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.

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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.

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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.

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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.

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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.

In 2019 Quant Summit USA

brought 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
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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 

 

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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.

Convene 101 Greenwich

Convene

101 Greenwich St

New York, NY 10006

Venue information

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