Today’s institutional investors, banks and fund managers must grapple with market risk, credit risk, liquidity risk and operational risk in the face of changing regulatory requirements and an evolving landscape for support tools and technology.

As computer science and software engineering begin to trump math and physics as the core competencies in the contemporary quant’s toolbox, we are proud to continue our tradition of uniting leading quants, risk officers and portfolio managers to share cutting-edge research, strategies and approaches to managing, measuring and modeling risk.



  • Modeling the big picture – how will macroeconomic and geopolitical developments guide trading decisions in 2018 and beyond?
  • Smart beta, quantitative ETFs and dynamic indexing – using factors to improve performance
  • Quantamental – how can we apply new insights to capture alpha?
  • Stress testing – quantitative modeling, business intelligence tools and developing a global governance framework
  • The art of backtesting- techniques and war stories from practitioners


Frederic Boyer

Head of Quantitative Research, Global Credit

Marat Molyboga

Chief Risk Officer

Xiao Qiao


Bruce Kahn

Portfolio Manager

Juan Pablo Solórzano Margain

Global Marco Strategist

Sal Abbasi


Jimmy Yang

Global Head of Credit & Operational Risk Analytics

Alex Stefan Popovici

Head of Quantitative Trading