social

Finance: Between Testing and Regulations

Last July 8th we hosted our second meet up. The announced topics were Testing and Regulations, however the event was mostly testing. In a way, it has been very exciting to organise it, mainly because of some last-minute changes that affected the whole program. In fact, one of the speaker was sick and could not attend, and on top of that a few unexpected technical problems arose at the MixTup venue as well. Eventually everything worked fine and all the efforts made during the few days and hours before the event contributed to the success of the evening.

The chairman of the event was my colleague Jorrit-Jaap de Jong (Ugly Duckling), who entertained the audience, introduced the speakers, and reminded everybody of the purposes of the FEN evenings (which you can read in the ad of our introductory meeting here). The two talks were essentially on testing. The first speaker was our financial engineer Michele Maio (Ugly Duckling) who introduced various testing techniques and good practices such as test driven development and automated testing (mostly focusing on Excel and FitNesse). Michele used the programming language C#. The second speaker was Mert Aybat (Connectis). Mert had an extremely nice "live" and interactive presentation on how to use Mocks when testing complicated projects with many dependencies, and he definitely showed his competence in testing. Mert used Java and Mockito as tools of choice.

The crowd present to the meeting also deserves some comment. Besides the people who attended our first meeting, we were happy to see many new faces who joined this second event, coming both from the software and the finance industries.  They all stimulated the discussions that arose during the presentations: thanks to them the flow of information was not in one direction only.

What will happen in the future?

It is important for us to keep track of what we want to achieve and what the FEN events are all about, namely: sharing knowledge, creating an intellectual stimulating environment, meeting like-minded people, discussing trends and hot topics in finance, and networking. In order to move forward, events are planned every couple of month, and the next one will be in autumn when everybody is back from summer vacations. We will keep the current format, which has been successful so far: hosting two talks within an informal environment with topics related to software, finance, and financial engineering.

Requests

To make the FEN community larger, it is crucial that everybody is active. That's why we would like to reminder everybody that anybody is welcome to join. Moreover, as Jorrit mentioned during this event:

  • we are always looking for speakers, so if anybody is interested to talk at next event please let us know;
  • we are also looking for locations, so if anybody would like to organise the next event with use by booking a seminar room in his/her bank or institution please let us know;
  • we are always looking forward to growing our community, so please share it with your network.

Invite : Between Testing and Regulations

FEN Event - July 2014

 

Amsterdam - July 8 2014, 19:00 @ MixTup

Financial Engineering Netherlands (FEN) is a community of specialists in software and in the financial sector that everybody can join and consult.

The next FEN event will be held on July 8 and the topic will be about

"Finance Between Testing and Regulations".

The speakers for this evening are:

Paramita Banerjee (ING) **
Paramita is a business analyst at ING. Her predominant focus has been on operationlizing change solution within global investment banks normally representing AML and Front-Office interests, and her specialties are requirement elicitation and analysis and process modelling. She is an expert in the international banking and international finance sectors.

Mert Aybat  (Connected Information Systems - Connectis)
Mert is a software engineer at Connectis. He has a strong quantitative (PhD in particle physics) background as well as an exhaustive international experience (he has lived and worked in many countries, such as US, Switzerland, Netherlands, etc.). His current work is in the area of information technology in general, and his specialty is information security.

The Talks

  • Paramita Banerjee: Basel III on Stress Testing & Backtesting **
  • Mert Aybat: Advanced Testing with Mocks: Theory and Practice

No prior knowledge of finance and/or financial engineering and/or testing will be required. 

Registration
Via the Meet-up website. Please register asap.
If you have already registered but you are not able to come anymore, please let us know.

Space-time Coordinates
MixTup, Ferdinand Bolstraat 8, 1072 LJ Amsterdam (map).  Doors open at 19:00.

Blog
Read here about how this event was.

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** Paramita was sick during the actual event, so she could not attend. She was replaced by the Duckling Michele Maio (who also spoke at our opening event):

  • Michele Maio: Automated Testing in Finance

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Invite: Test Driven Development for Financial Engineers

Opening FEN Event - April 2014

 

Amsterdam - April 24 2014, 19:00 @ Mixtup

Financial Engineering Netherlands (FEN) is a community of specialists in software and in the financial sector that everybody can join and consult.

The aims of Financial Engineering Netherlands are

  • to bring together experts with similar passions, who are willing to improve themselves by sharing their knowledge with others, keeping the topics within the interest range of financial engineers, and hence including testing, programming, technology, finance, mathematical finance, etc. as subjects of discussion;
  • to create an intellectually stimulating and social environment, where people can discuss about trends, problems, progress and achievements in any of the above-mentioned fields, in order to find what really matters in our work and discover how we can improve ourselves in a collaborative way.

The events will be organised in a relaxed way, with an informal pre-event drink, followed by the real event, and another social drink at the end. The real event (normally) includes two talks, with a short break in between, given by speakers in the software or finance industry. In this sense, this opening evening will be an exception, having only one speaker for the two sessions, with the additional honour of welcoming the participants. Moreover, the social aspect of the event guarantees that the participants meet new people, thus creating a great opportunity to grow each other's network.

The very first event will be held on April 24 and the topic will be about

"Test Driven Development for Financial Engineers".

The host and speaker for the opening event will will be:

Michele Maio (Ugly Duckling B.V.)
Michele recently joined Ugly Duckling in the Finance department. He has a quantitative background (PhD in theoretical physics) and his current work in finance spans various technical aspects in quantitative finance, such as research and implementation of interest rate derivative and their associated risk and the construction of the Ugly Duckling Financial Library.

Michele will introduce the Financial Engineering Netherlands community to the audience and then will give two talks about technical -but relevant- aspects of financial engineering. Specifically, the topics will be: 

  • Session I: Test Driven Development in Unit-like frameworks
  • Session II: Test Automation and FitNesse

This will be a beginner's event, so no prior knowledge of financial engineering and/or testing will be required. 

Registration
Via the Meet-up website. Please register asap.
If you have already registered but you are not able to attend anymore, please let us know.

Space-time Coordinates
Mixtup, Ferdinand Bolstraat 8, 1072 LJ Amsterdam (map).  Doors open at 19:00.

Blog
Read here about how the opening night was, with slides of the talks.