In this latest episode of Ahead of the Curve, our host Scott Sobolewski chats with James Mac Hale – Head of Acadia Market Data about the monumental task of creating a centralised market data library of over fifty thousand different types of daily curve inputs as part of the Acadia hosted service to support firms in their risk and pricing calculations. The podcast provides tips and advice for firms that are using or thinking of using the Open-Source Risk Engine (ORE) and highlights the importance of putting in the time and effort into planning the inputs into your risk engine to reap automation benefits down the line.
Listen time: 25 minutes
Our host Devin Cook is joined by Alexis David, both Senior Consultants within Acadia’s Quantitative Services team. They discuss the merits of Open-Source Risk...
In Episode 20 of Ahead of the Curve, Will Thomey and Richard Barton from Acadia discuss the merits of improving efficiency and fully automating...
This episode dives into the evolving regulatory and modelling landscape in the UK for traded risk. Scott Sobolewski speaks with Xabier Anduagaand Joey O’Brien...