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GenAI Model Development & Validation Workshop

A Hands-On Technical Workshop for Financial Risk Practitioners

March 5, 2025 | 1:00 pm - 5:00 pm | New York City

Details

March 5, 2025
1:00 PM - 5:00 PM

In-Person

Ease 605, 605 3rd Ave, New York City
605 3rd Ave, New York, NY 10158

Read our Event Policies for information about registration and refunds.

Contact

Questions can be directed to GARP Events at events@garp.com.

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Overview

Join us for a hands-on workshop in New York City on March 5 that will take you through the complete lifecycle of GenAI models – from development to validation and testing, led by Agus Sudjianto and Arpit Narain.

Transform your understanding of Generative AI model development and validation in this intensive, hands-on workshop designed for quants, data scientists, technical professionals, and risk managers who are interested or involved in model development or validation.

Learning Outcomes will include:

  • Practical experience in developing GenAI models
  • A thorough understanding of model validation techniques
  • The ability to assess and improve model reliability
  • Hands-on experience with GenAI tools and methodologies

Participants should bring their own laptops to the workshop to participate fully in the hands-on learning. Professionals who complete this intensive technical workshop will gain the skills needed to develop and validate GenAI models with confidence.

This workshop is followed by the 2025 Financial Risk Symposium, Balancing Act: Addressing Today's Financial and Non-Financial Risks. Symposium registrants first receive a 50% discount to this workshop. More information on the Symposium can be found here.

Registration Closed

Topics: Tools & Techniques, Risks & Risk Factors, Data & AI Model Governance

Speakers

Arpit Narain, FRM

Arpit Narain, FRM

Global Head of Financial Solutions, MathWorks
Arpit Narain, FRM

Arpit Narain, FRM

Global Head of Financial Solutions, MathWorks

Arpit Narain is the Global Head of Financial Solutions at MathWorks, responsible for developing industry and product strategies for Model Risk, AI Governance, Climate Risk & ESG, Financial Risk & Compliance, and Portfolio Management verticals. 

Arpit has over 17 years of experience in Quant Finance and Artificial intelligence space, leading large projects for top global banks, asset managers, hedge funds, and regulators across the AMER, EU/UK, and APAC regions.

Before joining MathWorks, Arpit served as a Director in the Quant practice at KPMG US, where he co-established the Traded Risk business and led significant client projects on Model Risk, Derivatives Pricing, and Portfolio Analytics. He also established and led the Quant Modeling group at KPMG Global Services.

Srinivas Neppalli

Srinivas Neppalli

Senior AI Engineer, H20.ai
Agus Sudjianto

Agus Sudjianto

SVP Risk & Technology, H20.ai
Agus Sudjianto

Agus Sudjianto

SVP Risk & Technology, H20.ai

Agus Sudjianto is SVP Risk & Technology of H2O.ai. He has 20+ years of experience in banking, most recently as Executive Vice President, Head of Model Risk Management at Wells Fargo. Prior to joining Wells Fargo, Agus served as Director of Enterprise Analytics at Lloyds Banking Group in the United Kingdom, was an Executive and Head of Quantitative Risk at Bank of America. Before transitioning to banking, Augus was an engineer and product design manager In the Powertrain Division of Ford Motor Company for more than a decade.

Agus created PiML (Python Interpretable Machine Learning), a widely used integrated tool for developing and validating high risk machine learning models. He U.S. patents in both finance and engineering, has published technical papers covering machine learning and statistics and is the co-author of Design and Modeling for Computer Experiments.

Agenda/Schedule

*Date and Time noted as

    March 5, 2025

    • Introduction to LLM and RAG
    • Embeddings and Interpretability
    • Challenge of Testing and Validation of Generative Language Models

    Speakers

    Arpit Narain, FRM, Global Head of Financial Solutions, MathWorks

    Srinivas Neppalli, Senior AI Engineer, H20.ai

    Agus Sudjianto, SVP Risk & Technology, H20.ai

    • Evaluating Retrieval and Summarization Task
    • Explainable Evaluation Methodology
      • Embedding-based approaches
      • Natural Language Inference
    • Human-Calibration via Conformal Prediction

    Speakers

    Arpit Narain, FRM, Global Head of Financial Solutions, MathWorks

    Srinivas Neppalli, Senior AI Engineer, H20.ai

    Agus Sudjianto, SVP Risk & Technology, H20.ai

    • Automated Testing Generation
      • Query type generation
      • Topic analysis and stratified sampling
    • Robustness Test
    • Model weakness analysis and identification

    Speakers

    Arpit Narain, FRM, Global Head of Financial Solutions, MathWorks

    Srinivas Neppalli, Senior AI Engineer, H20.ai

    Agus Sudjianto, SVP Risk & Technology, H20.ai

Pricing

Workshop Only

Member

USD 300

Registration closed
March 5

Non-Member

USD 400

Registration closed
March 5

Workshop + Symposium

Member

USD 895

Registration closed
March 5

Non-Member

USD 1245

Registration closed
March 5

This workshop is followed by the 2025 Financial Risk Symposium, Balancing Act: Addressing Today's Financial and Non-Financial Risks.
Symposium registrants receive a 50% discount to this workshop. More information on the Symposium can be found here.

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