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

Ease 605, 605 3rd Ave, New York City

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 receive a 50% discount to this workshop. More information on the Symposium can be found here.

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

Register Now

Read our Event Policies for information about registration and refunds.

Contact

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

Agenda

*Date and Time noted as

March 5, 2025

1:00 PM - 1:30 PM

Registration and Networking

1:30 PM - 2:30 PM

Introduction

View Details

  • 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

Agus Sudjianto, SVP Risk & Technology, H20.ai

2:30 PM - 3:45 PM

Evaluation and Human Calibration

View Details

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

3:45 PM - 5:00 PM

Outcome Analysis

View Details

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

Speakers/Moderators

Arpit Narain, FRM

Arpit Narain, FRM
Global Head of Financial Solutions, MathWorks

Agus Sudjianto

Agus Sudjianto
SVP Risk & Technology, H20.ai

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