Global Derivatives Trading & Risk Management 2017 | Informa | 8 May 2017 | Barcelona, Spain

HOW TO SURVIVE AND THRIVE IN THE NEW ERA FOR QUANT FINANCE

Harness innovation. Navigate regulation. Future-proof your models.

Speakers for 2017

DAMIANO BRIGO
Chair and Co-Head Of Group, Mathematical Finance at Imperial College, London

PETER CARR
Dept. Chair, Finance and Risk Engineering at NYU Tandon School

PIERRE HENRY-LABORDERE
Quant, Global Markets Quantitative Research at Société Générale

CHRISTOPH BURGARD
Head of Risk Analytics For Global Markets at Bank of America Merrill Lynch
PROFILE

JESPER ANDREASEN
Global Head of Quantitative Research at Danske Bank

RICCARDO REBONATO
Professor of Finance at EDHEC

MICHAEL DEMPSTER
Professor Emeritus & Founder, Centre For Financial Research, Department Of Pure Mathematics And Statistics at University Of Cambridge

ANDREW HUDSON
Technical Specialist, Traded Risk at Bank of England

EMANUEL DERMAN
Professor & Director of Financial Engineering at Columbia University

LORENZO BERGOMI
Head of Quantitative Research at Société Générale

BRUNO DUPIRE
Head Of Quantitative Research at Bloomberg L.P.

JIM GATHERAL
Presidential Professor of Mathematics at Baruch College, CUNY

PAUL GLASSERMAN
Jack R. Anderson Professor of Business at Columbia University

JON GREGORY
Independent Expert

JOHN HULL
Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto

DILIP MADAN
Professor of Mathematical Finance at Robert H. Smith School of Business at University of Maryland

FABIO MERCURIO
Head of Quant Analytics at Bloomberg L.P.

CHRIS KENYON
Head of XVA Quantitative Research at Lloyds Banking Group

MASSIMO MORINI
Head of Interest Rate and Credit Models at Banca IMI

MATHIEU ROSENBAUM
Professor at Ecole Polytechnique

DAVIDE VENTURELLI
USRA, Science Operations Manager At Quantum Artificial Intelligence Laboratory at NASA Ames Research Center

TYLER WARD
Local Search Modeler at Google

VASIL DENCHEV
Software Engineer Quantum Artificial Intelligence Lab at Google

SUHAIL SHERGILL
Data Science And Model Innovation Lead at Scotiabank

LUIS SECO
Professor of Mathematics at University of Toronto

RICK LACAILLE
Global Chief Investment Officer at State Street Global Advisors

ERIK VYNCKIER
Chairman of the Investment Committee and a member of the Risk and Capital Committee at Foresters Friendly Society

MATTHEW SARGAISON
Chief investment Officer at AHL Partners LLP

ALEXEY AKHUNOV
Software Engineer at JP Morgan

ANDREA ALBERTO CASTALDI
Portfolio Manager at Whitehaven Trading

SAEED AMEN
Founder at Cuemacro

FABRIZIO ANFUSO
Head of IB CCR Collateralised Exposure Modelling at Credit Suisse

ALEXANDER ANTONOV
Senior Vice President of Quantitative Research at Numerix

HAMID ARIAN
Senior Risk Manager & Adjunct Professor of Finance at Royal Bank of Canada & Ryerson University

PETER AUSTING
Author at Smile Pricing Explained

ARTA BABAEE
Senior Quantitative Analyst at Thayer Brook Partners

LAURA BALLOTTA
Senior Lecturer in Financial Mathematics at Cass Business School

NICK BALTAS
Executive Director, Global Quantitative Research Group at UBS

VIATCHESLAV BELYAEV
Hedge Model Validation Principal at Allianz Life

ARTHUR BERD
Editor-in-Chief at Journal Of Investment Strategies

DANIELE BERNARDI
CEO at DIAMAN SCF

MARCO BIANCHETTI
Head of Fair Value Policy at Intesa Sanpaolo

PAUL BILOKON
Founder, CEO, Chairman at Thalesians Ltd

SVETLANA BOROVKOVA
Associate Professor Of Quantitative Finance at Vrije Universiteit Amsterdam

HANS BUEHLER
Global Head of Equities and Investor Services QR at JPMorgan Chase

EMANUEL BURGENER
Head Of Quantitative Research And Development at Ecamos Investment AG

