Nice, The 14th Quantitative Finance Conference, 26th, 27th & 28th September 2018

The 14th Quantitative Finance Conference

Nice, France: 26th, 27th & 28th September 2018

Special offer When two colleagues attend the 3rd goes free!


Thursday 27th September 2018

• XVA, MVA & Initial Margin Stream

• Machine Learning & Quantum Computing Techniques Stream

• Volatility & Modelling Techniques Stream

Friday 28th September 2018

• XVA, MVA & Initial Margin Stream

• Machine Learning & Quantum Computing Techniques Stream

• Algorithmic & Computational Techniques Stream

Wednesday 26th September: Workshops:

Machine Learning in Finance: A Practical View by Miquel Noguer Alonso: Columbia University

Machine Learning Applications in the XVA Space by Andrew Green: XVA Lead Quant, Scotiabank

Advanced Adjoint Algorithmic Differentiation (AAD) by Uwe Naumann: RWTH Aachen University


Georgios Papaioannou: Trading Strategist, Bank of America Merrill Lynch

Vacslav Glukhov: Executive Director, Linear Quantitative Research, Global Equities, J.P. Morgan

Jesper Andreasen: Global Head Of Quantitative Research, Saxo Bank  

Vladimir Piterbarg

Abdel Lantere: Data Scientist, Quantitative Consultant, HSBC 

Michael Pykhtin: Manager, Quantitative Risk, Federal Reserve Board

Riccardo Rebonato: Professor of Finance, EDHEC Business School

Miquel Noguer Alonso: Adjunct Assistant Professor, Columbia University 

Alexei Kondratyev: Managing Director Financial Markets, Standard Chartered Bank

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

Julien Guyon: Senior Quant, Bloomberg L.P. 

Ignacio Ruiz: Founder & CEO, MoCaX Intelligence

Alexander Antonov: Director, Standard Chartered Bank

Jon Gregory: Independent, xVA Expert 

Andrea Pallavicini: Head of Equity, FX and Commodity models, BANCA IMI

Dominique Bang: Head of Interest Rates Vanilla Modelling, Bank of America Merrill Lynch

Christian Fries: Head of Model Development, DZ Bank

Andrew Green: Managing Director and XVA Lead Quant, Scotiabank 

Massimo Morini: Head of Interest Rate and Credit Models, Gruppo Intesa Sanpaolo

Jörg Kienitz: Partner, Quaternion Risk Management

Justin Ware: NAG

Jan Novotny: eFX Quant, Global Banking and Markets, HSBC

Juliusz Jablecki: Divisional Head, Narodowy Bank Polski  

Uwe Naumann: Professor for Computer Science, RWTH Aachen University

Martin Engblom: Co CEO triCalculate, TriOptima, a NEX Group Company  

Assad Bouayoun: Senior XVA Quantitative Consultant, HSBC Global Banking and Markets

Gilles Artaud: Market and Counterparty Risk, Credit Agricole-CIB

Paul Bilokon: Founder, CEO,Thalesians

Antoine Savine: Quantitative Research, Danske Bank

Andrey Chirikhin: Founder at Quantitative Recipes

Nikolai Nowaczyk: Senior, Consultant, Quaternion Risk Management

Sheir Yarkoni: Data Scientist, D-Wave Systems Inc 

Important Notes:

Main Conference presentation files on USB memory sticks will be provided on arrival. The Main Conference files will also be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you.

Also, Wi-Fi access will be available at the venue to view presentations on laptops and mobile devices.

Conference Bookings: Discount Structure

  • When 2 colleagues attend the 3rd goes free!
  • Super Early Bird Discount: 25% Until 18th May
  • Early Bird Discount: 20% Until 20th July
  • Early Bird Discount: 10% Until 7th September
  • Main Conference + Workshop (£150 Discount)
  • 70% Academic Discount (FULL-TIME Students Only)