The Quantitative Finance Conference Spring Edition, 22nd - 30th March

WBS Training

15% Early Bird Discount until Friday 19th February 2021
Welcome to our new event for 2021: 2 streams, 40+ world class speakers, over 7 days. 
Selected Speakers:
  • VLADIMIR PITERBARG: MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets
  • PETER CARR: Professor and Dept. Chair of FRE Tandon, New York University
  • LAURA BALLOTTA: Reader, Financial Mathematics, Cass Business School
  • ALEXEI KONDRATYEV: Managing Director, Head of Data Analytics, Standard Chartered Bank
  • ALEXANDER SOKOL: Executive Chairman and Head of Quant Research, CompatibL
  • DAMIANO BRIGO: Chair in Mathematical Finance and Stochastic Analysis, Imperial College London, Dept. of Mathematics
  • IGOR HALPERIN: AI Research Associate, Fidelity Investments
  • MATTHEW DIXON: Stuart School of Business, Illinois Institute of Technology
  • PAUL BILOKON: Founder, CEO, Thalesians & Senior Quantitative Consultant, BNP Paribas
  • IOANA BOIER: Head of Quantitative Portfolio Solutions, Alphadyne Asset Management
  • KATHRIN GLAU: Lecturer in Financial Mathematics, Queen Mary University of London
  • PETTER KOLM: Professor, Courant Institute of Mathematical Sciences, NYU
  • RYAN FERGUSON: Founder & CEO, Riskfuel
  • ANDREY CHIRIKHIN: Head of Structured Credit QA, Barclays Investment Bank
  • HANY FARAG: Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC
  • ALEXANDRE ANTONOV: Chief Analyst, Danske Bank
  • ARTUR SEPP: Head of Research, Quantica Capital AG
  • NEDEEN ALSHARIF: PhD Student in Quantum Computing, UCL
  • GORDON LEE: XVA and Capital Quantitative Analyst, UBS
  • STÉPHANE CRÉPEY: Professor of Mathematics Université de Paris, Laboratoire de Probabilités, Statistique et Modélisation
  • IVAN ZHDANKIN: Systematic Trading, JPMorgan Chase & Co
  • IGNACIO RUIZ: Founder & CEO, MoCaX Intelligence
  • DAVID JESSOP: Head of Investment Risk, Columbia Threadneedle Investments EMEA APAC

Day 1 Streams: 

  • Machine Learning
  • Rates & Libor Reform

Day 2 Streams:

  • AI
  • xVA

Day 3 Streams:

  • Deep Learning / Neural Networks
  • Quantum Computing

Day 4 Streams:

  • Machine Learning
  • Quantum Computing

Day 5 Streams:

  • Volatility & Options
  • Portfolio & Trading Strategies

5 day format:

  • EST 8am – 12pm
  • GMT 2pm – 6pm
  • CET 3pm – 7pm
2 day complimentary Workshop 29th – 30th March:
  • “Practical Machine Learning for Quantitative Finance”

This conference will be hosted via Zoom for live chat and includes access to our online educational portal. At the end of each conference day the video lecture, and slides will uploaded online to continue the debate via the daily forum.

Post conference the recordings will be available via our online educational portal for 6 months.