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Ed Parcell, Quantitative Researcher and Strategist at Janus Capital

May 18, 2017 @ 5:30 pm - 8:00 pm

| $20 – $25

Ed will present on a real-world solution to solving typical quant
problems using a system he and his team have created called “Loman.”

*Loman – An Open-Source Computation Engine for Quants*

Loman is a system Janus has created to track whether information in
large systems of dependent calculations is up-to-date, and recalculate
it as required. Ed & team have found that it sped up their
quantitative research, and allowed research models to be easily
transferred into production either in a robust batch mode allowing
easy inspection of errors, or flexible real-time mode.

In this talk, Ed will demonstrate using Loman to solve some typical
quant problems:

Speaker Bio

The Speaker: Ed Parcell

Our Speaker’s Background

Edward Parcell is a Quantitative Researcher/ Strategist conducting
quantitative research related to investment strategies offered through
Janus’ asset allocation platform, a position he has held since 2015.
Prior to joining Janus in 2014, Mr. Parcell served as a quantitative
developer at AVM LP, a Florida-based fixed income and credit
broker/dealer and fund, where he worked with the rates trading desk as
a member of the technology team. Prior to that, he worked as a
quantitative analyst with UBS. His experience also includes launching
a quantitative software and services company, serving as a
quantitative analyst with Brevan Howard, as a director with the
methodology group at Derivative Fitch and as a quantitative analyst
with Reoch Credit Partners. He also served as an assistant actuarial
consultant with Hewitt Associates.

Education

Parcell holds a bachelor’s degree from Trinity College, Cambridge,
where he studied mathematics. He has also received his diploma in
actuarial techniques from the Institute of Actuaries. Mr. Parcell has
published numerous industry papers and has 14 years of financial
industry experience.

How to Pay

http://www.brownpapertickets.com/event/2942973

Register, and Payment @ Brown Paper Tickets

Details

Date:
May 18, 2017
Time:
5:30 pm - 8:00 pm
Cost:
$20 – $25

Venue

Cactus Club
1621 Blake St
Denver, CO United States
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