Showcasing the latest quantitative research in risk management, portfolio construction and trading

13-16 March 2017

Quant Summit Europe returns to London with an agenda showcasing the newest techniques, tools and research in quantitative finance and risk management. You'll hear the most innovative industry practitioners and influential academics speak on risk, derivatives pricing and asset management. This year will also highlight the advances in blockchain and machine learning and the application of these technologies in both sell-side and buy-side businesses.

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This year's Quant Summit Europe will bring together top quants to deliver their latest research on some of the most trending themes, including:

  • Model risk management
  • Scientific portfolio construction
  • Risk Premia, Factor investing and Smart Beta
  • Regulatory topics, including, XVAs, FRTB, Initial Margin and more
  • Systemic risk and clearing
  • Stress testing and scenario analysis
  • Data science in financial markets
  • Machine Learning
  • Blockchain applications
  • Trading strategies
  • Volatility modelling
  • Adjoint Algorithmic Differentiation (AAD)

Advisory board 2017

Quant Summit Europe is supported by Risk.net's editorial team and the esteemed Advisory Board of key industry practitioners and academics who oversee the agenda production process and help us identify practical and innovative topics to cover at the conference.

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Quant Summit Europe presents expert insights on the very latest industry developments, with an in-depth conference programme featuring a mixture of sessions and speakers.

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Why attend?

We strive to create an event built upon your changing needs within such a demanding and constantly evolving industry. 2016 and beyond is set to bring greater challenges following far-reaching changes within the banking sector.
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