Quant Summit Asia

Quant Summit Asia will bring together top quants to deliver their latest research and insights on the latest in quantitative finance, covering themes such as machine learning, portfolio construction, and modelling.

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QuantSummitAsiaLogo_White-v3
December 3, 2019 | Marina Mandarin Singapore

Book now  Why sponsor  Call for papers

Asia Risk presents Quant Summit Asia

Quant Summit Asia will bring together top quants to deliver their latest research and insights in quantitative finance. Key themes include:

  • Machine Learning in pricing, risk management, and more
  • Portfolio Construction
  • Initial Margin / MVA / CVA
  • Smart Beta / Factor Investing
  • LIBOR reform
  • Model risk, quantum computing
  • Volatility modelling and products
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Quant Summit Asia is the only quant-focused event in Singapore

The quant summit series is backed by an editorial-driven agenda, and have been a great success in Europe and USA.

Speakers have included quant leaders from companies like Goldman Sachs, Bloomberg, Barclays and more.

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George Hong

Head of Asia-Pacific Quantitative Strategies and Global Product Head for Equities Modelling

Credit Suisse

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Michael Steliaros

Global Head of Quantitative Execution Services

Goldman Sachs

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Romanos Piperakis

Head of Quantitative Execution Services, Asia Pacific

Goldman Sachs

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Rodney Hoskinson

Director, Quant Analyst, Strategic Trading and Funding

ANZ Global Markets

Rodney Hoskinson is a frequent speaker at international quantitative finance conferences and a Director in the front office quantitative team for the ANZ Banking Group’s Global Markets business. In this role based in Singapore, he is responsible for XVA development and support for the Group's in-house Sky trading and risk platform. Before joining ANZ he was manager, KVA desk quantitative analysis in Fixed Income, Currencies and Commodities at National Australia Bank in Sydney. Previously he was a Director at PwC Australia focussed on financial services consulting and audit support in market risk and economic capital. He holds a PhD in Finance from EDHEC Business School.

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Alex Cohen

Head of APAC Equity Derivatives Quantitative Analytics

UBS

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Mauro Cesa

Quantitative Finance Editor

RISK.NET

Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
 
Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.

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Puneet Singh

Head of APAC Quant

Societe Generale Corporate and Investment Banking

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Ben Dunn

Chief Investment Officer, Quantitative Strategies

EASTSPRING INVESTMENTS

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Alexandre Antonov

chief analyst

Danske Bank

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Peter Carr

chair of the finance and risk engineering department

NYU Tandon School of Engineering

Professor Peter Carr is the Chair of the Finance and Risk Engineering Department at NYU's Tandon School He has headed various quant groups in the nancial industry for the last twenty years. He also presently serves as a trustee for the National Museum of Mathematics and WorldQuant University. Prior to joining the nancial industry, Dr. Carr was a finance professor for 8 years at Cornell University, after obtaining his PhD from UCLA in 1989. He has over 85 publications in academic and industry-
oriented journals and serves as an associate editor for 8 journals related to mathematical nance. He was selected as Quant of the Year by Risk Magazine in 2003 and Financial Engineer of the Year by IAQF/Sungard in 2010. From 2011 to 2014, Dr. Carr was included in Institutional Investor's Tech 50, an annual listing of the 50 most inuential people in financial technology.

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Mauro Cesa

quantitative finance editor

Risk.net

Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.

Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.

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Andrew Chin

CRO and head of quantitative research

AllianceBernstein

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Youssef Elouerkhaoui

managing director, global head of credit and commodities quantitative analysis

Citi

Youssef Elouerkhaoui is a Managing Director and the Global Head of Credit and Commodities Quantitative Analysis at Citi. His group supports all modelling and product development activities across businesses. He is also in charge of CVA, Funding and Regulatory Capital for his businesses. Prior to this, he was a Director in the Fixed Income Derivatives Quantitative Research Group at UBS, where he was in charge of model development for the Structured Credit Desk. Before joining UBS, Youssef was a Quantitative Research Analyst at Credit Lyonnais supporting Interest Rates Exotics. He is a graduate of Ecole Centrale Paris and he holds a PhD in Mathematics from Paris-Dauphine University.

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Daniel Giamouridis

global head of scientific implementation

Bank of America Merrill Lynch

Daniel Giamouridis, PhD, is the Global Head of Scientific Implementation (Scientific Implementation Group, SIG), Global Portfolio Products at Bank of America Merrill Lynch in London. He heads a Team of primarily PhD-trained scientists.

Daniel joined Bank of America Merrill Lynch in January 2016, in Global Portfolio Products in EMEA. He was instrumental in conceptualizing and launching the SIG, and Headed EMEA SIG until August 2017, when he assumed the role of Global Head. Prior to joining Bank of America Merrill Lynch Daniel was an Associate Professor of Finance at the Athens University of Economics and Business and had worked closely for over 10 years with institutional investors, investments banks and asset management organizations in Europe and in the United States in areas covering quantitative equity research, hedge fund replication, pension asset management, and derivatives valuation. His research has appeared in academic and practitioner journals like the Journal of Banking and Finance, European Financial Management, Journal of Financial Research, Journal of Asset Management, Journal of Futures Markets, Journal of Risk, Journal of Derivatives, Journal of Alternative Investments, Journal of Portfolio Management.  Daniel’s research has also received grants from professional organizations such as Amundi and the Institute for Quantitative Investment Research (INQUIRE UK) as well as from academic institutions such as CAREFIN-Bocconi and AUEB.

