QuantMinds International 2019 | KNect365 (An Informa Business) | 12 May 2019 | Hilton Vienna, Am Stadtpark 1, 1030 Wien, Austria

The world's leading quant finance conference.

400+ experts from banks, buy-side, regulators, Silicon Valley, academia and beyond examine every facet of quant in five amazing days

Focus on the topics that matter most to you:
• Interest rate modelling and trading, innovations in data, modelling and quant finance, machine learning and quantum computing ...
• Design your schedule to meet your needs using the handy topic guide.

Learn from the best:
• Hear breakthrough research and the latest technical case studies from the world's most revered thought-leaders in quant finance.

Be inspired:
• Hear insights you won't find anywhere else.
• What can the financial industry learn from companies such as NASA and Google in tackling quant problems?

Discover next gen quant investment strategies:
• The Quant Invest summit focuses on quantitative buy-side breakthroughs.
• With perspectives from asset management firms, hedge funds and insurance companies.

Explore the latest in quant tech:
• What's next in quant tech?
• The unique Quant Tech Summit gives you a head start in the race to change the game. Discover what's set to be the next disruptive force in the market. Don't get left behind.

Invest in your future development:
• It's not often you get the chance to work with a quant superstar.
• Our focused small-group workshops give you the chance to learn from the best.
• Volatility. Machine learning in finance. Modern option pricing. Demystifying AAD.

2019 Speakers

Darrell Duffie
Dean Witter Distinguished Professor of Finance, Stanford University

Ananth Raghunathan
Senior Research Scientist, Google

Davide Venturelli
Quantum Computing Lead, USRA Research Institute for Advanced Computer Science, NASA Ames Center

Damiano Brigo
Chair and Co-Head Of Group, Mathematical Finance, Imperial College, London

Stefano Pasquali
Managing Director, Head of Liquidity Research, BlackRock

Alysa Shcherbakova
Banking Supervision & Regulation, Federal Reserve Board

Alexei Kondratyev
Managing Director, Head of Data Analytics, Electronic Market Solutions, Standard Chartered Bank

Bruno Dupire
Head Of Quantitative Research, Bloomberg L.P.

Lorenzo Bergomi
Head of Quantitative Research, Société Générale

Marcos López de Prado
Adjunct Professor, Financial Machine Learning, Cornell University

Tyler Ward
Local Search Modeler, Google

Peter Carr
Department Chair, Finance and Risk Engineering, NYU Tandon School

Michael Pykhtin
Manager, Quantitative Risk, U.S. Federal Reserve Board

Pierre Henry-Labordere
Quant, Global Markets Quantitative Research, Société Générale

Riccardo Rebonato
Professor of Finance, EDHEC

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

Tiziano Bellini
Director, BlackRock

Fabio Mercurio
Head of Quant Analytics, Bloomberg L.P.

Luca Capriotti
Global Head Quantitative Strategies Credit and Financing, Credit Suisse

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

Nic Hutchings
Executive Director, Morgan Stanley

Jessica James
Managing Director, Senior Quantitative Researcher, Commerzbank AG

Silvio Micali
Founder, Algorand

Michael Steliaros
Global Head of Quantitative Execution Services, Goldman Sachs

Vladimir Piterbarg
MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets

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

Brian Huge
Chief Quantitative Analyst, Danske Bank

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

Chris Kenyon
Head of XVA Quant Modelling, MUFG Securities EMEA

Gregory Pelts
Quant, Wells Fargo & Co

Matteo Rolle
Senior Director, Head of In Business Risk, Capital and Collateral, Lloyds Banking Group

Britta Achmann
Head of Business Implementation, Risk Change, Deutsche Bank

Alexandru Agachi
Co-founder and COO, Empiric Capital

Carol Alexander
Professor of Finance at University of Sussex and Visiting Professor at Peking University HSBC Business School, University of Sussex

Elisa Alos
Lecturer in Financial Mathematics, Pompeu Fabra University

Saeed Amen
Founder, Cuemacro

Leif Andersen
Global Head Of Quantitative Strategies Group, Bank Of America Merrill Lynch

Jesper Andreasen
Kwant Daddy, SaxoBank

Alexandre Antonov
Director, Standard Chartered Bank

Matthias Arnsdorf
Managing Director & Head Of Counterparty Credit Risk Modeling Group, JPMorgan Chase

