Quant Summit Europe 2017
13-16 March 2017
Industry focused forum showcasing the latest research in risk management, portfolio construction and trading
Quant Summit Europe is returning to London in March with a new agenda, showcasing the latest techniques and tools in quantitative risk management, portfolio construction and trading in banks and buy-side communities.
We will continue unravelling some of the most challenging regulatory requirements and review solutions proposed by the industry practitioners and academics. We will also showcase new revenue generating strategies and portfolio construction techniques giving you a robust overview of the latest developments in the quantitative investing. New technologies, such as blockchain and machine learning, are bound to transform capital markets; at the Quant Summit Europe, we will aim to shed some light on these cutting-edge technologies and how they can be applied in banks and buy-side firms.
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)
...and many more
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.
Advisory board 2017
Riccardo RebonatoProfessor of Finance, EDHEC BUSINESS SCHOOL
Massimo MoriniHead of Interest Rate and Credit Models, BANCA IMI
Alexander LiptonConnection Science Fellow, MIT Connection Science, Media Lab, MASSACHUSETTS INSTITUTE OF TECHNOLOGY and Adjunct Professor of Mathematics, Courant Institute, NEW YORK UNIVERSITY
Mauro CesaQuant Finance Editor, RISK.NET
Be part of it: Join the conversation
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.
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.