Edinburgh Innovations is proud to present the next event in the Spotlight on Industry series showcasing successful collaborations between University of Edinburgh researchers and industry partners. 

This event is of particular interest to research-active staff interested in the upcoming EPSRC IAA Open Call for Funding and wanting to engage with industry and is a great example of how university research can help address applied challenges. 

Join us online to hear how this event provides a unique opportunity to: 

• hear about an EPSRC IAA collaboration from both the company and the academic perspectives 
• explore how industry partnerships can develop 
• learn what it is like to develop an industry partnership and how this can benefit you and your career
• ask your questions about the project and the EPSRC IAA during the audience Q&A session 

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About the collaboration

There is a long-standing relationship between the University and abrdn that recently has resulted in the joint multi-£m Centre for Investing Innovation. The development of this relationship has been supported by a few different EPSRC IAA funded projects over several years. The initial work focused on new approaches to asset management and underpinned the launch of a new fund by the partner company. The performance of the new approach has been recognised in academia and by industry, and the impact of the new fund forms the basis of one of the University’s 2021 REF Impact Case studies. Following this work, further EPSRC IAA funding supported the development and expansion of the relationship, resulting in the establishment of the new joint Centre. Join this seminar to learn about the development of the partnership with abrdn and how the EPSRC IAA funding was leveraged to support this. 

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Speakers

• PI: Prof. Sotirios Sabanis, Professor of Stochastic Analysis and Algorithms and Turing Fellow at the Alan Turing Institute​, University of Edinburgh

Sotirios holds the personal chair of Statistics and Stochastic Analysis at the National Technical University of Athens. His research focus is on explicit numerical algorithms for nonlinear random systems of (typically) high dimension and their interplay with core data science and AI techniques. Examples of these algorithms are explicit numerical schemes for Stochastic (Partial) Differential Equations, stochastic approximation methods in the context of recursive identification of system parameters, MCMC algorithms and stochastic optimizers for the training of artificial neural networks. Any application of these methodologies to financial data are of keen interest to him. 

• Industry Contact: Dr Jens Kroeske, Head of Multi-Asset Modelling and Analytics at abrdn

Jens joined the company in May 2011 as a Quantitative Analyst and later as a Quantitative Investment Manager. He has extensive experience in managing derivative overlay portfolios for the structuring team as well as the hedging of seed capital portfolios. After taking up the role of Head of Multi-Asset Risk Modelling in 2016, he was directly responsible for the risk framework employed within the Multi-Asset team and also co-led the development of the macro systematic strategies and portfolio construction capability within Investment Innovation. Since 2019, as the Head of Multi-Asset Modelling and Analytics, he leads four functional areas comprising of solutions modelling, risk and portfolio construction, macro systematic strategies and platform engineering. 

Prior to this Jens was working as a Mathematical Researcher at a technology consultancy company where he conducted research in autonomous systems, optimisation and mathematical modelling. 

Jens holds a degree in Mathematics from the University of Hamburg as well as a PhD in Mathematics from the University of Adelaide on a research scholarship. He is a holder of the Investment Management Certificate (IMC) as well as the Professional Risk Manager (PRM) and Financial Risk Manager (FRM) certifications. 

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Agenda

8:30 am - Breakfast is served!

9:00 - 10:00 - Presentations and Q&A

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>> Please register to attend this In-Person event.

For assistance with registrations, please contact us on eievents@ei.ed.ac.uk