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cover of episode 405: The Work of Quants and Data Scientists in the Financial Space

405: The Work of Quants and Data Scientists in the Financial Space

2020/9/30
logo of podcast Super Data Science: ML & AI Podcast with Jon Krohn

Super Data Science: ML & AI Podcast with Jon Krohn

Shownotes Transcript

Thomas Obrist joins us to give an advanced talk on the work he does in the financial and energy space as a quant and how it overlaps with data science.

In this episode you will learn:

  • Thomas’s background and studies [5:04]

  • Long and short in financial markets [8:33]

  • Thomas’s current role at Axpo [14:55]

  • Quant vs. data scientist vs. data analyst [18:55]

  • The Monte Carlo method [26:26]

  • Thomas’s day-to-day [30:06]

  • Grid loss use case [35:25]

  • Thomas’s hackathon success [53:22]

  • Thomas’s recommendation for those interested in the space [1:01:39]

Additional materials: www.superdatascience.com/405)