Quant Summit USA
The annual Quant Summit USA returns to New York on July 17-18, 2019 with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas.
Showcasing the latest quantitative research in risk management, portfolio construction and trading
100+
Senior level attendees
34
Networking hours
4
Full days of content
50%
Director level and above
Keynote Speakers
Dario Villani
Chief Executive Officer
DUALITY GROUP
Dr. Dario Villani is CEO and Co-Founder of Duality Group. Dario has managed multi-billion dollar portfolios within credit, interest rates, and commodities. Previously, he served as Global Head of Portfolio Strategy and Risk at Tudor Investment Corporation. He shared the 2016 Risk.net Buy-Side Quant of the Year Award, and has authored research papers in finance, theoretical physics, statistics and portfolio management. Dario holds a Ph.D. in Theoretical Physics from Salerno University and a Master in Finance from Princeton University where he also taught a popular course in trading and risk management.
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.
Bruno Dupire
Head of Quantitative Research
BLOOMBERG
Bruno Dupire, Head of Quantitative Research, BLOOMBERG
Bruno Dupire is head of Quantitative Research at Bloomberg L.P., which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Societe Generale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Ito Calculus (framework for path dependent options) in 2009. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine "Hall of Fame". He is the recipient of the 2006 "Cutting edge research" award of Wilmott Magazine and of the Risk Magazine "Lifetime Achievement" award for 2008.
Alex Lipton
Co-founder, Chief Technical Officer
SILA
Alexander Lipton is Co-Founder and Chief Technical Officer of Sila, Partner at Numeraire Financial, and Connection Science Fellow at MIT. He sits on Boards of Directors of Sila, Xtreme Blockchain Labs, Zilliqa and on Advisory Boards of several organizations, including Clearmatics, Endor, Katalysen, Metaco, Porepsus Labs, Sygnum, and UCL Centre for Blockchain Technologies.
In 2016 he left Bank of America Merrill Lynch, where he served for ten years in various senior managerial roles including Quantitative Solutions Executive and Co-Head of the Global Quantitative Group. Earlier, he held senior managerial positions at Citadel Investment Group, Credit Suisse, Deutsche Bank, and Bankers Trust. In parallel, Alex held several prestigious academic appointments at École Polytechnique Fédérale de Lausanne, NYU, Oxford University, Imperial College, and the University of Illinois. Before switching to finance, Alex was a Full Professor of Mathematics at the University of Illinois and a Consultant at Los Alamos National Laboratory.
In 2000 Alex was awarded the first ever Quant of the Year Award by Risk Magazine. Alex published eight books and more than a hundred scientific papers. His most recent book “Financial Engineering - Selected Works of Alexander Lipton” was published in May of 2018.
Tucker Balch
Managing Director
J.P. MORGAN AI RESEARCH
Dr. Balch is a managing director at JPMorgan AI Research and a professor of Interactive Computing at Georgia Tech (on leave). He is interested in problems concerning multi-agent social behavior in domains ranging from financial markets to tracking and modeling the behavior of ants, honeybees and monkeys. He co-founded Lucena Research, an investment software firm that applies Machine Learning and Big Data approaches to investment problems. Balch has published 120 peer-reviewed articles. His work has been covered by the Wall Street Journal, CNN, New Scientist, Institutional Investor, and the New York Times. His graduated students work at NASA/JPL, Boston Dynamics, Goldman Sachs, Morgan Stanley, JPMorgan, Citadel, AQR, and BlackRock. Before his career in computing, Tucker was an F-15 pilot in the US Air Force.
