Wed, 15 Nov 2023

Today we continue to discuss Derivatives & Volatility, but we're also putting our focus on Portfolio Optimisation, Credit Risk, Computational Finance, and more!

Women in Quant: A structured analysis

The financial and strategic implications of the lack of diversity in both the workplace and the wider industry.

Stream: QuantMinds Plenary Stage

Time: 10:00

Speaker under the spotlight:

Diana Ribeiro

Quant Director, Citi

Recent Discoveries in Machine Learning and Pricing

Stream: Derivatives & Volatility

Time: 11:45

Speaker under the spotlight:

Jesper Andreasen

Kwantfather, Saxo Bank

Pricing climate change exposure with implications to portfolio management

Stream: 12:20

Time: 12:20

Speaker under the spotlight:

Grigory Vilkov

Professor of Finance, Frankfurt School of Finance and Management

Capital Valuation Adjustments

Stream: Credit Risk

Time: 11:45

Speaker under the spotlight:

Matthias Arnsdorf

Global Head of XVA & Counterparty Credit Risk Modelling, JP Morgan Chase

Latest Innovations in Deep Pricing

Stream: Computational Finance and ML

Time: 12:20

Speaker under the spotlight:

Youssef Elouerkhaoui

Managing Director, Global Head of Markets Quantitative Analysis, Citigroup

The Future of Work in the Quant Space

Stream: Discussion Roundtable Beta

Time: 18:05

Speaker under the spotlight:

Fabio Mercurio

Global Head of Quant Analytics, Bloomberg L.P.