Attending will enable you to:


  • Discuss the future of the quant profession and the merging of the front office and risk management roles
  • Examine the modelling challenges of XVAs and how to obtain approval from multiple desks
  • Understand how to implement derivatives pricing in the new regulatory framework
  • Gain a new perspective on the continuous adjoint method for computing risk sensitivities
  • Learn about the implications of pricing with negative or close to 0 rates
  • Join the debate on how to quantify model risk and the importance of model validation and governance
  • Comprehend the different capital requirements for capital adequacy and how recent regulatory proposals will change the way banks operate
  • Get the latest update on algorithm and electronic trading in FX and equities
  • Learn how to implement artificial intelligence in quantitative finance

Additional Information / Telephone bookings

For more information about the conference or our separately bookable pre-conference workshops please contact:

Dean Cousins
[email protected]
Tel: +44 (0)207 316 9252

Click here to book online via our secure registration page


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