Conference Description:

The quant playing field has been gradually changing over the years, and now we can see where many quants have shifted their focus. One of the big trends is the proliferation of machine learning in finance and its application in trading, asset allocation, stock selection, portfolio optimisation, risk management and compliance - to name just a few areas. We have also seen the buy-side adopting a more systematic approach to money management creating a fertile ground.

URLs:
Tickets: https://go.evvnt.com/235787-1?pid=154
Brochure: https://go.evvnt.com/235787-4?pid=154

Time: 08:30 to 16:40

Prices:
2 Day Conference + Pre AND Post Workshops: USD 3999.0,
2 Day Conference + Pre OR Post Workshops: USD 3599.0,
2 Day Conference Only: USD 3199.0,
Pre OR Post Workshop: USD 999.0

Speakers: Luca Capriotti, Global Head Quantitative Strategies Credit and Financing, CREDIT SUISSE, Peter Carr, Chair of the Finance and Risk Engineering Department, NYU TANDON SCHOOL OF ENGINEERING, Mauro Cesa, Quant Finance Editor, RISK.NET, Jim Gatheral, Presidential Professor of Mathematics, Baruch College - CUNY, Igor Halperin, Research Professor of Financial Machine Learning, NYU TANDON SCHOOL OF ENGINEERING, Marcos Lopez de Prado, Chief Executive Officer, TRUE POSITIVE TECHNOLOGIES, Dilip Madan, Professor of Finance at the Robert H. Smith School of Business, UNIVERSITY OF MARYLAND, Stefano Pasquali, Managing Director, Head of Liquidity Research, BLACKROCK , Leif Andersen, Global Co-Head of The Quantitative Strategies Group, BANK OF AMERICA MERRILL LYNCH, Rama Cont, Professor of Mathematics and Chair of Mathematical Finance, IMPERIAL COLLEGE LONDON, Vasil Denchev, Chief Quantum Software Architect, GOOGLE, Suresh Baral, Managing Director, PROTIVITI, Jonathan Briggs, Senior Portfolio Manager, Quantitative Equities, Public Market Investments, CANADA PENSION PLAN INVESTMENT BOARD, Vern Brownell, Chief Executive Officer, D-WAVE SYSTEMS, Arik Ben Dor, Head of Quantitative Equity Research, BARCLAYS, Indrani De, Managing Director, Macro and Country Risk, TIAA, Peg DiOrio, Head of Quantitative Equity, VOYA INVESTMENT MANAGEMENT, Santiago Garcia, Director - Quantitative Analyst, WELLS FARGO, Julien Guyon, Senior Quant, BLOOMBERG, Bernhard Hientzsch, Head of Model, Library, and Tools Development for Corporate Model Risk, WELLS FARGO, Andrey Itkin, Director, Senior Quant Research Associate, BANK OF AMERICA, Petter Kolm Director of the Mathematics in Finance Masters Program, NEW YORK UNIVERSITY, George Lentzas, Chief Data Scientist SPRINGFIELD CAPITAL MANAGEMENT, Yadong Li Managing, Director, Head of Portfolio Central, Quantitative Analytics, BARCLAYS CAPITAL, Julia Litvinova, Head of Model Validation and Analytics, Managing Director, STATE STREET, Fabio Mercurio, Head of Quant Analytics, BLOOMBERG, Miquel Noguer Alonso, Adjunct Assistant Professor, COLUMBIA UNIVERSITY, Greg Pelts, Quant, WELLS FARGO, Ken Perry, Former Chief Risk Officer , Michael Pykhtin Manager, Quantitative Risk U.S. FEDERAL RESERVE BOARD, Ronnie Shah, Head of US Quantitative Research, DEUTSCHE BANK, Gurraj Singh Sangha, Quantamental Global Macro Portfolio Manager, STATE STREET, Michael Sotiropoulos, Managing Director, Global Markets, DEUTSCHE BANK, Ben Steiner, Head of Quantitative Strategies, CIT GROUP, Vasily Strela, Global Head of FICC Quantitative Strategies, RBC CAPITAL MARKETS, Pietro Toscano, Senior Risk Manager, OPPENHEIMERFUNDS, Leon Xin, Head of Risk and Portfolio Construction and Hedge Fund Strategist, JP MORGAN ASSET MANAGEMENT