Quant Summit USA
The 16th annual Quant Summit USA returns to New York on July 9-12 with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas.
The 16th annual Quant Summit USA returns to New York on July 9-12 with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas.
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"Embracing innovation in quantitative risk management, modelling, investing and trading"
The quant playing field has been gradually changing over the years, and now we can see where many quants have shifted their focus. One of the big trends is the proliferation of machine learning in finance and its application in trading, asset allocation, stock selection, portfolio optimisation, risk management and compliance - to name just a few areas. We have also seen the buy-side adopting a more systematic approach to money management creating a fertile ground.
"Showcasing the latest quantitative research in risk management, portfolio construction and trading"
Despite these emerging trends, quantitative solution to regulatory challenges remain an important area in quant finance, thus XVA, the standard initial margin model, Fundamental Review of the Trading Book, stress-testing, remain an important part of Quant Summit USA. We have also observed interesting developments in price modelling and computational techniques which we will showcase at the event this year.
Key themes this year include:
- Portfolio optimization techniques
- Machine learning in financial markets
- Quantitative buy-side research
- Quantum computing applications in finance
- Quant tools in portfolio construction
- Innovation in modelling
- Algorithmic trading
- Computational solutions
- Risk Premia, Factor investing, Smart Beta
- Regulatory topics, including, valuation adjustments, FRTB, Initial Margin and more
- New research areas for quants
Sponsor
Protiviti is a global consulting firm that helps companies solve problems in finance, technology, operation, governance, risk and internal audit, and has served more than 60 percent of Fortune 1000® and 35 percent of Fortune Global 500® companies. Our Model Risk Management practice provides experienced quantitative analysts to develop and validate a variety of models, and our holistic process helps control risk, prevent losses and enhances key stakeholders’ understanding of model risk. We can develop customized quantitative models, refine and calibrate existing models, and design stress testing and scenario analysis programs to supplement existing analytics. Areas of expertise include: Model Risk Governance Assessment, Model Development, Model Validation, Model Audit Support, Stress Testing, IFRS9/CECL, Initial Margin Model, and Market Risk/FRTB.