Machine learning for risk and stress test analysis

Syntherion is currently a project at ETH Zurich in cooperation with a Swiss Cantonal Bank that bridges state-of-the-art research in the fields of Finance and Machine Learning. The purpose is to develop a software based on original research and apply it to banks to address growing pain points regarding stress tests. If the proof of concept with the cantonal bank is achieved, the goal is to found a B2B software company in 2019.

The goal of this MSc thesis project: You would mainly work with the team at ETH Zurich on developing a domain-specific modeling language in a first project phase from Oct. to Dec. 2018. Every month, we have a workshop with the bank in their Zurich branch to present our progress, prototypes, intermediate results, to get more input, and to receive immediate feedback, which allows us to develop a really practically relevant software solution.

You can find more information about the project here: http://www.er.ethz.ch/about-us/open-positions/others.html

Supervised by Ce Zhang

ce.zhang@inf.ethz.ch