Speakers

Keynote Speakers

Darrell Duffie

Dean Witter Distinguished Professor of Finance, Graduate School of Business, STANFORD UNIVERSITY

Robert Jarrow

Professor of Finance and Economics, CORNELL UNIVERSITY (Risk Awards 2009, Lifetime Achievement)

Sanjay Sharma

Chief Risk Officer, Global Arbitrage and trading, RBC CAPITAL MARKETS


Plenary Speakers

Bruno Dupire

Head of Quantitative Research, BLOOMBERG (Risk Awards 2008, Lifetime Achievement)

Dilip Madan

Professor of Mathematical Finance, Robert H.Smith School of Business, UNIVERSITY OF MARYLAND (Risk Awards...


Guest Speaker

Marcos Lopez de Prado

Head of High Frequency Futures Trading, TUDOR INVESTMENT CORPORATION


Speakers

Peter Carr

Managing Director, Global Head of Market Modeling, MORGAN STANLEY; Executive Director, Masters in Math...

Eduardo Canabarro

Managing Director, MORGAN STANLEY

Rama Cont

Director, Center for Financial Engineering, COLUMBIA UNIVERSITY

Maneesh Deshpande

Managing Director, Americas Equity Derivatives Strategy BARCLAYS CAPITAL

Alexander Eydeland

Managing Director, MORGAN STANLEY

Marc Groz

Managing Director, SPM

Vivek Kapoor

Multi-Asset & Hybrids Trader,CITI

Petter Kolm

Director, Mathematics in Finance Masters program Courant Institute of Mathematical Sciences, NYU

Mark Kritzman

President and CEO, WINDHAM CAPITAL MANAGEMENT

Attilio Meucci

Chief Risk Officer, KEPOS CAPITAL

Fabio Mercurio

Head of Quant Business Managers, BLOOMBERG

Christopher Nolle

Christopher Nolle, Head of NY Quantitative Research, NATIXIS

Elliot Noma

Managing Partner, GARRETT ASSET MANAGEMENT

Evan Picoult

Managing Director, Risk Architecture, CITI; Adjunct Professor, COLUMBIA UNIVERSITY BUSINESS SCHOOL

Dmitry Pugachevsky

Former Head of Counterparty Credit Modeling, JP MORGAN

Michael Pykhtin

Senior Economist, FEDERAL RESERVE BOARD

Dmitry Rakhlin

Head of Quantitative Trading, ALLIANCE BERNSTEIN

Eric Reiner

Managing Director, UBS

Dan Rodriguez

Chief Risk Officer, CREDIT SUISSE

Tim Wilson

Chief Risk Officer, CAXTON ASSOCIATES

Krzysztof Wolyniec

Managing Partner, MILLWRIGHT CAPITAL MANAGEMENT


Seminar Speakers

Robert Almgren

Co-Founder and Head of Research, QUANTITATIVE BROKERS and Visiting Scholar and Adjunct professor in Financial...

Marco Avellaneda

Professor of Mathematics, Courant Institute of Mathematical Sciences, NYU (Risk Awards 2010, Quant of...

Helyette Geman

Director, Commodity Finance Centre, University of London & ESCP Europe; Member of the Board of the UBS...