Quant Congress USA is the leading showcase for the latest innovations in derivatives pricing, trading and risk management. Risk Magazine’s annual flagship conference, provides an invaluable insight into quantitative strategies adopted by leading financial institutions to mitigate risk, manage portfolio risk and increase yield.
Over the last eight years, the congress has proved to be a perfect meeting point for innovative new research, practical applications and developed specifically to answer the most urgent questions facing the quantitative finance community worldwide.
Quant Congress USA is a two-day two-streamed congress focused on the most cutting-edge quantitative research being carried out in the field of derivatives modelling, quantitative trading and investment strategies by leading academics, banks, investment management firms and hedge funds. This conference is produced in close consultation with respected academics and practitioners, to ensure that all information delivered is of the highest quality and topicality.
Don’t miss a combination of keynotes, plenary discussions, case studies and master class presentations in five dedicated topic areas:
Two separately bookable pre-congress seminars will cover:
Over the last eight years, the congress has proved to be a perfect meeting point for innovative new research, practical applications and developed specifically to answer the most urgent questions facing the quantitative finance community worldwide.
Quant Congress USA is a two-day two-streamed congress focused on the most cutting-edge quantitative research being carried out in the field of derivatives modelling, quantitative trading and investment strategies by leading academics, banks, investment management firms and hedge funds. This conference is produced in close consultation with respected academics and practitioners, to ensure that all information delivered is of the highest quality and topicality.
Don’t miss a combination of keynotes, plenary discussions, case studies and master class presentations in five dedicated topic areas:
- Advances and quantitative techniques in credit risk
- Quantitative strategies for pricing of derivatives
- Advances in quantitative trading techniques
- Latest innovation in risk management and measurement
- Quantitative portfolio risk management and alternative asset investment
Two separately bookable pre-congress seminars will cover:
- Risk modelling of structured products and correlation
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Keynote Speakers |
Hear from some of the biggest names in quantitative finance: |
 Neil ChrissManaging Director, QuantitativeStrategies, SAC CAPITAL MANAGEMENT  Ioannis KaratzasEugene Higgins Professor of Applied Probability, COLUMBIA UNIVERSITY Quant Congress Advisory Board
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 Robert AlmgrenPrincipal, Electronic Trading Services, BANC OF AMERICA SECURITIES and Director, Master of Mathematical Finance Program, UNIVERSITY OF TORONTO  Mark CarhartCo-Head of Quantitative Strategies, GOLDMAN SACHS ASSET MANAGEMENT  Mark MuellerHead of Quantitative Research, Global Fixed Income, GMO  Vladimir PiterbargHead of Fixed-Income Quantitative Research, BARCLAYS CAPITAL Risk Magazine 2006 Quant of the Year  Jorge SobehartManaging Director, Global Risk Architecture, CITIGROUP |
Sponsorship details:
Sponsoring or exhibiting at this event will enhance your organisation’s presence and enable you to maximize your profile with the right audience. To find out how your organisation could benefit from sponsoring and exhibiting at this event, please contact Nick Wakefield on +44 (0) 207 484 9798 via email: nick.wakefield@incisivemedia.com
Sponsoring or exhibiting at this event will enhance your organisation’s presence and enable you to maximize your profile with the right audience. To find out how your organisation could benefit from sponsoring and exhibiting at this event, please contact Nick Wakefield on +44 (0) 207 484 9798 via email: nick.wakefield@incisivemedia.com
