In this episode, host Lotta Moberg is joined by Joseph Simonian to discuss the importance of understanding the field of model validation and how it applies to the financial industry.

His published work on the topic can be found here: https://rpc.cfainstitute.org/en/research/foundation/2024/investment-model-validation

Joseph Simonian is a globally renowned investor and researcher who has conducted extensive research in quantitative finance, machine learning, factor investing, and portfolio construction. Over the course of a 20-year career in the investment industry, he has held senior portfolio management and research positions in several prominent asset management firms. He is also the founder and CIO of Autonomous Investment Technologies.

Simonian is a noted contributor to leading finance journals and a prominent speaker at investment events worldwide. He is co-editor of the Journal of Financial Data Science, is on the editorial board of the Journal of Portfolio Management, chairman of the board of directors of the Financial Data Professional Institute, and a member of the CFA Institute Research and Policy Center Technical Commitee. Simonian has authored over 40 publications in leading investment journals. He is co-author of the book Quantitative Global Bond Portfolio Management and author of Computational Global Macro, slated for release in 2024.

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Joseph Simonian on Model Validation in Finance