Quant Summit Europe 2020 | Infopro Digital Risk (IP) Limited | 11 March 2020 | Events @ No 6, 6 Alie St, London E1 8QT, UK

Machine learning, quantum computing and beyond: cutting-edge quant solutions to finance problems

Quant Summit Europe gives you the opportunity to meet with, learn and exchange ideas with over 130 renowned industry quants and data scientists from the world’s leading banks, buy-side institutions and universities. Attend this unrivaled summit and join the quant elite in Europe in order to access the very latest intelligence around investing, computational techniques, trading and risk management. With events in London, New York and Singapore, you’ll be joining our global network of industry visionaries of today and tomorrow.

New at Quant Summit Europe 2020
• Third stream on trading & execution;
• More focus on ESG & impact investing;
• “Meet the Authors” hub;
• Masterclass on transitioning from IBOR to risk free rates;
• Demo/content zones;
• New venue;

Key themes for 2020 include:
• Machine learning applications
• Beyond Libor
• ESG investing
• Geopolitical risks and market volatility
• Quantum supremacy
• Factor investing and alpha generations
• Algo trading and execution
• Volatility & interest rate modelling and pricing
• XVA, margin requirments and capital optimisation
• Cloud computing

2020 Speakers

Andrew Dyson
Chairman and Chief Executive Officer, QMA

Hans Buehler
Global Head of Equities Analytics, Automation and Optimisation, JP Morgan

Tobias Preis
Professor of Behavioural Science and Finance & Fellow, Warwick Business School & the Alan Turing Institute

Alexandre Antonov
Chief Analyst, Danske Bank

Nick Baltas
Head of R&d of the Systematic Trading Strategies Group, Goldman Sachs

Michael Pykhtin
Manager, Quantitative Risk, Federal Reserve Board

Fabio Mercurio
Global Head of Quantitative Analytics, Bloomberg

Daniel Giamouridis
Global Head of Scientific Implementation, Bank of America Merrill Lynch

Dariush Mirfendereski
Managing Director, Global Head of Inflation Trading, HSBC

Sandrine Ungari
Deputy Head of the Global Quantitative Research, Societe Generale

Michael Steliaros
Global Head of Quantitative Execution Services, Goldman Sachs

Jason Mitchell
Co-head of Responsible Investment, Man Group

Antonia Lim
Head of Quantamental Investments, Schroders

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

Youssef Elouerkhaoui
Managing Director, Global Head of Credit and Commodities Quantitative Analysis, Citi

Marc Henrard
Visiting Professor & Managing Partner, University College London & muRisQ Advisory

Alvaro Cartea
Professor, University of Oxford

Johannes Muhle-Karbe
Imperial College London, Chair in Mathematical Finance, Director of CFM-Imperial Institute of Quantitative Finance

Tony Guida
Senior quantitative researcher, RAM Active Investments

Aitor Muguruza
Natixis & Imperial College London, Equities research quant & PhD student

Blanka Horvath
Lecturer in Financial Mathematics, King's College London

Helen Bartholomew
Editor-at-large, Risk.net

Andrew Green
Managing Director and XVA Lead Quant, Scotiabank

Alexandre Miot
Data Scientist, Societe Generale

Pascal Traccucci
Global Head of Risk, La Francaise Asset Management

Alix Guerrini
Head of European Quantitative Equity Research, Morgan Stanley

Hamza Bahaji
Head of Engineering and Solutions, Amundi

Andrew Dickinson
Director, Bank of America Merrill Lynch

Hitendra Varsani
Executive Director, Core Research, MSCI

Nadhem Meziou
Head of Fixed Income Quantitative Research, Natixis

Mathieu Rosenbaum
Professor, Ecole Polytechnique

Giuliano De Rossi
Executive Director, Goldman Sachs

Christian Schwarz
Executive Director, Data Analytics Group, Standard Chartered Bank

Rob Mannix
Editor, Quant Investing, Risk.net

Carlo Acerbi
Head of Valuation and Quantitative Solutions, Banque Pictet & Cie

Chris Kenyon
Head of XVA quant modelling, and AI innovation lead, MUFG Securities EMEA plc

Andy Moniz
Formerly, Managing Director & Chief Data Scientist, Deutsche Bank

Julien Turc
Head of the QIS lab, global markets, BNP Paribas

Colin Turfus
Quantitative Analyst, Deutsche Bank

Uwe Naumann
Professor for Computer Science, RWTH Aachen University

Andreas Petrides
Associate, Execution Research, Goldman Sachs

Iacopo Mastromatteo
Vice-President, Trading Research, Capital Fund Management

Maurizio Garro
Senior Lead, Ibor Transition Programme, Lloyds Banking Group

Miquel Noguer Alonso
Co-Founder

Rohini Grover
Vice-President, Deutsche Bank

Shreyas Gopal
FX Strategist, Deutsche Bank

Mehdi Tomas
PhD student, École Polytechnique

Lukasz Szpruch
Director of Finance and Economics Programme, the Alan Turing Institute

Antoine Bouvet
Senior Rates Strategist, ING

Diana Ribeiro
Deputy Head of Rates & Credit Quantitative Research, Lloyds Bank

Dmitri Goloubentsev
Head of Automatic Adjoint Differentiation, MathLogic

2020 Sponsor and Partners

CO-SPONSOR:
• Beacon

MEDIA PARTNERS:
• Quantocracy
• iaqf

PRESENTATION SPONSOR:
• MSCI