Build It in a Day: From Quant models to AI Systems: How Risk Management is learning to Ask Better Questions

Workshop Info

From Quant models to AI Systems: How Risk Management is learning to Ask Better Questions
AI is changing quantitative risk management by enabling better questions to be asked, not just better models to be built. Classical quant focused on well-defined risks that could be explicitly modeled. Machine learning expanded the scope of inquiry, allowing risk teams to explore complex interactions and early signals previously inaccessible. Agentic AI systems further broaden this scope by automating hypothesis generation and model exploration. These capabilities create meaningful opportunities to improve risk insight, while also increasing the need for disciplined governance to prevent overconfidence and unintended consequences.

February 6 – March 13, 2026
Time for all workshops: 1:00 pm – 4:00 pm ET

These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.

How To Join a Session

Click on the Join a Session button at 1:00 pm ET on the day of your desired workshop. Each workshop ends at 4:00 pm ET.