Global Derivatives Trading & Risk Management 2018 | 14 May 2018 | Lisbon Marriott Hotel, Av. dos Combatentes 45, 1600-042 Lisboa, Portugal

Who: Global quant experts from banks, buy-side, regulators, Silicon Valley and academia. What: Quant tech developments including machine learning, data science, HPC and blockchain applications, regulatory implementation, innovations in modelling and pricing, algorithmic and electronic trading, quantitative buy-side developments, computational and numerical efficiency, CCR, collateral and central clearing, risk management techniques, XVAs and FX and commodity derivatives.

2018 Speakers:

Alexander Lipton
Founder And Ceo At Stronghold Labs

Marcos López De Prado
Ceo, True Positive Technologies And Senior Lecturer, Cornell University

Leif Andersen
Global Co-head Of Quantitative Strategies Group At Bank Of America Merrill Lynch

Nick Baltas
Head Of R&d, Systematic Trading Strategies At Goldman Sachs

Tyler Ward
Local Search Modeler At Google

Peter Carr
Department Chair, Finance And Risk Engineering At Nyu Tandon School

Damiano Brigo
Chair And Co-head Of Group, Mathematical Finance At Imperial College, London

Bruno Dupire
Head Of Quantitative Research At Bloomberg L.p.

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

Pierre Henry-labordere
Quant, Global Markets Quantitative Research At Société Générale

Riccardo Rebonato
Professor Of Finance At Edhec

Emanuel Derman
Professor & Director Of Financial Engineering At Columbia University

Lorenzo Bergomi
Head Of Quantitative Research At Société Générale

Jim Gatheral
Presidential Professor Of Mathematics, Baruch College At Cuny

John Hull
Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School Of Management At University Of Toronto

Michael Steliaros
Global Head Of Quantitative Execution Services At Goldman Sachs

Simon Weinberger
Managing Director, Scientific Active Equities At Blackrock

Fabio Mercurio
Head Of Quant Analytics At Bloomberg L.p.

Manlio Trovato
Head Of Quantitative Research At Lloyds Banking Group

Alexandru Agachi
Co-founder & Coo At Empiric Capital

Olivier Alvarez
Head Of Quantitative Analysis At Capitalab

Saeed Amen
Founder At Cuemacro

Jesper Andreasen
Former Global Head Of Quantitative Research At Danske Bank

Alexandre Antonov
Director At Standard Chartered Bank

Matthias Arnsdorf
Managing Director & Head Of Counterparty Credit Risk Modeling Group At Jpmorgan Chase

Peter Austing
Quantitative Research At Citadel

Arta Babaee
Senior Quantitative Analyst At Thayer Brook Partners Llp

David Bachelier
Co-founder At Capitalab

Laura Ballotta
Reader In Financial Mathematics At Cass Business School

Viatcheslav Belyaev
Hedge Model Validation Principal At Allianz Life

Michael Benzaquen
Cnrs Researcher At Ecole Polytechnique

Daniele Bernardi
Ceo At Diaman Scf

Marco Bianchetti
Head Of Fair Value Policy At Intesa Sanpaolo

Paul Bilokon
Founder, Ceo, Chairman At Thalesians Ltd

Romain Bompis
Quantitative Analyst At Natixis

Svetlana Borovkova
Associate Professor Of Quantitative Finance At Vrije Universiteit Amsterdam

Tark Bouhennache
Director And Actuary In Group Financial Risk Management At Manulife Financial

Hans Buehler
Global Head Of Equities And Investor Services Qr At Jpmorgan Chase

Christoph Burgard
Head Of Risk Analytics For Global Markets At Bank Of America Merrill Lynch

Luca Capriotti
Global Head Quantitative Strategies Credit And Financing At Credit Suisse

Imad Chahboun
Senior Quantitative Analyst At Federal Reserve Bank Of Boston

Andrey Chirikhin
Founder At Quantitative Recipes

Vladimir Chorniy
Senior Technical Lead At Bnp Paribas

Rama Cont
Professor Of Mathematics And Chair In Mathematical Finance At Imperial College London

Pierce Crosby
Director Of Business Operations At Stocktwits, Inc.

