Quaternion

In the latest episode of Ahead of the Curve, Director of Industry Engagement, John Pucciarelli is joined by Stuart Smith, Co-Head of Business Development, where they delve into the key areas of the transition from ISDA SIMM 2.6 to 2.7. During what is the first episode under the new LSEG Post Trade Solutions name, John and Stuart discuss everything from the latest version’s notable changes, to tips for firms making the leap to SIMM 2.7. Listen now: https://hubs.la/Q02W94DL0 Watch now: https://hubs.la/Q02W96ws0

Have you read Acadia's detailed study about the Bank of England’s System-Wide Exploratory Scenario? The study provides a comprehensive analysis of NPV changes and their impact on factors such as Profit and Loss, using Open-Source Risk Engine as a reference point throughout. Written and researched by expert Acadia consultants Alex Solounias, Zhirui H. and Cong C., the paper details how firms can better manage risk and counteract the negative effects of stress scenarios. Click the following link for access to the full study: https://hubs.la/Q02VDNVh0

We are excited to share a range of new internship opportunities at LSEG Post Trade Solutions. The roles are based in New York or Chicago next June and are perfect for enthusiastic individuals who are eager to make their mark in the industry. Opportunities below: • Quantitative Services Summer Intern (Graduate Level) – Boston • Math Finance Summer Intern (Graduate Level) – NYC • Application Development Summer Intern (Graduate Level) – NYC Applications for the 12-week programs close on November 27. To find out more about the opportunities and how you can apply, please visit our careers page: https://hubs.la/Q02Vkn880

Meet the Acadia team Acadia’s Head of Business Development, Fred Dassori, has spent well over a decade in the world of financial services however his path wasn’t as linear as many would expect. Starting in movie production immediately after university, Fred’s experience has spanned internet start-ups in San Francisco and Singapore, before joining Credit Suisse after completing his MBA. Since joining Acadia in 2017, Fred has been essential in bringing IM Risk Generator to market and building a team of outstanding individuals with deep knowledge who are proud of what they do. For Fred, the entrepreneurial spirit of Acadia, opportunity to build out a suite of risk services and the people, drew him to join the team.

We had a great time in Nashville taking part in Risk Live North America. Acadia’s Scott Sobolewski joined an interesting discussion relating to the impacts of regulation and macro environment on banks and non-banks. A big thank you to https://hubs.la/Q02TQGCT0 for hosting a superb event that tackled lots of key industry talking points.

We are excited to bring the Quant community together for our Open Source Risk Masterclass, to be held in New York on Wednesday, November 13. The program will explore recent advances in analytics, architecture, and modelling in ORE, including stress testing, parallel processing, and restful services. Hear from Acadia experts, Devin C., James Mac Hale and Roland Stamm on how Acadia's Open-Source Risk Engine can be applied to help stress testing and calculating PFE/ Counterparty Credit Risk. The event is free. Registration and further information about the agenda and speakers can be found here: https://hubs.la/Q02TF-Wy0

Acadia’s Co-Head of Quantitative Services, Scott Sobolewski, will be attending Risk Live North America in Nashville on Wednesday, alongside an esteemed panel of industry experts, to discuss whether complexity is here to stay within the banking space. The panel will focus on a range of topics, including whether banks can prepare for liquidity stress, industry trends and data looking forward to 2025 and what impact ongoing regulatory and supervisory changes might have on the banking system. Registration is still open for interested participants: https://hubs.la/Q02ThlYM0

Successful morning at Acadia's Client Roundtable. The event was hugely informative and packed with lots of invaluable insights delivered by leading industry experts. Big thanks to everyone who attended and in particular to the speakers including Daniel J. Maguire, Fabrizio Anfuso and James Duff. Onto the next one!

Acadia's Open Source Risk Engine (ORE) is the pricing and risk analysis tool that’s trusted and relied upon by the global financial community. With its open-source approach, the innovative tool guarantees firms a fast and flexible platform to collate comprehensive sets of data and analytics. Among the many benefits of ORE are: • Transparent interfaces for trade data, market data and system configuration • Integration with Python • Detailed user guides with a large range of examples of ORE usage To find out more about the power of Your Open Source, click here: https://hubs.la/Q02SM6ZJ0

In the latest episode of Ahead of the Curve, Scott Sobolewski speaks with Head of Acadia Market Data, James Mac Hale about the monumental and central task of building a comprehensive market data utility to support firms in their risk and pricing calculations. James outlines the market data library, comprising over fifty thousand different types of daily curve inputs as part of the Acadia hosted service. Listen now : https://hubs.la/Q02S1Ryd0 Watch now : https://hubs.la/Q02S1NF60