Quant Summit Europe, the leading financial quantitative conference, will return to London to cover the latest strategies and most pressing issues faced in derivatives, modelling, pricing, quantitative trading, hedging and risk management.
As the new regulatory framework continues to evolve, today’s quantitative practitioners are facing a new range of complicated computational challenges as they work hard to achieve their end goal-profitability. With ever-increasing regulatory requirements being implemented, industry professionals are looking at the best practices in dealing with the growing list of XVA and derivatives pricing adjustments, risk management models and portfolio management.
For the last 10 years, Quant Summit Europe, has gathered the top industry practitioners and academics and provided an ideal meeting place for the quantitative finance community to present new research. This year’s conference will cover traditional but on-going quant topics such as valuation adjustments, focusing on KVA and MVA; derivatives pricing and volatility; counterparty and market risk; and trading portfolio management. This year’s agenda will also present pioneering research and will delve deep into controversial topics such as artificial intelligence in quantitative finance and the use of bitcoin and crypto currency.
Some of the speakers already confirmed include:
Michael Pykhtin, Manager – Quantitative Risk, FEDERAL RESERVE BOARD
Riccardo Rebonato, Global Head Research Rates & FX, PIMCO
Youssef Elouerkhaoui, Managing Director – Head of Credit Derivatives, CITI
Vis Nayar, Deputy CIO – Equities, HSBC GLOBAL ASSET MANAGEMENT
Andrew Baxter, CIO, CAMBRIDGE CAPITAL MANAGEMENT
Bruno Dupire, Head of Quantitative Research, BLOOMBERG
Michael Steliaros, Global Head of Quantitative Solutions – Head of EMEA Portfolio Products Distribution, BANK OF AMERICA MERRILL LYNCH
Manoj Bhaskar, Global Head of Risk Analytics, HSBC
Moez Mrad, Managing Director – Head of Credit & XVA Quantitative Research, CREDIT AGRICOLE – CIB
Full details & booking: http://events.risk.net/quantsummiteurope
