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Event Date |
Mon Nov 7 EET - Thu Nov 10 EET (over 2 years ago)
In your timezone (EDT): Sun Nov 6 5:00pm - Wed Nov 9 5:00pm |
Location |
W Barcelona
Plaça Rosa Del Vents 1, Final, Passeig de Joan de Borbó, 08039 Barcelona, Spain |
Region | EMEA |
Explore modelling, trading, machine learning, data and more at the world's leading quantitative finance conference
QuantMinds International is the most significant event for quants from around the world, bringing together leading practitioners and academics.
It's an invaluable opportunity to move quant models forward and after a 2 year break, the community is keen to meet face-to-face to delve into the latest thought leadership on pricing and volatility, to alpha generation and machine learning.
2022 Speakers
Bruno Dupire
Head of Quantitative Research, Bloomberg L.P.
Jessica James
Managing Director, Senior Quantitative Researcher, Commerzbank AG
Cassie Kozyrkov
Chief Decision Scientist, Creator of the Making Friends with Machine Learning Series, Google
Marcos Lopez de Prado
Global Head - Quantitative R&D, Abu Dhabi Investment Authority (ADIA)
Ed Altman
Max L. Heine Professor of Finance, Stern School of Business, New York University and Co-Founder, Wiserfunding, Ltd.
Alex Lipton
Global Head, Quantitative R&D, Abu Dhabi Investment Authority (ADIA)
Leif Andersen
Global Co-Head Of Quantitative Strategies Group, Bank of America
Sylvain Forté
CEO, SESAMm
Alexandre Antonov
Quantitative Research & Development Lead, ADIA
Carol Alexander
Professor, University of Sussex
Fabrizio Anfuso
Senior Technical Specialist, Bank of England
Rama Cont
Professor of Mathematics and Chair of Mathematical Finance, University of Oxford
Sébastien Bossu
Professor of Finance, Worcester Polytechnic Institute
Roza Galeeva
Senior Lecturer Department of Applied Mathematics and Statistics, Johns Hopkins University
Jim Gatheral
Presidential Professor of Mathematics, Baruch College, CUNY
Sebastian Cassel
Head of Valuation Model Risk, BNP Paribas
Julien Guyon
Professor, Ecole des Ponts ParisTech
John Hull
Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
Christian Kappen
Manager, d-fine
Chris Kenyon
Global Head of Quant Innovation, MUFG Securities
Nicolo Marini
Proprietary Trader - Macro Risk Management, Intesa Sanpaolo
Andrew McClelland
Director, Quantitative Research, Numerix
Fabio Mercurio
Global Head of Quant Analytics, Bloomberg L.P.
Aitor Muguruza
Head of Scientific Research and Data Analytics, Kaiju Capital Management
Michael Pykhtin
Manager, Policy Research and Analytics, U.S. Federal Reserve Board
Marco Scaringi
Quantitative Analyst, Intesa Sanpaolo
Uwe Naumann
Professor Of Computer Science, RWTH Aachen University
Wim Schoutens
Professor Of Financial Engineering, University of Leuven
Alexander Sokol
Head of Quant Research, CompatibL
Daniel Arrieta Rodriguez
Model Validation Senior Quant, Santander
Saeed Amen
Cofounder, Turnleaf Analytics, Turnleaf Analytics
Behzad Alimoradian
Head of Risk Analytics, Valerian Capital
Elisa Alòs Alcalde
Associate Professor, Universitat Pompeu Fabra (UPF)
Matthias Arnsdorf
Global Head of XVA & Counterparty Credit Risk Modelling, JP Morgan Chase
Argimiro Arratia
Associate Professor of Computational Finance, Polytechnical University of Catalunya
Katia Babbar
Co-Founder, Immersive Finance
Hamza Bahaji
Head of Financial Engineering and Investment Solutions, Amundi ETF, Indexing & Smart Beta, Amundi
James Baker
Product Manager, Suite, LLC
Laura Ballotta
Senior Lecturer in Financial Mathematics, Cass Business School (QM Advisory Board Member only)
Dominique Bang
Managing Director, Bank of America
Viatcheslav Belyaev
Senior Quantitative Analyst, U.S. Bank
Daniele Bernardi
CEO, Diaman Partners
Marco Bianchetti
Head of Internal Model Market Risk, Intesa Sanpaolo
Gabriele Biasin
Junior Proprietary Trader & Quant Analyst, Banca Sella Holding SPA
Jonathan Billow
Assistant Vice President – Hong Kong, Selby Jennings
Ioana Boier
Senior Principal Solutions Architect / Applied Researcher - Financial Services, NVIDIA
Svetlana Borovkova
Head of Quantitative Modelling at Probability & Partners and Associate Professor, Vrije Universiteit Amsterdam
Luca Capriotti
Managing Director - Global Head Quantitative Strategies Credit, Credit Suisse
Jonathan Chan
Quantitative Researcher, Kaiju Capital Management
Andrey Chirikhin
Head of Structured Credit Quantitative Analytics, Barclays Investment Bank
Vladimir Chorniy
Senior Technical Lead, BNP Paribas
