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

Streams:

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

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


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 

Director

Standard Chartered Bank


Jon Gregory

Independent 

xVA Expert 


Andrew Mcclelland 

Director, Quantitative Research

Numerix


Justin Chan

Quantitative Strategy, Adaptiv, 

FIS


Andrea Pallavicini

Head of Equity, FX and Commodity models

BANCA IMI


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


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

Scotiabank 


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)