Risk is proud to present Quant Congress USA 2015! 
- the 13th annual flagship event for senior professionals in quantitative risk and investment management!

Quant Congress USAThis summer, Quant Congress USA returns to New York offering a rewarding platform for quantitative finance professionals from banks, buy-side firms and academia to share their latest research and innovative solutions designed to tackle challenges coming from the regulatory changes and unbeatable market forces. Join us at Quant Congress USA to hear from carefully selected speakers who will present on the most cutting-edge industry research in risk and investment management.

Quant Congress USA is supported by Risk's editorial team and the esteemed Advisory Board of key industry practitioners and academics who oversee the agenda production process and help us identify practical and innovative topics to cover at the conference.

Quant Congress USA - 2015 Program

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2015 Quant Congress Speakers:

  • Richard Lindsey

    Richard Lindsey,
    Chief Investment Strategist,
    JANUS CAPITAL GROUP

  • Peter Carr

    Peter Carr,
    Managing Director,
    Global Head of Market Modeling,
    MORGAN STANLEY

  • Freddy Lim

    Freddy Lim,
    Managing Director,
    Global Head Of Derivatives Strategy,
    NOMURA

  • Attilio Meucci

    Attilio Meucci
    Chief Risk Officer, KKR and Founder, SYMMYS

  • Marco Avellaneda

    Marco Avellaneda,
    Professor Of Mathematics, Courant Institute, NEW YORK UNIVERSITY

  • Bruno Dupire

    Bruno Dupire,
    Head Of Quantitative Research, BLOOMBERG

  • Dariush Mirfendereski

    Dariush Mirfendereski,
    Managing Director, Global Head of Inflation Trading, HSBC

  • John Arabadjis

    John Arabadjis,
    Managing Director, GX Labs, STATE STREET

Reasons to attend:

  • Examine how regulatory scrutiny changes the role of quantitative risk manager.
  • Hear from top quantitative portfolio managers sharing insights on alpha generation, beta strategies and portfolio optimization.
  • Sharpen your skills in full-day, tutor-led workshops on two crucial topics - The US regulatory stress-testing and Counterparty risk optimization.
  • Get timely updates on interest rate and volatility modelling, counterparty credit risk, stess-testing, DFAST/CCAR, FRTB and much more.

Company types:

  • Investment Banks
  • Commercial Banks
  • Hedge Funds
  • Asset Management Companies
  • Insurance Companies
  • Pension Funds
  • Energy Companies
  • Derivatives and Risk Management Software
  • Technology and Data Vendors
  • Financial Consultants
  • Exchanges
  • Clearing Houses
  • Academic institutions and Universities

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