Oepfel­baum & Friends - October 2025

At Oepfelbaum & Friends, we foster meaningful exchange with our clients on the ideas and innovations shaping the future of finance and technology. Our October event, hosted in collaboration with Horizon Trading Solutions, centered on transformation. The world of structured products and derivatives is evolving at a rapid speed - calling for constant innovation in trading and risk management.

After a warm welcome from Oepfelbaum CEO Pren Pervorfi, Guillaume Poitevin, Managing Partner at Horizon Trading Solutions, shared insights into how innovation cycles in structured products are accelerating. A key driver behind this shift: the move towards near-continuous trading. What used to take place five days a week during market hours is now expanding towards 24/7 operations - a true paradigm shift requiring both technological and organizational agility. Together with Alexandre Chriqui, Head of Customer Solutions Delivery at Horizon, Poitevin illustrated this transformation through two case studies: one on AMC market making and another on an ETF execution platform. Both showcased how integrated workflows, modular architectures, and smart system design can help strike a new balance between speed and stability in today’s trading environment.

In the second part, Sandro Baumgartner and Clemens Jeger from Oepfelbaum presented our internal research project, which uses proprietary machine learning models for the rapid valuation of autocallable BRCs. Their presentation offered a hands-on look at how traditional machine learning techniques can be combined with pricing expertise to tackle the valuation of complex products. They also demonstrated how modern ML approaches can significantly accelerate valuation processes - opening up new possibilities for real-time risk management.

A big thank you to Horizon Trading Solutions for the inspiring collaboration, and to our guests and colleagues for the valuable exchange in a pleasant setting over a delicious apéro riche.

We’re already looking forward to the next Oepfelbaum & Friends event!

Clemens Jeger
System Engineer Front Arena / Projektleiter / Value Stream Lead