Prof. Gareth W. Peters
Student Summer Project Placements
Updated: May 5, 2018
Industry partners of the SFRA are given the opportunity to engage postgraduate students with practical projects which are proposed by industry, facilitated by the SFRA for the mutual benefit of innovative young professionals and industry.
The student summer project placement program allows industry to propose projects to the SFRA, who will then source suitbale postgraduate students from MSc programs in financial risk, financial mathematics, actuarial, statistics, computer science and machine learning in Heriot-Watt and University of Edinburgh.
Industry will then be able to interview suitable candidates and make offers of project positions. The students selected will then chose from the options on offer that best captures there interest and suites their interests.
Engage Young Minds with Challenging Industry Problems.
2018 Project Partners and Project Topics:
Traditional with-profits final bonus rate model.
Aberdeen Standard Investments:
Systematic strategies for trade execution optimisation
Alternative methodologies for alpha scores
Banking product propensity modelling
Application of Machine Learning (ML) algorithms in Data Governance activities
Pensions chatbot training - customers
Pensions chatbot training - advisors
Pensions guidance data analysis
Pensions decision simulation framework
Lloyds Banking Group:
Pro-cyclicality of Credit Risk Impairment Losses Under the IFRS9 Accounting Standard
Quantitative analytics of dynamic asset management
Bond return risk factor modelling
Machine Learning Calibration Tool
Machine Learning Factor Analysis
Vine Copulas For Stressing Correlations
Royal Bank of Scotland (RBS)
Machine Learning through reinforcement techniques in credit risk modelling
Machine learning techniques for stress testing
Forecasting methodologies for stress testing
Scottish Widows (LBG):
Impacts on credit risk portfolio of changes in ownership
AI/Machine Learning insights for actuarial models
Cyber breach operational impact assessment