15th Quantitative Finance Conference 2019 | World Business Strategies | 16 October 2019 | Hotel NH Collection Roma Giustiniano, Via Virgilio, 1 E/F/G, 00193 Roma RM, Italy

Main Conference presentation files on USB memory sticks will be provided on arrival. The Main Conference files will also be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you.

Also, Wi-Fi access will be available at the venue to view presentations on laptops and mobile devices.

2019 Speakers

Bruno Dupire
Head of Quantitative Research, Bloomberg L.P.

Jesper Andreasen
Kwant Daddy! Global Head of Quantitative Research, Saxo Bank

Vladimir Piterbarg
MD, Head of Quantitative Analytics and Quantitative Development, Natwest Markets

Tony Guida
Executive Director, Senior Quant Research, Ram Active Investments

Blanka Horvath
Honorary Lecturer, Department of Mathematics, Imperial College London

Helyette Geman
Professor of Mathematical Finance, Birkbeck – University of London & Johns Hopkins

Fabio Mercurio
Head of Quant Analytics at Bloomberg L.P.

Kathrin Glau
Lecturer in Financial Mathematics, Queen Mary University of London

Andrei Lyashenko
Head of Market Risk and Pricing Models, Quantitative Risk Management (Qrm), Inc.

Rita Laura D’ecclesia
Professor: Università Degli Studi Di Roma “la Sapienza”

Peter Jaeckel
Deputy Head of Quantitative Research, Vtb Capital

Rodney Hoskinson
Director, Quantitative Support (Strategic Trading and Funding), Anz Banking Group

Francois Bergeaud
Frtb Lead Quantitative Analyst, Bnp Paribas

Michael Pykhtin
Manager, Quantitative Risk, U.s. Federal Reserve Board

Brian Norsk Huge
Chief Quantitative Analyst, Danske Markets

Marc Henrard
Managing Partner Murisq Advisory and Visiting Professor, University College London

Adolfo Montoro
Global Head of Market Data Strategy & Analytics, Deutsche Bank

Ignacio Ruiz
Founder & Ceo, Mocax Intelligence

Antoine Savine
Quantitative Research, Danske Bank

Alexandre Antonov
Chief Analyst, Danske Bank

Massimo Morini
Head of Interest Rate and Credit Models, Banca Imi

Dominique Bang
Director, Head of Interest Rates Vanilla Modelling, Bank of America Merrill Lynch

Thomas Roos
Consulting Partner, Quantitative Financial

Stéphane Crépey
Professor of Mathematics, University of Evry

Alexei Kondratyev
Managing Director, Head of Data Analytics, Standard Chartered Bank

Andrey Chirikhin
Founder, Quantitative Recipes

Daniel Rosengarten
Head of Alm Quantitative Development, Barclays Investment Bank

Mirela Predescu
Deputy Head of Credit – Market and Counterparty Risk, Bnp Paribas

Gilles Artaud
Head of Model Internal Audit, Group Crédit Agricole

Jörg Kienitz
Partner, Quaternion Risk Management

Christian Fries
Head of Model Development, Dz Bank

Jos Gheerardyn
Co-founder and Ceo, Yields.io

Justin Chan
Quantitative Strategy, Adaptiv, Fis

Dmitri Goloubentsev
Head of Automatic Adjoint Differentiation, Matlogica

Peter Kohl-landgraf
Xva Management, Dz Bank

Marco Bianchetti
Head of Fair Value Policy, Intesa Sanpaolo

Saeed Amen
Founder, Cuemacro

Arun Verma
Quantitative Research Solutions, Bloomberg, Lp

Shengyao Zhu
Senior Quantitative Analyst, Xva Trading Desk, Nordea

Andrea Pallavicini
Head of Equity, Fx and Commodity Models, Banca Imi

Marco Scaringi
Quant Risk Analyst, Fair Value Policy Office, Intesa Sanpaolo

Nikolai Nowaczyk
Senior Consultant, Quaternion Risk Management

Alessandro Gnoatto
Professor of Mathematical Finance, Università Degli Studi Di Verona

2019 Sponsors

• MoCaX
• The Machine Learning Institute Certificate in Finance (MLI)
• The Numerical Algorithms Group (NAG)
• Yields.io
• FIS Adaptiv
• Matlogica