Risk magazine is delighted to announce the next annual Quant Congress USA 2013, the conference, thought for quantitative finance professionals, that is opening its doors in New York for the 11th time.
Quantitative finance has taken on several new challenges in the past five years, and has been forced to re-write from scratch some of its paradigms.
We now live in a multi-curve world where the risk-free rate is no longer a fundamental ingredient in pricing models. Trades are collateralized. Deals need to take counterparty credit risk into account. However, in this new environment several issues are still open and the debate is on-going.
Quant Congress USA 2013 is a premier industry event to discuss emerging trends in risk and covers latest quantitative research which will be presented by senior quants from leading financial institutions and universities, including Risk's Quant of the Year winners gathering in July to share their latest finding and best practice.
Speakers will include:
Keynote speaker: Robert A. Jarrow, Professor of Finance, CORNELL UNIVERSITY
Keynote speaker: Erozan Kurtas, Head of Group Monitoring HFT, SEC
Keynote speaker: Bruno Dupire, Head of Quantitative Research, BLOOMBERG
Keynote speaker: Dilip Madan, Professor of Finance, ROBERT H. SMITH SCHOOL OF BUSINESS, UNIVERSITY OF MARYLAND
Plenary address: Marcos Lopez de Prado, Head of Quantitative Trading, HESS ENERGY TRADING COMPANY, and Research Affiliate, LAWRENCE BERKELEY NATIONAL LABORATORY
- Peter Carr, Managing Director, MORGAN STANLEY
- Ahmet Yetis, Director, BLACKROCK
- Jorge R. Sobehart, Managing Director, Credit and Operational Risk Analytics, CITI
- Luca Capriotti, Director, Investment Banking Division, CREDIT SUISSE GROUP
- Alireza Javaheri, Head of Equities Quantitative Research Americas, J.P. MORGAN
- Dongsheng Lu, Managing Director, BNY MELLON
- Roger Lee, Professor of Finance, CHICAGO UNIVERSITY