Daniel holds a PhD in Finance from Cass Business School and a MEng in Mechanical Engineering from NTUA. He is currently affiliated as a Visiting/Associate member of staff with Cass Business School (City University), Lancaster University Management School (Lancaster University) and EDHEC-Risk Institute (EDHEC Business School).  Daniel is a member of the Governing Board of the Institute for Quantitative Investment Research (INQUIRE) UK and also a Co-Editor of the Financial Analysts Journal, the Journal of the CFA Institute.

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Alexei Kondratyev

managing director, global head of data analytics, CCIB

Standard Chartered Bank

In his role as Managing Director and Head of Data Analytics, Electronic Market Solutions at Standard Chartered Bank, Alexei is responsible for providing data analytics services to Financial Markets sales and trading.

He joined Standard Chartered Bank in 2010 from Barclays Capital where he managed a model development team within Credit Risk Analytics. Prior to joining Barclays Capital in 2004, he was a senior quantitative analyst at Dresdner Bank in Frankfurt.

Alexei holds MSc in Theoretical Nuclear Physics from the University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine.

He was the recipient of the 2019 Quant of the Year award from Risk magazine.

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Antonia Lim

head of quantamental investments

Schroders

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Gordon Ritter

professor

NYU Courant & Tandon, Baruch College & Rutgers University

Gordon Ritter is a Professor at NYU Courant and Tandon, Baruch College, and Rutgers, and an elite buy-side quantitative trader / portfolio manager (selected as Buy-Side Quant of the Year, 2019). His scholarly research papers have 10,000+ downloads; he is an expert in statistical machine learning and its applications in finance. Most recently Gordon founded his own quantitative trading firm; before that he was a senior portfolio manager at GSA Capital where he designed, built, and managed statistical arbitrage strategies in multiple geographies and asset classes, and directed research in GSA's New York office. (GSA won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times, with numerous other awards.) Prior to GSA, Gordon was a Vice President of Highbridge Capital and a core member of the firm's statistical arbitrage group. Gordon is frequently an invited speaker and typically speaks at 20+ conferences per year. Prior to entering the hedge fund industry in 2007, Gordon completed his PhD in mathematical physics at Harvard University, where he worked with Arthur Jaffe and published papers in international journals across the fields of quantum computation, quantum field theory, and abstract algebra. He earned his Bachelor's degree with honours in Mathematics from the University of Chicago.

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Michael Steliaros

global head of quantitative execution services

Goldman Sachs

Michael is the global head of Quantitative Execution Services at Goldman Sachs. He is responsible for the research, development and implementation of quantitative processes for portfolio and electronic trading, as well as the management of the firm's relationships with the quantitative client-base across regions. Michael manages a variety of teams globally, spanning algorithmic research, portfolio quants, client solutions, analytics and quantitative content generation. He joined the firm as a managing director in 2017.

Prior to this, Michael spent eight years at Bank of America Merrill Lynch in a variety of senior roles in London and New York, including the centralisation of risk for the bank’s equities flow, quantitative liquidity management processes and in the last few years running the global agency portfolio trading and quantitative equity businesses. Earlier in his career, he spent more than a decade on the buy-side (most notably BGI and Winton) building quant stock-selection models and managing global market neutral equity portfolios. Before that, Michael was a Financial Econometrics lecturer at City University (CASS) Business School in London. He has a wide range of academic, peer-reviewed and practitioner journal and book publications on a host of finance topics, as well as numerous presentations in global quant and industry conferences.

Michael received a bachelor's degree in Economics & Econometrics from the University of Nottingham, a master's degree in Finance and a PhD in Behavioural Finance from City University (CASS) Business School in London.

Roel Oomen

managing director, electronic FX spot trading

Deutsche Bank

Roel is Managing Director, electronic FX spot trading at Deutsche Bank. He started his industry career as a quant in cash equity algo trading in 2006. Prior to that he was in academics, most recently as a tenured associate professor of finance at the Warwick Business School. Roel holds a PhD in econometrics, is a senior research fellow at the London School of Economics, and has published widely on the econometric analysis of high frequency data.

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Sandrine Ungari

deputy head of the global quantitative research

Societe Generale

Sandrine Ungari is currently Head of Cross-Asset Quantitative Research team and Deputy Head of the Global Quantitative Research team at Société Générale. The Quantitative Research team is active in risk premia strategies, derivatives and structured products, portfolio risk modelling, and provides research to investors worldwide. The group has been recognised as a market leader in quantitative research, and was ranked #1 in the Extel survey in the Quantitative Strategies category. Sandrine joined Société Générale in 2006. Prior to that, she worked as a quantitative analyst at HBOS Treasury and at Reech Sungard in London. She is a graduate of ENSTA (Paris) and hold a Master's in Quantitative Finance from Paris VI University. She is a guest lecturer at University Paris Diderot.

Company profile

The International Association for Quantitative Finance (IAQF) is the not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field. Founded in 1992 as the International Association of Financial Engineers (IAFE), the IAQF is composed of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting and law firms, and universities across the globe. The IAQF´s programs - from our area-specific committees to our monthly panel discussions to the Financial Engineer of the Year Award - are designed to provide our membership with uniquely valuable activities to enhance their work in the field and opportunities to network and socialize with their colleagues.

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Call for papers

Risk.net welcomes participants to submit technical articles to be presented at the 2019 Quant Summit Asia. The final date for submissions is October 3rd.

To submit your paper or if you have any questions, please e-mail [email protected]

SUBMIT PAPER

Companies that have attended the Quant Summit series

Quant Summit Asia - PD Companies_v3

Marina Mandarin Singapore

6 Raffles Boulevard

Marina Square

Singapore 039594

Tel: +65 6845 1000

Website

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