management company affiliated with the Bank. He was also a Board member of Gerifonds. Since 2003 he is CEO of compenswiss (Swiss Federal Social Security Funds), whose offices are located in Geneva. Eric is also an external expert on the Board Investment Committee of La Vaudoise Assurance and of the Avadis foundation. He has a Master of Science in Economics from the University of Lausanne and an MBA from Duke University and is both a CFA and a CAIA charter holder. He is married and has 2 children.
This presentation will discuss the importance of high quality, domain specific training data for language models geared towards capital markets. It will cover the need for data that is diverse, accurate, and properly labeled, and will discuss why this data is critical for creating successful ML models.
Armando is a technology entrepreneur and the CEO and Co-founder of RavenPack, the leading provider of big data analytics for financial institutions. At RavenPack, he oversees all product design and engineering of the company’s data products and analytical tools. Armando is a recognized expert in applied big data and artificial intelligence (AI) technologies. He is widely regarded as one of the most knowledgeable authorities on systematic data analysis in finance. He is a recognized speaker at academic and business conferences across the globe. Armando holds degrees in Economics and International Business Administration from the American University in Paris. As a thought leader, his commentary and research have appeared in leading business publications such as the Wall Street Journal, Financial Times, among many others.
Dr. Andreas J. Zimmermann has worked in economic and finance research for over 20 years. He was professor for economics at Zurich University, with focus on monetary economics and macroeconomics. He served Credit Suisse developing its credit risk management tools. As a KPMG partner he led banking risk management teams in Switzerland, Germany and Austria. For a leading Chinese bank in Hong Kong he was responsible for the design and implementation of an end-to-end credit risk management framework. He studied in Rochester and Zurich completed his studies in economics and econometrics at the University of Zurich with a doctorate and state doctorate and was visiting scholar at Harvard University.
Walter Farkas is a Professor of Quantitative Finance at the Department of Banking and Finance at the University of Zurich (UZH) and an Associate Faculty member of the Department of Mathematics of ETH Zurich. Prof. Farkas is also the program director of the Master of Science in Quantitative Finance, a specialized degree jointly offered by the UZH and ETH since 2003.
He is member of the Executive Education Board of the University of Zurich, heading its Certificate of Advanced Studies (CAS) in Risk Management for Banking and Finance, and is the Director of Teaching Center of the Department of Banking and Finance of UZH.
Walter is a Faculty member of the Swiss Finance Institute and also a Board member and founder of the Swiss Risk Association, a non-profit organization and an open forum for facilitating the dialog on risk management, after serving for eight years, 2013-2021, as one of the Co-presidents.
He holds a Habilitation from the Ludwig-Maximilians-University of Munich, a Doctorate from the Friedrich-Schiller-University of Jena, a Master of Science and Licence Diploma in Mathematics from the University of Bucharest.
Roy Kirby is part of the content and product management leadership team at SIX and has been with the company since 2015. In this role, he is responsible for identifying and responding to market trends and customer requirements across all financial markets globally.
Roy and his team are directly responsible for the core SIX data sets of reference data, corporate actions, market data and pricing. The content and product management team is also currently focused around the areas of regulation, ESG and simplifying data access for customers. A core responsibility of the team is to provide thought leadership and expertise to define solutions that mitigate clients’ risks, improve profitability and improve efficiency. Some notable topics include regulations, sanctions, cross border taxation, security master file, corporate actions and market data workflows.
Prior to joining SIX, Roy spent 18 years in various roles within the financial markets.
Francisco Merlos is a seasoned professional with over two decades of experience at the intersection of technology and capital markets. His journey spans software engineering, data science, and product management, culminating in a deep understanding of financial systems and innovation.
His background in Data Science laid the foundation for crafting algorithmic trading strategies and pioneering advancements in machine learning and video processing. As a Pre-Sales Engineer, he excelled in designing intricate solutions for the financial sector, ensuring alignment between customer needs and technical solutions.
In Product Management, he has harnessed his expertise to lead transformative initiatives. Currently serving as a Senior Product Manager, he drives the Big Data and Analytics team at SIX, delivering solutions for trade surveillance, transaction cost analysis, and market quality. His proficiency in SQL, Python, and Agile methodologies underpins successful product development and integration.
He holds advanced degrees, including a Master’s in Artificial Intelligence applied to the Financial Industry, complementing his hands-on experience. His journey underscores adaptability, agility and teamwork. He’s excited to connect with fellow professionals, collaborate on pioneering ventures, and continue shaping the future where technology meets finance.
In this breakout session, we’ll discuss features already possible as well as potential future use cases
for applying AI in the context of capital markets and the financial industry, with focus on terminals and market data feeds.
Bernhard Dörflinger works for baha for almost 15 years. Starting as a technical project manager, in his current role as Sales Manager one of his main responsibilities is identifying and discussing market trends with his clients.
His technical background with a Master in Applied Computer Science and his close collaboration with product and data teams within the company enables him to quickly recognize new trends
and come up with novel business ideas and product features.
Join us as S&P Global Market Intelligence discusses the pros and cons of using Artificial Intelligence in the financial sector, the emerging use of firms’ digital footprints to refine the risk assessment of Corporates and SMEs credit portfolios and S&P Global Market Intelligence’s journey in developing modern portfolio surveillance.