This year's Quant Summit USA
brings together top quants to deliver their latest research on some of the most trending themes, including:
- Machine learning in financial markets
- Quant tools in portfolio optimization
- Evolution of trading
- Risk Premia, factor investing, smart beta
- Machine learning in hedging
- New research in NLP and deep learning
- Volatility and correlation
- Pricing, modeling and computational solutions
- Quant solutions to Libor transition
New for 2019
Risk.net is committed to encouraging developing new talent and increasing gender diversity in quantitative finance. In 2019 we are running two breakfast briefings focusing on:
- Women in quant finance
- New talent in quantitative finance
Curated by the experts
Backing of 16 Advisory Board members from leading financial firms including Citi, Bank of America Merril Lynch, Barclays, Bloomberg, Standard Chartered Bank, Alliancebernstein, and Goldman Sachs, alongside our editorial team.
Learning Partners
Risk.net is a news and analysis website covering the financial industry, with a particular focus on regulation, derivatives, risk management asset management and commodities.
Risk Books is a world leader in specialist books on Risk Management and the Financial Markets for over 25 years, proud to be a niche publisher that has quality as its top priority.
Our mission is to produce books that truly add value by delivering the very best information on our specialist subjects.
Risk Books covers an extensive range of technical subjects for Academics, Practitioners, Investors and Corporate Users, for experts and scholars alike, ranging from derivatives, hedge funds, quant analysis, credit, regulatory issues and operational risk to the energy, insurance and currency markets.
All Risk Books are written and edited by leading Professionals and Academics of the highest calibre, whom establishing relationships with, producing books that make a genuine difference has been and will be the enduring goal over the years. See it for yourself, take some time to browse the titles for a range of texts guaranteed to inspire at any level of your career in this fascinating industry.
If you would like to find out more about Risk Books please let us know. [email protected]
Risk Journals deliver academically rigorous research to help industry and academic professionals accurately calculate and reduce financial risks. With nine peer-reviewed journals, published quarterly or bimonthly, Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Risk Journals enables subscribers to:
• Effectively manage financial risk by having increased awareness of what is affecting market policies
and regulations
• Improve performance by quantifying risk accurately
• Make informed decisions by keeping up-to-date with newly defined procedures and principles
• Understand the effects of financial risk on credit and trade to business
• Save time spent searching for research
Risk Training is a leading professional training provider specialising in finance, risk management, regulation and derivatives. With public training courses across North America, Asia and Europe, and in-house services offered in any location, our events provide a variety of industry perspectives and best practice approaches to meet the challenges your business faces in the current regulatory landscape.
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Sponsor
Beacon Platform, Inc. is a global financial technology company that helps quantitative developer teams collaborate and scale. Beacon is the only vendor solution for a cloud-based, end-to-end development and production platform, which can meet the stringent security requirements of leading financial institutions. With Beacon’s open architecture, transparent source code, and automated infrastructure solutions, clients can build in-house functionality on a platform that has been proven at some of the largest financial institutions in the world. Beacon was founded in 2014 by the senior technologists who worked with SecDB at Goldman Sachs and created Athena at JP Morgan and Quartz at Bank of America Merrill Lynch. Beacon has over 70 employees with offices in the United States, UK, Germany, and Japan and serves clients across the spectrum of financial services - banks, insurance companies, asset managers and trading desks.
www.beacon.io
[email protected]
Numerix is the leading provider of innovative capital markets technology solutions and real-time intelligence capabilities for trading and risk management. Committed to out-of-the box thinking, the exploration and adoption of latest technologies, Numerix is dedicated to driving a more open, fintech oriented, digital financial services market. Built upon a 20+ year analytical foundation of deep practical knowledge, experience and IT understanding, Numerix is uniquely positioned in the financial services ecosystem to help its users reimagine operations, modernize business processes and capture profitability. For more information, please visit www.numerix.com
We Are Building the Adaptable, Intelligent World:
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Prenax manages global information procurement for banks, asset managers, governments and academic institutions. We source content providers; manage T&C’s and renewals; consolidate invoices and reconcile spends to client P/L codes. Prenax also aids in IP and user compliance and control for print, online and API direct subscriptions.
The IAQF is a 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, 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 principal mission of the SQA is to encourage the dissemination and discussion of leading-edge ideas and innovations related to the work of the quantitatively-oriented investment professional, including analytical techniques and technologies for investment research and management.
