Quant Summit USA

Quant Summit USA is gathering top quants from around the world showcasing the latest quantitative research in risk management, portfolio construction and trading, all accessible online across a week of virtual sessions

The premier industry event hosted by Risk.net where leaders of quantitative finance grow their knowledge of cutting-edge solutions

Quant Summit USA gives you the chance to connect with your peers as part of an unrivalled community. With an agenda steered by the Risk.net editorial team and our global advisory board, you’ll gain actionable insights into key topics, from cutting-edge advances in quantitative finance to quant ESG strategies to modeling energy curves for XVA. Taking place in New York in October 2023, the long-awaited reunion will facilitate learning and networking with a focus on innovation and problem solving. Ensuring you leave with a better understand of cutting-edge advances in quantitative finance, and ultimately improve your team's performance.

Quant Summit USA is FREE to attend for risk and investing professionals from buy-side organisations, banks, regulators and non-financial corporates. To make sure you're there in 2023, register your interest in attending.

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Kristen Walters

Chief risk officer

Canada Pension Plan Investment Board

Kristen has 25+ years of experience in risk management and analytics at large buy- and sell-side firms.  Currently serving as CRO for The Canada Pension Plan Investment Board.  Kristen also served as CRO of Natixis Investment Managers from 2020-2022.

Prior to Natixis, she was the Chief Operating Officer of BlackRock's Risk and Quantitative Analysis (RQA) Group from 2012-2020. Kristen reported to the firm's Chief Risk Officer (CRO) and is a member of RQA's EXCO. Her responsibilities included ensuring RQA effectively manages market, counterparty credit, liquidity and operational risk on behalf of BlackRock and fiduciary clients.  She was also responsible for RQA’s strategic technology, analytics and reporting initiatives partnering with BlackRock’s financial modeling and application development teams.  Kristen has been a member of the Commodities Futures Trading Commission’s (CFTC) Market Risk Advisory Committee since 2014 and worked closely with BlackRock’s Vice Chairman / Head of Government Relations on risk-related regulatory issues. 
Kristen previously worked for BlackRock’s CRO when he was co-heading BlackRock Solutions and focused on developing analytics for fixed income bonds and derivatives as well as portfolio risk analytics, such as VaR and stress testing.  She also worked with BlackRock’s Institutional Client Business and Sovereign Wealth clients on risk measurement for AUM managed by BlackRock. 
Kristen has also held senior positions in risk management at Goldman Sachs, PIMCO and Barclays Capital. Many of her risk roles have also involved addressing regulatory issues pertaining to risk management, including managing the Federal Reserve's initial stress testing exercise for Goldman Sachs during 2009. She has also done significant work developing analytics for market, credit and liquidity risk across cash and derivatives markets. 
Kristen started her career in Supervision and Regulation at the Federal Reserve Bank of Boston and holds a MBA from Babson College and an undergraduate degree in accounting from the University of Massachusetts at Amherst.

Jonathan Hummel

Chief risk officer, Americas

Deutsche Bank

Jonathan Hummel is the Chief Risk Officer (CRO) of the Americas for Deutsche Bank which includes oversight for Credit, Market, Non-Financial, Model and Liquidity Risk.  He is a member of the Group CRO Executive Council as well as the Americas Regional Executive Council and serves as the Chair of the U.S. Management Risk Council, Americas Reputational Risk Committee, U.S. Liquidity Risk Council and Risk Data Governance Steering Forum.  He is also the regional sponsor of the Diversity and Inclusion (D&I) strategy for Risk Americas to promote an inclusive organization.

Jonathan joined Deutsche Bank in 2004.  He has held various senior roles in Credit Risk Management including global oversight of Financial Institution and Hedge Fund Portfolios.  Additionally, he has held cross risk roles including Global Head of Risk for FX, Rates and Institutional Clients Group overseeing Market, Credit, Liquidity and Non-Financial Risk.  Prior to working at Deutsche Bank, Jonathan was at Goldman Sachs where he worked in Credit Risk and Legal.  

Jonathan has held leadership roles in a number of industry organizations.  He is the former Chairperson of the Capital Markets Credit Analysts Society from 2008-2011.  He is currently on the Board of Governors for the Risk Management Association (RMA) of New York.  He has been a speaker on a number of industry panels and a guest lecturer at the London School of Economics and Fordham University. 

Jonathan attended Dartmouth College where he graduated with honors.

Ramakrishnan Chirayathumadom

Chief model risk officer

Goldman Sachs

Rama Chirayathumadom is Chief Model Risk Officer of GS Bank and global head of model validation for consumer, credit risk and compliance models at Goldman Sachs. Over the last five years as Chief Model Risk Officer of GS Bank, Rama has overseen the model risk management of the bank’s retail expansion through notable product launches including Marcus loans and Apple Card.

Over his 16-year career at the firm, Rama has held roles in model development and validation across Global Markets, Controllers and Risk divisions.

Rama holds an MS in Management Science and Engineering from Stanford University and a Bachelor of Technology in Electrical Engineering from the Indian Institute of Technology Madras.

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Nick Silitch

Former chief risk officer

Prudential

Nick Silitch was recently senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversaw Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team developed models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He was chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

Silitch also worked with external stakeholder groups to forward industry interests. He was head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and a member of the Advisory Council for the International Association of Credit Portfolio Managers.

Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.

Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.

Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.

He received a bachelor’s degree in economics from Colby College.

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Kris Devasabai

Editor-in-chief

Risk.net

Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

20 October 2023
2023-10-20 08:00:00 +0100

Why sponsor North America's leading quant finance event?

Network & meet

Meet and network with our audience of CROs and senior decision makers. Your team can now re-connect and build new connections in person.

Thought leadership

Raise your profile, be heard and elevate your brand through speaking and content dissemination opportunities.

Expand your reach

It is easier for delegates to hop onto a computer than travel to an event. We are seeing brand new delegates who have never attended the event before. They can become part of your network too.

Managing the Covid-19 fallout
Systematic strategies in the crisis
Quant approach to Libor transition
Machine learning for asset managers
Integrating ESG in quant strategies
Option pricing
Volatility modeling
Quant investing
Systematic global macro strategies
Quantum evolution in finance
Quant trading & execution
Neural nets in finance

Quant Summit US Content Hub

We've put all our content for Quant Summit in one easy to access place. 

This includes all Risk.net articles, special reports, webinars, event content, and podcasts. 

CONTENT HUB

Risk Library

Check out our latest whitepapers on AI/ML, data, automation, next generation risk management and more.

Risk Library