Nice, The 14th Quantitative Finance Conference (previously Fixed Income), 26th, 27th & 28th September 2018

The 14th Quantitative Finance Conference (previously Fixed Income)

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


Thursday 27th September 2018

Friday 28th September 2018

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

Invited & Confirmed Presenters:

Daniel Giamouridis

Global Head of Scientific Implementation

Bank of America Merrill Lynch  

Vacslav Glukhov

Executive Director, Linear Quantitative Research, Global Equities

J.P. Morgan

Jesper Andreasen

Former Global Head Of Quantitative Research

Danske Bank 

Abdel Lantere

Data Scientist, Quantitative Consultant


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

Pierre Henry-Labordere

Quant, Global Markets Quantitative Research

Société Générale

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 


Standard Chartered Bank

Jon Gregory


xVA Expert 

Andrew Mcclelland 

Director, Quantitative Research


Justin Chan

Quantitative Strategy, Adaptiv, 


Andrea Pallavicini

Head of Equity, FX and Commodity models


Christian Fries 

Head of Model Development

DZ Bank

Andrew Green 

Managing Director and XVA Lead Quant


Massimo Morini 

Head of Interest Rate and Credit Models 

Gruppo Intesa Sanpaolo

Peter Jaeckel

Deputy Head Of Quantitative Research

VTB Capital 

Juliusz Jablecki

Divisional Head

Narodowy Bank Polski  

Uwe Naumann

Professor for Computer Science

RWTH Aachen University

Davide Venturelli

Quantum Computing Lead

NASA-USRA Quantum AI Lab 

Martin Engblom

Co CEO triCalculate 

TriOptima, a NEX Group Company  

Assad Bouayoun

Director, XVA Senior Quant


Gilles Artaud

Market and Counterparty Risk

Credit Agricole-CIB

Paul Bilokon

Founder, CEO,Thalesians

Senior Quantitative Consultant, BNP Paribas

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)