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
Head of Quantitative Research, Global Credit
Chief Risk Officer
Juan Pablo Solórzano Margain
Global Marco Strategist
Global Head of Credit & Operational Risk Analytics
Alex Stefan Popovici
Head of Quantitative Trading