Speakers

Advisory Board

Luca Capriotti

Managing Director, Quantitative Strategies, CREDIT SUISSE

Alexander Lipton

Connection Science Fellow, MIT Connection Science, Media Lab, MASSACHUSETTS INSTITUTE OF TECHNOLOGY and...

Massimo Morini

‎Head of Interest Rate and Credit Models, BANCA IMI

Riccardo Rebonato

Professor of Finance, EDHEC BUSINESS SCHOOL


Workshop Speakers

Rita Gnutti

Head of Market and Counterparty Risk Internal Models, INTESASANPAOLO

Fabio Lania

Market Risk Senior Quant, INTESASANPAOLO

Alexander Sokol

Head of Quant Research, CompatibL

Lindsey Matthews

Head of Product & Risk, UBS DELTA


Speakers

Ferdinando Maria Ametrano

Bitcoin and Blockchain Technology, POLITECNICO DI MILANO, MILANO BICOCCA UNIVERSITY

Charlie Anderson

Practice Leader, Model Risk Practice, PROTIVITI

Fabrizio Anfuso

Head of Collateralized Exposure Modelling, CREDIT SUISSE

Manoj Bhaskar

Head of Global Risk Analytics, HSBC

Luca Capriotti

Managing Director - Head QS Global Credit Products EMEA, CREDIT SUISSE

Andrey Chirikhin

Head of Modelling and Quantitative Analytics, LETTERONE

Rama Cont

Professor of Mathematics & Chair of Mathematical Finance, Department of Mathematics, IMPERIAL COLLEGE...

Serge Darolles

Professor of Finance, UNIVERSITÉ PARIS – DAUPHINE

Luc Dumontier

Head of Factor Investing, Senior Portfolio Manager LA FRANCAISE INVESTMENT SOLUTIONS

Youssef Elouerkhaoui

Managing Director - Head of Credit Derivatives, CITI

Eduardo Epperlein

Managing Director, Global Head of Risk Methodology, NOMURA INTERNATIONAL

Rita Gnutti

Head of Internal Model Market and Counterparty Risk, INTESASANPAOLO

Andrew Green

Managing Director and XVA Lead Quant, SCOTIABANK

Juliusz Jabłecki

Juliusz Jabłecki, Head of Monetary Policy Analysis Team, Economic Institute, NARODOWY BANK POLSKI (CENTRAL...

David Jessop

Managing Director, Global Head of Equities Quantitative Research, UBS

Mats Kjaer

Head of Quant XVA Analytics, BLOOMBERG

Altaf Kassam

Managing Director, Head of Strategy and Research, EMEA Investment Solutions Group, STATE STREET GLOBAL...

Chris Kenyon

Director, CVA / FVA Quantitative Research, LLOYDS BANKING GROUP

Alexei Kondratyev

Managing Director, Head of ECLIPSE Analytics, STANDARD CHARTERED

Gordon Lee

Executive Director, Portfolio Quantitative Analytics, UBS

Emilio Llorente-Cano

Head of Systematic Asset Solutions, ABERDEEN ASSET MANAGEMENT

Maurizio Luisi

Senior Investment Manager, UNIGESTION

Jose Luu

Head of IT Derivatives Pricing & Blockchain Technology, NATIXIS

Dariush Mirfendereski

Managing Director, Global Head of Inflation, HSBC BANK

Mostafa Mostafavi

Vice President, Risk and Quantitative Analysis, CREDIT SUISSE

Santhanam Nagarajan

TUDOR INVESTMENT CORPORATION (Risk.net 2016 Buy-side quants of the year)

Eyal Neuman

Research Fellow, Quantitative Finance, IMPERIAL COLLEGE LONDON

Slava Obraztsov

Managing Director, Global Head of Model Validation, NOMURA

Todd Pleune

Managing Director, Model Risk Practice, PROTIVITI

Riccardo Rebonato

Professor of Finance, EDHEC BUSINESS SCHOOL

Mathieu Rosenbaum

Professor, UNIVERSITÉ PIERRE ET MARIE CURIE & ÉCOLE POLYTECHNIQUE, PARIS

Anant Saxena

Head of Stress Testing Methodology, CREDIT SUISSE

Louis Scott

Founder, KIEMA ADVISORS

Rajiv Sesodia

Managing Director, Global Head of Quantitative Model Risk, STANDARD CHARTERED BANK

Eric Schaanning

Senior Advisor, NORGES BANK

Alexander Sokol

Head of Quant Research, CompatibL

Igor Stojkovic

Lead Modelling Team, Data Innovation & Analytics, ABN AMRO

Yuhua Yu

Principal, DIJUN CAPITAL

Martin Walker

Director for Banking & Finance, CENTER FOR EVIDENCE-BASED MANAGEMENT


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