Peter Austing
Quantitative Researcher, Citadel

Arta Babaee
Academic Visitor, Imperial College London

Katia Babbar
Founder, AI Wealth Technologies

Laura Ballotta
Reader in Financial Mathematics, Cass Business School

Dominique Bang
Director, Bank of America Merrill Lynch

Emilio Barucci
Professor, Polytechnic University of Milan

András Bebes
Risk Manager, Hungarian Government Debt Management Agency

Viatcheslav Belyaev
Founder, Quant Hedge Analytic

Andrés Berenguer Alonso
Market Risk Director – Derivative Valuations Area, Santander

Marco Bianchetti
Head of Fair Value Policy, Intesa Sanpaolo

Paul Bilokon
Founder, CEO, Chairman, Thalesians Ltd

Bo Boisen
Director FRTB and Risk Data Platform, Nordea

Svetlana Borovkova
Associate Professor Of Quantitative Finance, Vrije Universiteit Amsterdam

Christoph Burgard
Head of Risk Analytics For Global Markets, Bank of America Merrill Lynch

Shearin Cao
Technical Specialist, Traded Risk Management

Shahzad Chohan
Global Head of Big Data, Deep Learning and Innovation, Credit Suisse

Vladimir Chorniy
Senior Technical Lead, BNP Paribas

Rama Cont
Chair of Mathematical Finance, University of Oxford

Oliver Cooke
Managing Director, Head of Selby Jennings - North America, Phaidon International

Stéphane Crépey
Professor of Mathematics, University Of Evry

Eulogio Cuesta
Head of Pricing Model Validation, Santander

Rebecca Declara
Interest Rates Options Trader, BayernLB

Andrew Dickinson
Director, Bank of America Merrill Lynch

Matthew Dixon
Assistant Professor of Finance, Illinois Institute of Technology

Paul Edge
Financial modelling expert, EDP

Zoltan Eisler
Co-Head of Execution, Capital Fund Management

David Fauchier
Founder & CIO, Cambrial Capital

Sylvain Forté
CEO, SESAMm

Peter Friz
Professor of Mathematics, TU Berlin, Weierstraß-Institut Berlin

Roza Galeeva
Professor, NYU

Luis Gandarias Viñuela
Market Risk Associate – IPV, Santander

Guillaume Garchery
Head of Quantitative Research and Developmentm, La Française Investment Solutions

David Garcia Lorite
XVA Quantitative Analyst, Caixabank

Helyette Geman
Director, Commodity Finance Centre, Birbeck, University Of London & John Hopkins University

Charbel Gereige
Automated Asset Allocation Developers Lead, BlackRock

Samim Ghamami
Financial Economist, Goldman Sachs

Alexander Gies
Managing Director, Head of Quantitative Product Group, UniCredit

Mike Giles
Head of the Mathematical Institute and Professor of Scientific Computing, Oxford University

Kathrin Glau
Lecturer in Financial Mathematics, Queen Mary University of London

Emmanuel Gobet
Professor, Ecole Polytechnique

Anton Golub
Co-founder and Chief Science Officer, Lykke Corp

Andrew Green
Managing Director and XVA Lead Quant, Scotiabank

Hamza Guennoun
Quantitative Analyst, Société Générale

Julien Guyon
Senior Quant, Bloomberg L.P.

Marc Henrard
Visiting Profesor, University College London

Mark Higgins
COO, Beacon Platform Inc.

Julien Hok
Director, Quantitative Analysis, Credit Agricole-CIB

George Hong
Head of APAC Quantitative & Risk Strategies, Credit Suisse

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

Rodney Hoskinson
Director, Quantitative Support (Strategic Trading and Funding), ANZ Banking Group

Hanna Hultin
Industrial PhD student, SEB

Peter Jaeckel
Deputy Head of Quantitative Research, VTB Capital

Udesh Jha
Global Head of Risk Research, CME Clearing

Vladimir Jovanovic
Director - Equity Derivatives Quant, Barclays

Aymeric Kalife
Associate Professor, Paris Dauphine University

Juho Kanniainen
Professor of Financial Engineering, Tampere University

Patrik Karlsson
Electronic Trading Quant, SEB

Maxim Kartamyshev
Quant, Norges Bank Investment Management

Evgueny Khartchenko
Software Application Engineer, Intel

Valery Kholodnyi
Pauli Fellow, Wolfgang Pauli Institute

Nodari Kolmakhidze
Chief Investment Officer, Cindicator

Michael Konikov
SVP, Head of Quantitative Development, Numerix

Vladimir Lucic
Head of Non-Linear QIS Structuring, Macquarie

Robert Macrae
Research Associate, Systemic Risk Centre, Systemic Risk Centre

Dilip Madan
Professor of Mathematical Finance, Robert H. Smith School of Business at University of Maryland

