A day of practitioner talks, student demos, and partner showcases at RAF — covering quant trading, applied AI in markets, and the path from MCF to the trading desk.
On June 14, 2025, the School of Computing hosted the inaugural Festival of Computational Finance — a full-day program of talks, demos, and conversations with industry partners.
The morning track focused on practitioner experience: how MCF alumni now working at Banca Intesa, Kvantum Capital, Ominimo, and Tenderly are using Python, R, and machine learning in their day-to-day roles. The afternoon shifted to current students presenting their applied projects — derivatives pricing, portfolio construction with reinforcement learning, blockchain settlement analysis, and several live trading systems.
What the day covered
The ARPM workshop on advanced risk and portfolio management was the most attended session, with practitioners from the Austrian National Bank, Banca Intesa, and Raiffeisen joining MCF students for a 90-minute working session on factor models and stress testing.
In the afternoon, four MCF cohort 2024 students presented their applied projects — a deep-learning fixed-income market-making system; a reinforcement-learning portfolio rebalancer; an alternative-data pipeline using satellite imagery; and an LLM-augmented credit-research workflow. Each was followed by 10 minutes of Q&A with industry guests.
What's next
The 2026 edition is planned for late spring — partners interested in sponsoring or speaking should reach out via the For Companies page. Download the full 2025 program (PDF, schedule, speaker list, project abstracts) below.