LUCA CAPRIOTTI
Global Head Quantitative Strategies Credit and Financing at Credit Suisse

MARCOS CARREIRA
Professor Mathematical Finance, Institute Of Mathematical and Computer Sciences at University Of Sao Paulo

OKSANA CHERNIAVSKY
Managing Director, Head of ALM Modeling and Analytics at Prudential Financial

WILLIAM CHESTERS
Executive Director, Quantitative Research at JPMorgan Chase

ANDREY CHIRIKHIN
Head of Modelling and Quantitative Analytics at LetterOne

VLADIMIR CHORNIY
Senior Technical Lead at BNP Paribas

RAMA CONT
Professor Of Mathematics And Chair In Mathematical Finance at Imperial College London

FRANCESCO CONTI
Quantitative Risk Analyst at UniCredit

PIERCE CROSBY
Director of Business Operations at StockTwits, Inc.

STÉPHANE CRÉPEY
Professor of Mathematics at University Of Evry

JEAN-ROMAIN DEROTE
Quantitative Analyst at BNP Paribas

ZOLTAN EISLER
Co-Head of Execution at Capital Fund Management

ALBERTO ELICES
Head of XVA Model Validation at Santander Model Risk

YOUSSEF ELOUERKHAOUI
Managing Director And Global Head Of Credit & Commodities Quantitative Analysis at Citigroup

MARTIN ENGBLOM
Business Development at TriOptima

CHRISTIAN FENGER
Quant Researcher at Danske Bank

MATTEO FORMENTI
Market Risk Validation Lead at UniCredit

SYLVAIN FORTÉ
CEO at SESAMM

PETER FRIZ
Professor of Mathematics at TU Berlin, Weierstraß-Institut Berlin

DARIUSZ GATAREK
Professor at Systems Research Institute Polish Academy of Sciences

HELYETTE GEMAN
Director, Commodity Finance Centre at Birbeck, University Of London

DAVID GERSHON
Chairman at Gershon Capital

ROBERT GEVA
Manager Financial Services Engineering Group at Intel

ALEXANDER GIESE
Managing Director, Head of Quantitative Product Group at UniCredit

MIKE GILES
Professor Of Scientific Computing at Oxford University

EDUARD GIMÉNEZ
Head of Quants at CaixaBank

ANTON GOLUB
Co-founder and Chief Science Officer at Lykke Corp

NICOLAS GRANDCHAMP DES RAUX
Managing Director, Global Head Of Equity Derivatives Quants at HSBC

ANDREW GREEN
Managing Director and XVA Lead Quant at Scotiabank

FELIX GREVY
Director, Product Management at Misys

HAMZA GUENNOUN
Quantitative Analyst at Societe Generale

PEDRO GURROLA-PEREZ
Senior Technical Specialist at Bank of England

JULIEN GUYON
Senior Quant at Bloomberg L.P.

ERIK HAINES
Head of Data & Analytics at Guidepoint

STEFAN HAMANN
Director at Norddeutsche Landesbank

JULIEN HOK
Director, Quantitative Analysis at Credit Agricole-CIB

BLANKA HORVATH
Research Fellow at Imperial College London

RODNEY HOSKINSON
Manager, Quantitative Analysis (Capital, Clearing and Collateral) at National Australia Bank

BRIAN HUGE
Chief Quantitative Analyst at Danske Bank

JOHN HULSMAN
Geo-Political Risk Expert and Life Member at US Council on Foreign Relations

NIC HUTCHINGS
Director - Senior Quantitative Analyst at Bank Of America Merrill Lynch

ANDREY ITKIN
Director, Senior Research Associate at Bank Of America Merrill Lynch

ANTOINE JACQUIER
Director Of The MSc In Mathematics And Finance at Imperial College London

JESSICA JAMES
Managing Director, Senior Quantitative Researcher at Commerzbank AG

AYMERIC KALIFE
Head Of Savings & Variable Annuities And Deputy Group Life Chief Actuary at AXA Group

VINAY KALRO
Head of Analytics at Prudential

PATRIK KARLSSON
Electronic Trading Quant at SEB

HELMUT KATZGRABER
Professor Department of Physics & Astronomy at Texas A&M University

VALERY KHOLODNYI
Pauli Fellow at Wolfgang Pauli Institute

JÖRG KIENITZ
Adjunct Associate Professor and Associate Professor at University of Cape Town and University of Wuppertal