Stéphane Crépey
Professor Of Mathematics At University Of Evry

Eulogio Cuesta
Head Of Pricing Model Validation At Santander

Marco De Innocentis
Senior Quantitative Analyst At Credit Suisse

Michael Dempster
Professor Emeritus & Founder, Centre For Financial Research, Department Of Pure Mathematics And Statistics At University Of Cambridge

Vasil Denchev
Chief Quantum Software Architect, Quantum Artificial Intelligence Lab At Google At Google

Matthew Dixon
Assistant Professor Of Finance At Illinois Institute Of Technology

Paul Edge
Financial Modelling Expert At Edp

Tuomas Eerola
Vice President At Techila Technologies

Alberto Elices
Head Of Xva Model Validation At Santander

Youssef Elouerkhaoui
Managing Director And Global Head Of Credit & Commodities Quantitative Analysis At Citigroup

Fc Freakyclown
Co-founder, Ethical Hacker, Social Engineer

Peter Friz
Professor Of Mathematics At Tu Berlin, Weierstrass-institut Berlin

Helyette Geman
Director, Commodity Finance Centre At Birbeck, University Of London

Charbel Gereige
Automated Asset Allocation Developers Lead At Blackrock

Samim Ghamami
Economist At Board Of Governors Of The Federal Reserve System

Daniel Giamouridis
Global Head Of Scientific Implementation Global Portfolio Products At Bank Of America Merrill Lynch

Alexander Giese
Managing Director, Head Of Quantitative Product Group At Unicredit

Gerd Gigerenzer
Director At Max Planck Institute For Human Development And Harding Center For Risk Literacy In Berlin

Kathrin Glau
Lecturer In Financial Mathematics At Queen Mary University Of London

Vacslav Glukhov
Head Of Emea E-trading Quantitative Research At Jpmorgan Chase

Anton Golub
Co-founder And Chief Science Officer At Lykke Corp

Andrew Green
Managing Director And Xva Lead Quant At Scotiabank

Lukas Gonon
Phd In Financial Markets At Eth Zurich

Felix Grevy
Director, Product Management At Finastra

Hamza Guennoun
Quantitative Analyst At Société Générale

Mark Higgins
Coo At Beacon Platform Inc.

Julien Guyon
Senior Quant At Bloomberg L.p.

Julien Hok
Director, Quantitative Analysis At Credit Agricole-cib

Rodney Hoskinson
Associate Director, Quantitative Support (Strategic Trading And Funding) At Anz Banking Group

Diana Iercosan
Principal Economist At Federal Reserve Board

Andrew Hudson
Technical Specialist, Traded Risk At Bank Of England

Mitsuru (Mitz) Igarashi
Ceo At Simplex Global Inc.

Andrey Itkin
Director, Senior Research Associate At Bank Of America Merrill Lynch

Juliusz Jabłecki
Divisional Head At Narodowy Bank Polski

Peter Jaeckel
Deputy Head Of Quantitative Research At Vtb Capital

Jessica James
Managing Director, Senior Quantitative Researcher At Commerzbank Ag

Udesh Jha
Global Head Of Risk Research At Cme Clearing

Aymeric Kalife
Head Of Savings & Variable Annuities And Deputy Group Life Chief Actuary At Axa Group

Juho Kanniainen
Professor Of Financial Engineering At Tampere University Of Technology

Patrik Karlsson
Electronic Trading Quant At Seb

Maxim Kartamyshev
Quant At Norges Bank Investment Management

Chris Kenyon
Head Of Xva Quant Modelling At Mufg Securities Emea

Valery Kholodnyi
Principal Quantitative Analyst At Verbund Ag

Alexei Kondratyev
Managing Director, Financial Markets At Standard Chartered Bank

Vinay Kotecha
Head Of Rates & Fx, Risk Analytics & Modelling, Group Risk Management At Bnp Paribas

Jeanine Kwong
Global Head Of Equity Risk At Manulife

David Leinweber
Founder Center For Innovative Financial Technology At Lawrence Berkeley Laboratory

Álvaro Leitao
Researcher At Riskcenter, University Of Barcelona

Zhongmin Luo
Researcher With Department Of Economics, Mathematics And Statistics At Birkbeck, University Of London

Dilip Madan
Professor Of Mathematical Finance, Robert H. Smith School Of Business At University Of Maryland

Richard Martin
Head Of Modelling And Analytics At Apollo Global Management

Ryunosuke (Mats) Matsutake
Managing Director At Simplex Inc.

