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Global Derivatives Trading & Risk Management Event

Addressing the latest developments with Advanced Pricing, Hedging & Risk Management of Equity

What’s New for 2015?

The industry is changing and many quants, in banks and buy side firms, no longer spend their days pricing derivatives but are instead working in risk management, regulation or algorithmic trading. To reflect this, while we will continue to have sessions on derivatives pricing, stochastic volatility and traditional quantitative modelling topics, the agenda for the 2015 event will include a much broader range of topics and will cover four key areas:

  • Derivatives Pricing
  • Regulation, Risk Management & Capital Optimisation
  • Quantitative Investment Strategies & Portfolio Optimisation
  • Algorithmic Trading

The 2015 Agenda Will Include More Focus On:

  • Regulation: including quantitative approaches to capital optimisation, Prudential Valuation and the Fundamental Review of the Trading Book
  • Clearing & Collateral: including developing an industry-standard initial margin model, collateral optimisation and the market impact of new clearing and collateral requirements
  • Risk Management: including liquidity risk management, model risk, econometric modelling and hedging
  • Correlation: including dependence modelling, hedging and risk management, stochastic correlation and correlation skew

NEW Speakers Include:

  • Ed Fishwick, Managing Director & Global Co-Head Of Risk & Quantitative Analysis, BLACKROCK
  • Marcos Lopez de Prado, Senior Managing Director, GUGGENHEIM PARTNERS
  • Chris McHugh, Managing Director, Global Head Of Counterparty Exposure Management, HSBC
  • Che Hang Yiu, Portfolio Manager, AHL / MAN SYSTEMATIC STRATEGIES
  • Steven Englander, Managing Director & Global Head Of G10 FX Strategy, CITI
  • Gerben de Zwart, Head Of Quantitative Equity Research, APG
  • Domenico Mignacca, Head Of Risk Management, EURIZON CAPITAL
  • Svetlana Borovkova, Associate Professor, FREE UNIVERSITY OF AMSTERDAM
  • Macros Carreira, Head Of Traded Risk, HSBC BRAZIL
  • Manlio Trovato, Head Of Rates Quantitative Research, LLOYDS BANKING GROUP
  • Marc Jeannin, Head Of Optimum Capital Risk Analytics, NOMURA

NEW For 2015 - Engaged Conversations

Throughout Day 1 and 2 of the main conference there will be a series of discussion groups and strategy labs taking place giving you the chance to examine the future of the industry and discover practical solutions to the challenges you face. These new, interactive sessions will give you more opportunities than ever to hear from the superstars of quant finance. Speakers including Peter Carr, Jim Gatheral and Alex Lipton will, in addition to their presentations, be leading small interactive discussion groups, giving you the chance to discuss the specific challenges you are facing and get your question answered by the experts!


NEW Guest Speakers Offering Invaluable Insights:

  • Hersh Shefrin, Mario L. Belotti Professor Of Finance, SANTA CLARA UNIVERSITY
    Hersh Shefrin is one of the pioneers in the behavioral approach to economics and finance. CFO magazine described him as one of the academic stars of finance. An article in the American Economic Review listed him as one of the top fifteen economic theorists to have influenced empirical work. J.P. Morgan Chase recognized his behavioral finance book Beyond Greed and Fear as one of the top ten books published since 2000.

    Prof. Shefrin will be discussing Investors’ Judgments, Sentiment & Derivatives.

  • Willem Buiter, Global Chief Economist, CITIGROUP
    One of the world’s most distinguished macro economists, Willem Buiter was previously Professor of Political Economy at the London School of Economics and is a widely published author on economic affairs. Between 2005 and 2010, he was an advisor to Goldman Sachs. Prior to this, Willem was Chief Economist for the European Bank for Reconstruction & Development and a founder external member of the Monetary Policy Committee of the Bank of England. He was awarded the CBE in 2000 for services to economics.

    Prof. Buiter will be discussing Rates, Recovery & The Global Economic Outlook.

  • Bronwen Maddox, Editor & Chief Executive, PROSPECT MAGAZINE
    Formerly an investment banker, Bronwen Maddox is Editor and Chief Executive of Prospect magazine, a leading current affairs and culture title based in the UK. Previously, she was Chief Foreign Commentator of The Times and was also the paper’s Foreign Editor between 1999 and 2003, during which time she supervised the paper’s coverage of the Kosovo war, the Sierra Leone war, the second Palestinian intifada, and September 11. From 1996 to 1999, she was The Times’ US Editor and Washington Bureau Chief. Before becoming a journalist, Bronwen was a Director at Kleinwort Benson Securities for five years.

    Bronwen will be discussing Assessing Geopolitical Risk Hotspots Around The World: The Big Trends Shaping The World In The Coming Years.

View the latest programme for the world's leading Derivatives Trading & Risk Management event.



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For more details, please contact Stephen Ashiotis on sashiotis@icbi.co.uk

If you are a full-time academic, we would like to invite you to attend Global Derivatives for the reduced fee of £500!

To take advantage of this offer, please contact Marie Houghton on mhoughton@icbi.co.uk

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