NLP Deep Dive

3rd November 2021 11am - 1pm EDT | 3pm -5pm GMT Deep Dive

Join Neudata as we explore the most commonly discussed questions around NLP.


In partnership with Morgan Stanley as Diamond sponsor. This event is exclusive to Neudata and Morgan Stanley clients.

Over the past few years, natural language processing technology has become more advanced, and therefore more widely adopted by investment managers to understand the wealth of unstructured data available globally.

Join Neudata on 3rd November as we discuss how NLP technology has paved the way for investors to understand analyst reports, earnings calls and other unstructured text in more meaningful ways.


Discover NLP insights and trends

  • 11:00am EDT 3:00pm GMT
    Welcome and Introduction

    Dean Murphy, Global Events Director, Neudata Events

  • 11:05am EDT 3:05pm GMT
    Systematic Interpretation of Central Bank Communication

    Andres Jaime, Global Macro Quantitative Strategist & Head of FXEM Volatility Strategy, Morgan Stanley and Jasper Lin, Vice President, Morgan Stanley

  • 11:35am EDT 3:35pm GMT
    Unlocking the Value of Audio Data with Speech Analytics

    Michal Taczynski, Manager, Risk Advisory, Deloitte LLP

  • 12:00pm EDT 4:00pm GMT
    Parsed & Structured Machine Readable Filings for NLP

    Kevin Zacharuk, Manage, Product Management, Data Management Solutions,
    S&P Global Market Intelligence

  • 12:20pm EDT 4:40pm GMT
    Natural Language Processing: A birds-eye view

    Sunny Tran, Research Analyst (London), Neudata

  • 1:00pm EDT 5:00pm GMT


  • Michal Taczynski

    Deloitte LLP

    Manager, Risk Advisory

    Michal is a Data Science Manager at Deloitte Risk Advisory. Michal specialises in developing technology for communications monitoring in the banking, healthcare and insurance sectors, he is part of the Deloitte TrueVoice team: a product that uses natural language processing alongside emotion and behavioural analysis to provide customer insights from audio and chat interactions.

    Michal oversees the model management process and is responsible for MLOps activities. Prior to joining Deloitte Risk Advisory, Michal was a Forensic Technology analyst working with large amounts of unstructured text data.

  • Dean Murphy


    Commercial Director - Data Provider Products

    Dean is responsible for leading, developing and expanding Neudata’s events programme.

    Having spent the last decade creating, building and scaling conference and content businesses within the FinTech and Energy sectors, Dean has worked with some of the most recognisable global brands on B2B events of all sizes. Dean co-founded two conference companies in 2013 and exited through acquisition in early 2020.

    Dean holds a BA Hons degree in Theatre and Performance Studies from Warwick University.

  • Matt Napoli

    AWS Data Exchange

    Business Development

    Matt leads Consumer Markets Business Development for the AWS Data Exchange by helping customers more easily find and connect to new data sources. Prior to AWS, Matt managed Data Distribution for 1010data (2016-2019) and was a Business Developer for Two Sigma’s Alpha Capture Strategy (2007-2016).

  • Sunny Tran


    Analyst (London) Research

    Sunny holds an MSc in Risk and Finance from the University of Southampton. Prior to that, she graduated with a BSc in Business & Finance and a BS in Studio Art from Skidmore College, New York. At Neudata, Sunny leverages on the analytical skill sets acquired through her academic studies and previous experiences as a metadata researcher in Canada and USA. In her free time, she enjoys volunteering in local charities.

  • Kevin Zacharuk

    S&P Global Market Intelligence

    Manager, Product Management, Data Management Solutions

    Kevin Zacharuk is a Manager of Product Management within the Data Management Solutions team at S&P Global Market Intelligence. He oversees the management and development of text-based data feeds for machine readable use cases. He is responsible for the growth of our existing textual data feeds as well as uncovering new opportunities to serve quantitative analysts, data scientists, and other users leveraging Natural Language Processing (NLP) in their workflow.

    Kevin began his career at S&P Global in 2014 working out of our New York City office. He has held a variety of roles, most recently working on the development of data products and tools for the Private Equity industry. He is based out of Toronto, Canada.

    Kevin holds an HBA from the Ivey School of Business.

  • Jasper Lin

    Morgan Stanley

    Vice President

    Jasper Lin is a Sector Quant in Alphawise at Morgan Stanley Research. He is responsible for building models and analytics that combines fundamental perspective with quantitative insights from alternative data as well as traditional datasets. Prior to his current role. Jasper was a desk quant at Morgan Stanley Fixed Income Sales and Trading where he worked 3 years for the municipal securities desk and 2 years for the securitized product desk. He holds a PhD in physics from Columbia University and a BS from Peking University.

  • Andres Jaime

    Morgan Stanley

    Global Macro Quantitative Strategist & Head of FXEM Volatility Strategy

    Andrés Jaime is the Global Macro Quant Strategist and Head of FXEM Volatility Strategy, based in New York. His main responsibility is to assess macro trends by relying heavily on a systematic and quantitative approach. In addition, he leads the Global Macro team’s views on FX volatility markets, including both EM and G10. Previously, he led the LatAm Macro Strategy team for over four years, and was ranked 1st place by Institutional Investor in LatAm FX and rates strategy for 2020, the last year he led the team.

    Andrés joined Morgan Stanley in 2017 from Barclays, where he focused on G10 and LatAm local markets research. Prior to that, he worked for Bank of Mexico (Banxico), where he held several managerial positions in strategic and tactical asset allocation, and FX and commodities trading.

    He is a regular contributor to the Reforma newspaper in Mexico and has lectured in finance and econometrics in graduate and undergraduate courses at ITAM.

    Andrés holds an M.A. in mathematics of finance from Columbia University in New York, a Graduate Certificate in Machine Learning from Cornell University, and a B.A. in economics from ITAM University in Mexico City.


Accredited by

  • Machine Learning
  • Language
  • Innovation
  • Algorithms
  • Text Classification
  • Keyword Extraction
  • Translation