Andrew Mcclelland
Director, Quantitative Research At Numerix

Paul Mccloud
Head Of Global Fixed Income Quantitative Research’ At Nomura

Ian Mcwilliam
Analyst At Aberdeen Standard Investments

Nicolae Mera
Head Of Quantitative Risk & Capital Strategies At Credit Suisse

Nadhem Meziou
Head Of Fixed Income Quantitative Research At Natixis

Nicolas Mirjolet
Founding Partner And Chief Investment Officer At Tolomeo Capital

Massimo Morini
Head Of Interest Rate And Credit Models At Banca Imi

Uwe Naumann
Professor Of Computer Science At Rwth Aachen University

Jan Novotny
Efx Quant, Global Banking And Markets At Hsbc

Tore Opsahl
Director, Senior Quantitative Analyst At Bank Of America Merrill Lynch

Mikko Pakkanen
Leader, Imperial Network Of Excellence In Probabilistic Methods And Modelling At Imperial College London

Emiliano Papa
Director - Head Of Rates And Fx At Deutsche Bank

Grigorios Papamanousakis
Deputy Head Of Systematic Asset Solutions At Aberdeen Standard Investments

Stefano Pasquali
Managing Director, Head Of Liquidity Research At Blackrock

Vinayak Pathak
Associate Director, Quantitative Developer/architect At Scotiabank

Gregory Pelts
Quant At Wells Fargo & Co

Alejandro Perdomo-ortiz
Quantum Machine Learning Lead At Nasa-usra Quantum Ai Lab

Raoul Pietersz
Quantitative Analyst At Abn Amro

Holger Plank
Senior Manager At D-fine Gmbh

Adil Reghaï
Head Of Equity And Quant Research At Natixis

Matteo Rolle
Senior Director, Head Of In Business Risk, Capital And Collateral At Lloyds Banking Group

Nicolas Salmon
Vp Quantitative Research, Algorithmic Trading At J.p. Morgan Chase

Vincent Sapin
Head Of Internal Model Supervision At National Bank Of Belgium

Antoine Savine
Quantitative Research At Danske Bank

Marco Scaringi
Quantitative Analyst Fair Value Policy At Intesa Sanpaolo

Sebastian Schlenkrich
Manager Financial Engineering Unit At D-fine Gmbh

Wim Schoutens
Professor Of Financial Engineering At University Of Leuven

Luis Seco
Professor Of Mathematics At University Of Toronto

Artur Sepp
Director And Senior Quant At Julius Baer Group

Rajiv Sesodia
Global Head Of Quantitative Model Risk At Standard Chartered Bank

Suhail Shergill
Director Data Science And Model Innovation At Scotiabank

Ryo Shimizu
Japan Representative At Beacon Platform Inc.

Horst Simon
Deputy Lab Director For Research At Lawrence Berkeley National Laboratory

David Spiegelhalter
Winton Professor For The Public Understanding Of Risk At University Of Cambridge

Philip Stoltzfus
Ceo At Thayer Brook Partners Llp

André Süss
Senior Quant, Exposure Analytics At Credit Suisse

Shih-hau Tan
Quant At Cuemacro

Colin Turfus
Quantitative Analyst At Deutsche Bank

Richard Turner
Director Of Research At The Cambridge Strategy

Erdem Ultanir
Quantitative Credit Risk Analytics Lead At Barclays

Davide Venturelli
Quantum Computing Lead At Nasa-usra Quantum Ai Lab

Erik Vynckier
Chairman Of The Investment Committee And A Member Of The Risk And Capital Committee At Foresters Friendly Society

Ben Wood
Executive Director, Equity Derivatives Quantitative Research At Jpmorgan Chase

Tao Wu
Associate Professor Of Finance At Illinois Institute Of Technology

Shilong Yang
Executive Director Quantitative Research Equities Group At Jpmorgan Chase

Chongxian Zhu
Director, Quantitative Research At Lloyds Banking Group

2018 Sponsors:

ASSOCIATE:
• Beacon
• Finastra
• Numerix
• Simplex
• Techila Technologies
• Vega

WIFI:
• Capitalab

EXHIBITORS:
• Murex
• NAG
• SCIComp
• SESAMm
• Wiley

SUPPORTING:
• IAQF

MEDIA:
• Automated Trader
• Global Risk Community
• Hedge Fund Alert