Quant Summit USA | Risk USA | 11 July 2016 | New York, NY, US

Quant Summit USA offers a rewarding platform for quantitative finance professionals from banks, buy-side firms and academia to share their latest research and innovative solutions designed to tackle challenges coming from the regulatory changes and unbeatable market forces. Join us at Quant Summit USA in 2016 to hear from carefully selected speakers who will present on the most cutting-edge industry research in risk and investment management.

Keynote Speakers:

Peter Carr
Executive Director of Math Finance Program
NYU Courant Institute

Bruno Dupire
Head Of Quantitative Research
Bloomberg

Paul Glasserman
Jack R. Anderson Professor of Business
Columbia University

Alexander Lipton
Connection Science Fellow, MIT Connection Science, Media Lab
Massachusets Institute of Technology

Michael Pykhtin
Manager, Quantitative Risk
The Federal Reserve Board

Plenary Speakers:

Claudio Albanese
Chief Executive Office
Global Valuation

Oliver Frankel
Chief Executive and Founder
Bilateral Risk Management Services

Marcos López de Prado
Senior Managing Director
Guggenheim Partners

Alexandre Antonov
Senior Vice President of Quantitative Research,
Numerix

Charles Tapiero
Topfer Chair Distinguished Professor of Financial Engineering and Technology Management, Founder, Department of Finance and Risk Engineering
NYU Tandom School of Engineering

Workshop Tutors:

Claudio Albanese
Chief Executive Officer
Global Valuation

Gordon Ritter
‎Senior Portfolio Manager at GSA Capital and Adjunct Professor in the Mathematics
Courant Institute

Petter Kolm
Director of the Mathematics in Finance M.S. Program, Clinical Associate Professor of Mathematics
Courant

Jerome Benveniste
Adjunct Professor, Mathematics in Finance Program
Courant Institute, NYU

Speakers:

Ioana Boier
Head of Interest Rate Options & Inflation Quant Research
BNP Paribas

Svetlana Borovkova
Associate Professor of Quantitative Finance
Vrije Universiteit Amsterdam

Bruce Broder
Managing Director, Head of the Market Risk Basel Group
JPMorgan Chase & Company

Liming Brotcke
Quantitative Manager
Federal Reserve Bank of Chicago

Jasmine Burgess
Chief Risk Officer
Prologue Capital

Agostino Capponi
Assistant Professor
Columbia University

Maurizio Ferconi
Managing Director, Global Head of Investment Risk Management
Blackrock

Craig Friedman
Managing Director, Head of Quantitative Risk Management
TIAA-CREF

Atul Gupta
‎Managing Directoe
MUFG Americas

Mark Higgins
Co-Founder, Lead Quant, and Chief Operating Officer
Washington Square Technologies

Ali Hirsa
Managing Partner
Sauma Capital

Sean Keenan
Senior Managing Director, Model Risk Management
AIG

Tim Leung
Associate Professor
Washington University

Gordon Liu
Head of Global Risk Analytic
HSBC North America

Fox Ling
Vice President, Quantitative Analysis
Allianz Global Investors

Dongsheng Lu
Head of Quantitative Research, Derivatives Trading
BNY Mellon

Attilio Meucci
Chief Risk Officer, KKR and Founder,
SYMMYS

John Morgan
Senior Director, U.S. Card DMRO, Data Science
Capital One

Richard O’Connell
Director, Risk, Capital and Regulatory Change
Credit Suisse

J.D. Opdyke
Head of Operational Risk Modeling
GE Capital

Gregory Pelts
Director
Blackrock

Julian Phillips
Chief Model Officer
GE Capital

Sven Sandow
Managing Director, Head of Credit Capital and Ratings Analytics
Morgan Stanley

Deniz Senturk
Senior Vice President, Model Risk Management
State Street Corporation

Mark Syrkin
Financial Institution Supervision Group
Federal Reserve Bank of New York

Agus Sudjianto
Managing Director, Executive Vice President, Head of Corporate Model Risk
Wells Fargo

Breman Thuraisingham
Executive Director, Fixed Income E-Trading Group
Morgan Stanley

Jimmy Yang
Managing Director, Credit & Operational Risk Analytics
BMO Financial Group

Craig Wotherspoon
Model Risk Officer
Bank of America

Numerix

Washington Square Technologies