Quant Summit USA
Thank you to all those who joined us at Risk.net's 14th annual Quant Summit USA - the flagship event for quantitative finance professionals at banks, buy-side firms and academia.
Practitioners and academics shared their cutting-edge research and innovative solutions for dealing with the latest regulatory challenges, portfolio optimization, and risk management. Topics covered included interest rate and volatility modeling, valuation adjustments, IFRS 9, counterparty credit risk, stress-testing, DFAST/CCAR, FRTB, alpha generation and much more...
Quant Summit USA 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.
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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