MICHAEL KIRCH
Chief Commercial Officer at Beacon Platform, Inc

ALEXEI KONDRATYEV
Managing Director, Head of ECLIPSE Analytics at Standard Chartered Bank

VINAY KOTECHA
Head of Rates & FX, Risk Analytics & Modelling, Group Risk Management at BNP Paribas

RADO LIPUŠ
Founder & CEO at Neudata

EMILIO LLORENTE CANO
Head Of Multi-Asset Quant Team at Aberdeen Asset Management

DONGSHENG LU
Managing Director and Head of Quantitative Strategy at BNY Mellon

MAX MARGENOT
Data Scientist/Lecturer at Quantopian

PAUL MCCLOUD
Head of Vanilla Interest Rate Quantitative Research at Nomura

THOMAS MCWALTER
Adjunct Associate Professor at University of Cape Town & University of Johannesburg

NADHEM MEZIOU
Head of Fixed Income Quantitative Research at Natixis

JOE MOORHOUSE
Methodology Development Architect at BNP Paribas

SHALLOM MOSES
Associate Director at Commodity Futures Trading Commission

RICHARD MULLENDER
Former Lead Trainer National Crisis & Hostage Negotiation Unit at Scotland Yard

KHAREN MUSAELIAN
Founder at HiQu Capital

SERGEY MYAGCHILOV
Investment Vice President at Prudential Insurance Company

UWE NAUMANN
Professor Of Computer Science at RWTH Aachen University

JAN NOVOTNY
eFX Quant, Global Banking and Markets at HSBC

GRIGORIOS PAPAMANOUSAKIS
Deputy Head of Systematic Asset Solutions at Aberdeen Asset Management

DILIP PATRO
Chief Of Quantitative Model Analysis at Federal Deposit Insurance Corporation

JOE PEARCE
Quantitative Analyst at Bank of America Merrill Lynch

GREGORY PELTS
Quant at BlackRock

MIRELA PREDESCU
Deputy Head, Market and Counterparty Risk Methodologies - Credit/Repo Stream at BNP Paribas

MICHAEL PYKHTIN
Manager, Quantitative Risk at U.S. Federal Reserve Board

ADIL REGHAÏ
Head of Equity and Quant Research at Natixis

FELIX REHREN
Equity Derivatives at BNP Paribas

DIANA RIBEIRO
Head of Linear Rates & Inflation Quantitative Research at Lloyds Banking Group

MATTEO ROLLE
Senior Director, Head of In Business Risk, Capital and Collateral at Lloyds Banking Group

EHUD RONN
Professor Of Finance, McCombs School of Business at University of Texas at Austin

RALPH RUDD
Ph.D. Student and Lecturer at ACQuFRR, University of Cape Town

EVGENY RYSKIN
Quantitative Analyst at J.P. Morgan Chase

NICOLAS SALMON
Quantitative Research at J.P. Morgan Chase

ANTOINE SAVINE
Quantitative Research at Danske Bank

SEBASTIAN SCHLENKRICH
Manager Financial Engineering Unit at d-fine GmbH

WIM SCHOUTENS
Professor Of Financial Engineering at University of Leuven

STEFANO SCOLERI
Quantitative Analyst at Iason Ltd.

ARTUR SEPP
Director And Senior Quant at Julius Baer Group

DAVID SHELTON
Global Head Of FX, Emerging Markets & Commodities Quantitative Strategies Group at Bank Of America Merrill Lynch

FRANCESCA SIVERO
Quantitative Analyst at Banco Popolare

ALEXANDER SOKOL
Head of Quant Research at CompatibL

LUCA SPADAFORA
Head of Quantitative Market Model Validation at Banco Popolare

DAVID SPIEGELHALTER
Winton Professor For The Public Understanding Of Risk at University of Cambridge

DANIEL TAMMET
FRSA, writer and essayist

MANLIO TROVATO
Head of Quantitative Research at Lloyds Banking Group

COLIN TURFUS
Quantitative Analyst at Deutsche Bank

MIHAIL TURLAKOV
Head Of CVA/FVA Trading at Sberbank

ERDEM ULTANIR
Quantitative Credit Risk Analytics Lead at Barclays

BEN WOOD
Quantitative Analyst at JP Morgan Chase

Sponsors for 2017

Beacon
Compatibl
Intel
Numerix
Misys