A Model Risk Management Perspective
Details
- Date: 18 November 2026
- Time: 17:00–19:00 (Amsterdam time)
- Organized by: Amsterdam Quant Society
- Location: Roeterseiland Campus, University of Amsterdam — room to be confirmed
- Registration: Limited places available. Register now!
Join Amsterdam Quant Society on 18 November for an interactive session with Alejandro Gomez, PhD — Team Lead in Model Validation at ING, founder of ADAO, and a quantitative finance expert with over 15 years of industry experience.
Navigate the complexities of modern trading books and discover how financial institutions construct and sustain both classical and AI-driven models.
Explore how to fortify model risk management as we break down the key regulatory expectations and best practices needed to build a truly battle-tested, validation-proof program.
Learn. Apply. Connect.
- Industry Lecture
- Hands-on Workshop
Gain firsthand insights from an industry expert and put your knowledge into practice through a collaborative workshop.
Coffee & Networking
After the session, join Alejandro for optional coffee and networking at CREA. Continue the conversation, ask questions, and gain firsthand insights into the quantitative finance industry.
Workshop requirement: Proficiency in Python or AI-assisted coding (e.g. vibe coding) is required to participate in the workshop.
Whether you're interested in quantitative finance, banking, risk management, or AI, this is an opportunity to learn directly from an industry expert, apply your knowledge, and make valuable connections.
Join us on 18 November at Roeterseiland Campus!
