Quant Summit USA
July 10-13, New York
15th annual Quant Summit USA returns to New York with an agenda showcasing the newest techniques, tools and research in quantitative finance.
At the conference this year, you will hear from the industry's most influential quants proposing their solutions to current challenges in financial markets. Technology and regulation have been the main drivers of changes in quantitative finance and have required industry practitioners to significantly shift their focus.
This year's Quant Summit USA will bring together top quants to deliver their latest research on some of the most trending themes, including:
- Volatility modelling
- Quant tools in portfolio construction
- Risk Premia, Factor investing, Smart Beta and ETFs
- Regulatory topics, including valuation adjustments, FRTB, Initial Margin and more
- Liquidity risk
- Model risk management
- Machine Learning in financial markets
- Algorithmic Trading strategies
- New trends in quant finance
NEW SPEAKERS FOR 2016 INCLUDED:
Gordon LiuHead of Global Risk Analytics, HSBC NORTH AMERICA
J.D. OpdykeHead of Operational Risk Modeling, GE CAPITAL
Agus SudjiantoManaging Director, Executive Vice President, Head of Corporate Model Risk, WELLS FARGO
Craig WotherspoonModel Risk Officer, BANK OF AMERICA
Jimmy YangManaging Director, Credit & Operational Risk Analytics, BMO FINANCIAL GROUP
Reasons to attend:
- Examine how regulatory scrutiny changes the role of quantitative risk manager.
- Hear from top quantitative portfolio managers sharing insights on alpha generation, beta strategies and portfolio optimization.
- Sharpen your skills in full-day, tutor-led workshops on two crucial topics - The US regulatory stress-testing and Counterparty risk optimization.
- Get timely updates on interest rate and volatility modelling, counterparty credit risk, stess-testing, DFAST/CCAR, FRTB and much more.
- Investment Banks
- Commercial Banks
- Hedge Funds
- Asset Management Companies
- Insurance Companies
- Pension Funds
- Energy Companies
- Derivatives and Risk Management Software
- Technology and Data Vendors
- Financial Consultants
- Clearing Houses
- Academic institutions and Universities
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