Andrew Mann
Co-founder, Coinstrats

David Mascio
Managing Founder and Principal, Della Parola Capital Management, LLC

Daniel Mayenberger
European Head of Large Model Frameworks, Barclays

Andrew McClelland
Director, Quantitative Research, Numerix

Paul McCloud
Head of Global Fixed Income Quantitative Research, Nomura

Ian McWilliam
Analyst, Aberdeen Standard Investments

Nadhem Meziou
Head of Fixed Income Quantitative Research, Natixis

Ruben-Andrei Miclea
Quantitative Analyst, Santander

Massimo Morini
Head of Interest Rate and Credit Models, Banca IMI

Aitor Muguruza Gonzalez
Equities Quant, Natixis

Sergey Myagchilov
Investment Vice President, Prudential Financial

George Mylnikov
Vice President, Head of Quantitative Research, Charles Schwab Investment Advisory

Matt Napoli
General Manager, International Business Development, 1010data

Andrea Nardon
Partner, Portfolio Manager, Head of Quant, Sarasin & Partners

Uwe Naumann
Professor Of Computer Science, RWTH Aachen University

Jan Novotny
eFX Quant Trader, Deutsche Bank

Mikko Pakkanen
Leader, Imperial Network of Excellence in Probabilistic Methods and Modelling, Imperial College London

Emiliano Papa
Director - Head of Rates and FX, Deutsche Bank

Stefan Pomberger
Executive Director, Head of the Fixed Income Quant Group, Vontobel Investment Banking

Paul Pop
Co-founder, Neurolabs

Peter Quell
Head of Portfolio Analytics Team for Market & Credit Risk, DZ BANK

Christian Raynal
Associate Director, Senior Risk Officer, European Bank for Reconstruction and Development

Adil Reghaï
Head of Equity and Quant Research, Natixis

Mathieu Rosenbaum
Professor, Ecole Polytechnique

Birgit Rudloff
Professor of Mathematics for Economics and Business, Vienna University of Economics and Business

Marcos Costa Santos Carreira
PhD Candidate, École Polytechnique

Antoine Savine
Quantitative Research, Danske Bank

Marco Scaringi
Quantitative Analyst, Intesa Sanpaolo

Bernd Scherer
Head Of Private Wealth Portfolio Management, Head of Product Development, Bankhaus Lampe KG

Wim Schoutens
Professor Of Financial Engineering, University of Leuven

Artur Sepp
Head of Research, Quantica Capital AG

Iuliia Shpak, PhD
Quant Strategies Specialist, Sarasin & Partners LLP

Bernhard Silli
Partner, Alcova Asset Management

André Süss
Senior Quant, Exposure Analytics, Credit Suisse

Jochen Theis
Head of Market Risk Methodology, Deutsche

Stefan Theussl
Senior Quant Analyst, Raiffeisen Bank International AG

Mehdi Tomas
PhD Student, École Polytechnique

David Tran
Risk Manager, Hungarian Government Debt Management Agency

Colin Turfus
Quantitative Analyst, Deutsche Bank

Richard Turner
Head of Research, Currency Alpha, Mesirow Financial

Erdem Ultanir
Quantitative Credit Risk Analytics Lead, Barclays

Erik Vynckier
Chairman of the Investment Committee and a member of the Risk and Capital Committee, Foresters Friendly Society

Myles Watkiss
Head of Fund Research, Culross Global

Sander Willems
Ph.D. Candidate, EPFL

Stefan Woerner
Global Leader for Quantum Finance & Optimization, IBM Research

Dominic Wright
Quantitative Strategies Credit, Credit Suisse

Hans Peter Wächter
Senior Manager, d-fine

Steve Yalovitser
Director of Quantitative Strategies Group, Wells Fargo Securities

Kamer Ali Yuksel
Chief Data Scientist, ConnectedLife GmbH

2019 Sponsors, Partners and Exhibitors

ASSOCIATE PARTNERS:
• 1010data
• Beacon
• CME Group
• Intel
• La Française Investment Solutions
• Numerix
• SESAMm

BADGES AND LANYARDS SPONSOR:
• Volaris Capital Management

EXHIBITORS:
• FIS
• NAG
• SciComp
• Suite, LLC.
• Wiley

SUPPORTING ASSOCIATIONS:
• AIMA
• Chicago Quantitative Alliance

LEAD MEDIA PARTNER:
• Fintech Futures

MEDIA PARTNERS:
• Eurekahedge
• Global Risk Community
• Hedge Fund Alert
• Quantocracy

OFFICIAL LEARNING PARTNER:
• IFF