Giorgio is Global Head of the Analytical Innovation & Development Group (AIDG), and is currently based in London. His global team includes 15 permanent members (PhDs, CFAs, FRMs), spread between London, New York, Hyderabad, Shanghai and Singapore. Giorgio is responsible for the analytical development, maintenance and ongoing validation of all credit risk models across S&P Global Market Intelligence’s Credit Analytics, which are used by financial and non-financial corporations to measure and manage credit risk, also within regulatory frameworks such as Basel II/III, Solvency II or new accounting standards as IFRS9 and CECL. His team also supports technical requests by current and perspective users and produces thought leadership pieces and research on credit risk implications of major global events and regulatory trends.
Ilko Kovacic is the founder of Finspacer, a platform that drives digital transformation in investment firms by modernizing sales processes. With a profound expertise in requirements engineering, user experience, and the design of user interfaces, he excels in deciphering customer pain points and architecting tailored solutions that resonate. His experience in research and teaching at JKU Linz with a focus on Data and Knowledge Engineering enables him to combine academic proficiency with pragmatic communication. Driven by a startup spirit, his mission is to shape the digital transformation of sales processes in investment firms.
Simone Martini started the sales division at Sense Street, where the nexus of AI and finance comes alive. As an ESCP Business School alumnus and with rich experiences from Bloomberg and the London Stock Exchange Group, Simone has a unique vantage point on the interplay between cutting-edge tech and the finance sector’s intricacies. At Sense Street, he’s not just selling solutions but also sparking intriguing conversations around AI’s place in the financial industry.
Dr. Nino Antulov-Fantulin is a Head of R&D at Aisot Technologies AG.
At Aisot, he is focused on predictive analytics for portfolio products, market microstructures, quantifying (predictive) information dynamics with tools from quant finance, machine learning, and statistical physics/complex systems approaches.
He is also a part-time senior researcher and lecturer at the ETH Zürich working on the intersection of machine learning & complex systems, and visiting researcher at Courant Institute of Mathematical Sciences, New York, where he collaborates on machine learning for finance.
In 2020, he co-organized the track “Advances of ML Approaches for Financial Decision Making & Time Series Analysis” at the Applied Machine Learning Days AMLD EFPL conference in Laussane, Switzerland.
He obtained a Bachelor’s (2008) and a Master’s degree (2010) in Computer Science at the Faculty of Electrical Engineering and Computing, Croatia, Zagreb.
From 2010-2015, he works on his PhD at the intersection of computer science and statistical physics (stochastic processes on complex networks) at the Laboratory for Machine Learning and Knowledge Representations, Rudjer Boskovic Institute, Zagreb and obtains PhD in Computer Science in 2015 at the University of Zagreb, Croatia. During his PhD time, he was a visiting scientist at the Robert Koch Institute (Berlin), worked on the EU project FOC−“Forecasting Financial Crisis”, and results from his Physical Review Letter publication were covered by New Scientist, Popular Science magazine and different online media Pacific Standard, American Physical Society.
From 2016-2019, he works as a Postdoctoral researcher at ETH Zürich and published research contributions for non-equilibrium processes on complex networks in PRR, PNAS; financial data science in ICDM, CHAOS; and machine learning in ICML, ICRL, and others.
Since 2019, he works as a senior researcher and lecturer at ETH Zürich and teaches two courses: Data Science in Techno-Socio-Economic Systems, and Complex Social Systems: Modeling Agents, Learning, and Games.
He also worked on several EU projects: SoBigData – “Social Mining & Big Data Ecosystem”, Multiplex−“Foundational Research on MULTI-level comPLEX networks and systems”, and e-Lico− “An e-Laboratory for Interdisciplinary Collaborative Research in Data Mining and Data-Intensive Science”. He also works as a Supervisor & Panel member of PhD Program in Data Science, Scuola Normale Superiore, Pisa on the topic of financial machine learning. He acts as a reviewer for IEEE, ACM, Nature Communications, Nature Scientific Reports, Physical Review Research, Applied Network Science, ICML, ICLR, ECML-PKDD, NeurIPS, and others.
 Marc Hauser is a founder, investor, and innovation enabler with over 15 years of experience spanning banking, fintech, and entrepreneurship. Currently, he serves as the Head of Europe at Tenity, a global innovation ecosystem and early-stage investor. In this role, Marc is instrumental in scaling startups and fostering their connections with leading financial institutions.His entrepreneurial journey is marked by the co-founding of two companies, where he honed his skills in strategy and business growth. Prior to his current role, Marc held various directorial positions at UBS, contributing significantly to digital channel solutions and wealth management. His early career was rooted in strategy consulting, working with firms like Roland Berger Strategy Consultants. |
Torsten has a PhD in computer science. He is a pioneering AI researcher and educator dedicated to shaping the future of artificial intelligence. With a passion for both cutting-edge research and nurturing the next generation of AI enthusiasts, Torsten has established himself as a figure in the field. Torsten’s impact extends beyond the research lab. He inspires and equips his students with the knowledge and skills necessary to navigate the ever-evolving landscape of AI with the focus on Financial Services. AI is a complex field and Torsten’s key skill is to simplify it for others.
