Hedging Interest Rate Risk in Volatile Markets: NxCore Python in Action
Why Attend?
Learn how leveraging Numerix’s advanced analytics and NxCore Python empower you to navigate volatile interest rate markets, hedge exposures across major currencies, optimize hedging strategies, and manage portfolio risk with precision.
Presenter
Julien Machado, Quantitative Analyst – Presales, Numerix
Date
July 9th | 10:00 AM EDT
Are fluctuating interest rates keeping you on edge? With central bank policies in flux, rising inflation, and growing global uncertainty, interest rate markets are more volatile than ever. Successfully navigating this environment requires advanced strategies, precise analytics, and robust risk management techniques.
Join Julien Machado, Quantitative Analyst – Presales at Numerix, for an insightful webinar designed for traders, risk managers, hedgers, and portfolio managers. Julien will guide you through hedging interest rate exposures across USD, Euro, and other major currencies using systematic, options-based strategies. He’ll also introduce NxCore Python, a powerful SDK platform that empowers developers to build, customize, and seamlessly integrate Numerix’s industry-leading analytics into their systems.
The webinar will cover:
- Practical strategies to hedge interest rate exposures in USD, Euro, and other major currencies.
- Techniques for managing volatility and optimizing hedging practices.
- Explore structured option strategies with varying strikes and observation/payment frequencies
- A live demonstration of NxCore Python, highlighting:
- Pre-trade pricing
- Trade ideas generation
- Back-testing strategies
- Scenario generation
Featured Speakers
Julien Machado
Julien Machado joined the FINCAD Presales team as a Quantitative Analyst in 2023. With extensive experience in financial structuring and interest rate modeling, he previously held key roles at leading financial institutions, including Credit Suisse and BNP Paribas. Based in Madrid, Julien supports future customers across the EMEA region in adopting Numerix’s innovative solutions.
Udi Sela
Udi Sela has been active in foreign exchange derivatives markets for over 25 years. As a senior derivatives trader and trading manager at Citibank and JPMorgan, he developed expertise in derivatives spanning both vanilla and complex FX options. After his trading career, he has led product development, pre-sales and business development functions within a range of financial software vendors. Mr. Sela is currently responsible for product and field marketing at Numerix.
