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Big Data in Capital Markets
Recorded at:

| by Alex Raitt Follow 0 Followers , Clive Saha Follow 0 Followers on Aug 24, 2014 | NOTICE: The next QCon is in London, Mar 4 - 6, 2019. Join us!
45:09

Summary
Alex Raitt, Clive Saha present design patterns and use cases of capital market firms that are incorporating big data technologies into their credit risk analysis, price discovery or sentiment analysis software. They also discuss various technology stacks and their advantages, including batch-based processing, real-time analytics, and NoSQL systems.

Bio

Alex Raitt is a partner with SunGard Consulting Services focused on practical technology innovation within capital markets. After spending several years on Wall Street working on distributed job control systems for Risk Management, Clive Saha moved to Google. He joined Risk Focus in 2013 as a Lead Consultant on Distributed Computation.

Software is Changing the World. QCon empowers software development by facilitating the spread of knowledge and innovation in the developer community. A practitioner-driven conference, QCon is designed for technical team leads, architects, engineering directors, and project managers who influence innovation in their teams.

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