William Clements
Head of Machine Learning, ORCA Computing
Stéphane Crépey
Professor of Mathematics, Université Paris Cité, Laboratoire de Probabilités, Statistique et Modélisation (LPSM)
Giuliano De Rossi
Head of Portfolio Analytics in Prime Services, Goldman Sachs
Robert De Witt
Managing Director, Head of Quantitative Strategies and Data Group for EMEA Equities Execution, Bank of America
Lauren Dennis
Vice President – USA, Selby Jennings
Thomas Dierckx
PhD candidate, University of Leuven - Belgium
Alberto Elices
Senior Loan Pricing and Product Development Officer, European Investment Bank
Youssef Elouerkhaoui
MD, Global Head of Markets Quantitative Analysis, Citigroup
Matthias Fahrenwaldt
Quantitative Risk Modelling, Federal Financial Supervisory Authority (BaFin)
Maurizio Garro
Senior Lead, IBOR Transition Programme, Lloyds Banking Group
Dmitri Goloubentsev
CTO | Head of Automatic Adjoint Differentiation, Matlogica
Peter Hafez
Chief Data Scientist, Raven Pack
Jon Hill
Adjunct Professor of Model Risk Management, NYU-Tandon School of Financial Risk Engineering
Julien Hok
Quantitative Analyst, Investec Bank
Brian Huge
Senior Specialist Quant, Saxo Bank
Diana Iercosan
Principal Economist, Federal Reserve Board
Andrey Itkin
Quantitative Research and Development Lead, ADIA
Udesh Jha
Managing Director, Head of Post-Trade Services, CME Group
Aymeric Kalife
CEO and Founder, iDigital Partner
Valery Kholodnyi
Chief Risk Officer, ValeRysk
Sergei Kucherenko
Senior Research Fellow, Imperial College London
Simon Maertens
PhD candidate, RWTH Aachen University
Daniel Mayenberger
CIB Data, Analytics & AI, J.P. Morgan
Paul McCloud
Head of Global Fixed Income Quantitative Research’, Nomura
Nadhem Meziou
Head of Fixed Income Quantitative Research, Natixis
Martina Moretti
Senior Quantitative Analyst, Generali Investments
Andrea Nardon
Chief Investment Officer, Creed & Bear
Caio Natividade
MD, Global Head of QIS Research, Deutsche Bank
Gregory Pelts
Global Analytics & Financial Engineering, Scotia Bank
Vladimir Piterbarg
MD, Head of Quantitative Analytics & Development, NatWest Markets
Holger Plank
Partner, d-fine
Makar Pravosud
PhD candidate, Pompeu Fabra University
Mirela Predescu
Head, Risk Analytics and Modelling: Credit/Repo Stream, BNP Paribas
Felix Prenzel
PhD Student, University of Oxford
Thomas Raffinot
Head of Core Investment & Lab Engineering, AXA Investment Managers
Diana Ribeiro
Quant Director, Citi
Matteo Rolle
Head of Crossmarket Trading & Machine Learning, Banca Sella Holding
Aurelio Romero-Bermudez
Quantitative Analyst - Market Risk Modelling, ABN AMRO Bank N.V.
Matthew Rooney
VP, Head of Quant Analytics Europe, Selby Jennings
Mathieu Rosenbaum
Resident Professor, Ecole Polytechnique
Bouazza Saadeddine
Quantitative Analyst, Crédit Agricole CIB
Carlo Sala
Assistant Professor of Finance at the Department of Economics, ESADE Business School
Manola Santilli
Market Risk Analyst, Intesa Sanpaolo
Filipe Andre Santos
Quantitative Research Analyst, BNP Paribas
Antoine Savine
Upcoming head of macro analytics, leading buy-side institution
Sebastian Schnitzler
Senior Supervisor, Single Supervisory Mechanism (SSM), Federal Financial Supervisory Authority (BaFin)
Artur Sepp
Head Systematic Solutions and Portfolio Construction, Sygnum Bank
Ilya Sheynzon
Vice President, Quantitative Researcher in Quantitative Strategies and Data Group for EMEA Equities Execution, Bank of America
Sumit Sinha
Senior Director, Quant Risk Management, CME Group
Colin Turfus
Senior Quantitative Analyst, Deutsche Bank
Eva Verschueren
PhD candidate, University of Leuven - Belgium
Vlasios Voudouris
Chief Data Officer, Argus Media
Milena Vuletić
DPhil Candidate, University of Oxford
Erik Vynckier
Board Member, Chair of the Investment Committee, Foresters Friendly Society and Institute and Faculty of Actuaries
Tyler Ward
Adjunct Professor, NYU Tandon
Sander Willems
Quantitative Analyst, RBC Capital Markets
Jun Yuan
Managing Director, Global Risk Analytics, Royal Bank of Canada
Valer Zetocha
Head of Quantitative Services for Equity and FX, ED, Julius Baer
Jingyan Zhang
PhD candidate, University of Leuven - Belgium
Yosef Zweibach
Chief Operating Officer of Quantitative Strategies, Walleye Capital
2022 Partners
PRINCIPAL PARTNER:
• Abu Dhabi Investment Authority
PARTNER:
• Numerix
ASSOCIATE PARTNERS:
• Argus Media
• Beacon Platform
• CME Group
• CompatibL
• d-fine
• Murex
• RavenPack
• SESAMm
• SigTech
• Suite
TALENT PARTNER:
• Selby Jennings