(Registration Required) HKML S8E6 - Meetup @ LSEG

***ATTENTION***
We are delighted to announce that our next meetup will be in cooperation with LSEG.
Special thanks to our sponsor, LSEG, for making this event happen.
----------------------------------------------------------------------
You must register in the google form to get the final invitation.
Register here
----------------------------------------------------------------------

Speaker 1: Eddie Chan

Topic: Wavelength; Streamlined Business Requirement Gathering
Summary: Wavelength is an intuitive, real-time collaboration platform designed to accelerate and simplify business requirement gathering. It bridges stakeholders and technical teams to align on project scopes, capture user stories, and map requirements seamlessly in a single, unified workspace.

Bio: He head of Software Engineering with a distinguished 25+ year track record driving engineering excellence and large-scale technical architecture across premier global financial institutions and fintechs, including WeLab Bank, VDX, HSBC, and Goldman Sachs. Proven leader specializing in high-performance computing, enterprise distributed systems, and modern AI/cloud workflows. Blends deep foundational expertise in core backend technologies (Java, Go, C/C++) with active, hands-on exploration of cutting-edge AI agent workflows, autonomous software development, and systems engineering.

-----------------------------------------------------------------

Speaker 2: Kevin Couton

Topic: Trusted Intelligence, Where Decisions Happen, How MCP turns financial data into client-side action
Summary: Financial services has no shortage of data, models or interfaces. The next opportunity is to bring trusted intelligence closer to the decision itself. This session explores how MCP can connect client-side AI workflows with governed financial data and specialist analytics, reducing manual handoffs while preserving provenance, entitlements, assumptions and validation.

Bio: He is Head of Eng at Premialab, where he leads the company’s technology and AI strategy with a hands-on focus on cloud-native architecture, data platforms and agentic systems. His current work includes MCP-based integration, secure tool orchestration, and the design of governed AI workflows connecting models with enterprise data and specialist services. He is particularly interested in the engineering patterns—that make these systems reliable in production.

----------------------------------------------------------------------

Speaker 3: Adrian Teng

Topic: Agentic AI, A Quant's Practitioner Guide
Summary: LLM agents can write back tests, review code and watch production systems. In quantitative finance, though, an output that is plausible but wrong is the expensive kind of failure. This talk shares lessons from running about 17 agents, across two model vendors, for research and operations at a small futures fund. The central idea: every agent left inside a process is a non-deterministic step you pay for on every run. Agents earn their keep by building the asserts, gates, monitors and backups that then run without them. Expect concrete failures and numbers, not demos: lost messages, retry storms, checks that silently never ran, review that only looks independent, and restoring a whole fleet in under an hour.

Bio: Quantitative Researcher in a systematic CTA, with backgrounds in Tech Consultancy, Trading system development, and software engineering

----------------------------------------------------------------------
Time:
Wednesday, November 25th, 2026, 6:00 PM to 8:30 PM HKT

NOTE: This meetup is exclusive and the final list of attendees is at the discretion of the host. You will receive an invitation via email before the meetup date with the detailed address.