The 17th Quantitative Finance Conference 2021 | WBS Training | 17 November 2021 | Online Event

We are delighted to announce that we are finally heading to Dubrovnik, Croatia in November 2021. Our in-person 3 streamed conference is back, complete with our legendary gala dinner.

The workshop day on Wednesday 17th November will be complimentary, on a first come first served basis.

2021 Speakers

Jesper Andreasen
Kwant Daddy! Global Head of Quantitative Research, Saxo Bank

Peter Car
Professor and Dept. Chair of Fre Tandon, New York University

Katia Babbar
University of Oxford”, Academic Visitor & “quantbright” Consultant

Vladimir Piterbarg
Md, Head of Quantitative Analytics and Quantitative Development, Natwest Markets

Blanka Horvath
Lecturer, King’s College London and Researcher, the Alan Turing Institute

Matthias Arnsdorf
Global Head of Counterparty Credit Risk Quantitative Research, J.p. Morgan

Alexander Sokol
Executive Chairman and Head of Quant Research, Compatibl

Alexandre Antonov
Chief Analyst, Danske Bank

Jon Gregory
Independent Xva Expert

Andrew Green
Managing Director and Xva Lead Quant, Scotiabank

Ignacio Ruiz
Head of Counterparty Credit Risk Measurement and Analytics, Scotiabank

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

Adolfo Montoro
Director, Global Market Risk Analytics, Bank of America

Artur Sepp
Head Systematic Solutions and Portfolio Construction, Sygnum Bank

Petter Kolm
Professor, Courant Institute of Mathematical Sciences, Nyu

Andrey Chirikhin
Head of Structured Credit Qa, Barclays Investment Bank

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

Marc Henrard
Managing Partner Murisq Advisory and Visiting Professor, University College London

Lech Grzelak
Quantitative Analyst, Rabobank and Assistant Professor, Tudelft

Navin Rauniar
Advisory Partner Focusing on Libor, Esg, Climate Risk & Tcfd, Hsbc

Antoine Savine
Chief Quantitative Analyst, Danske Bank

Brian Norsk Huge
Senior Specialist Quant, Saxo Bank

Jörg Kienitz
Finciraptor, Acadiasoft, University of Wuppertal and Cape Town

Julien Guyon
Senior Quant, Bloomberg L.p.

Ryan Ferguson
Founder & Ceo, Riskfuel

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

Juliusz Jabłecki
Divisional Head, Narodowy Bank Polski

Manola Santilli
Market Risk Manager, Intesa Sanpaolo

Jos Gheerardyn
Co-founder and Ceo, Yields.io

Mariano Zeron
Head of Research and Development: Mocax Intelligence

Dmitri Goloubentsev
Head of Automatic Adjoint Differentiation, Matlogica

Shengyao Zhu
Senior Quantitative Analyst, Xva Trading Desk, Nordea

Saeed Amen
Founder: Cuemacro

Marco Scaringi
Quantitative Analyst, Risk Management, Intesa Sanpaolo

Stéphane Crépey
Professor of Mathematics Université De Paris, Laboratoire De Probabilités, Statistique Et Modélisation

Christian Fries
Head of Model Development, Dz Bank

2021 Sponsors

• Compatibl
• Yields I.O
• RiskFuel
• MocaX