Quant Summit Asia 2020 | Infopro Digital | TBA, Singapore

Quant Summit Asia will bring together top quants to deliver their latest research and insights in quantitative finance. Key themes include:

• Machine Learning in pricing, risk management, and more
• Portfolio Construction
• Initial Margin / MVA / CVA
• Smart Beta / Factor Investing
• LIBOR reform
• Model risk, quantum computing
• Volatility modelling and products

2019 Past Speakers

David Androsoni
President, SAPIAT

George Hong
Head of Asia-Pacific Quantitative Strategies and Global Product Head for Equities Modelling, Credit Suisse

Michael Steliaros
Global Head of Quantitative Execution Services, Goldman Sachs

Romanos Piperakis
Head of Quantitative Execution Services, Asia Pacific, Goldman Sachs

Rodney Hoskinson
Director, Quant Analyst, Strategic Trading and Funding, ANZ Global Markets

Alex Cohen
Head of APAC Equity Derivatives Quantitative Analytics, UBS

Mauro Cesa
Quantitative Finance Editor, RISK.NET

Puneet Singh
Head of APAC Quant, Societe Generale Corporate and Investment Banking

Ben Dunn
Chief Investment Officer, Quantitative Strategies, EASTSPRING INVESTMENTS

Olivier Alvarez
Managing Director, Aquanthus Capital Management

Lu Yan
Head of quantitative and alternative investment department, CSOP

Marko Weber
Assistant Professor in Mathematical Finance, National University of Singapore

Sofiane Rinaz
Head of AeJ fixed income quantitative research, Nomura

Jan F. Baldeaux
Model validation quant - core model development, ANZ Banking Group

Paul Sandhu
Head of multi-assets quant solutions and client advisory, Asia Pacific, BNP Paribas Asset Management

Olaf Torne
APAC Head of structured products and strategies quantitative analytics, Barclays

Masaki Nakabayashi
Quantitative analyst, risk management, Mizuho Securities

Olivier D'Assier
Head of applied research, APAC, Qontigo

Sebastien Hitier
Global head of credit quantitative modelling, BNP Paribas

Rahul Kapoor
Global head of commodity analytics & research, maritime & trade, IHS Markit

ADVISORY BOARD:

Alexandre Antonov
Chief analyst, Danske Bank

Alexei Kondratyev
Managing director, head of data analytics, electronic market solutions, Standard Chartered Bank

Andrew Chin
CRO and head of quantitative research, AllianceBernstein

Antonia Lim
Head of quantamental investments, Schroders

Daniel Giamouridis
Global head of scientific implementation, Bank of America Merrill Lynch

Fabio Mercurio
Global head of quantitative analytics, Bloomberg

Gordon Ritter
Founder & professor, Ritter Alpha & NYU Courant, Tandon, Baruch College & Rutgers University

Hans Buehler
Global head of equities analytics, automation and optimisation, JP Morgan

Mauro Cesa
Quantitative finance editor, Risk.net

Michael Steliaros
Global head of quantitative execution services, Goldman Sachs

Peter Carr
Chair of the finance and risk engineering department, NYU Tandon School of Engineering

Roel Oomen
Head of FIC quantitative trading, Deutsche Bank

Sandrine Ungari
Deputy head of the global quantitative research, Societe Generale

Youssef Elouerkhaoui
Managing director, global head of credit and commodities quantitative analysis, Citi