Just Some Of The Speakers Who Joined US At Global Derivatives 2013 Included:

Mr. Schwager is currently the co-portfolio manager for the ADM Investor Services Diversified Strategies Fund, a portfolio of futures and FX managed accounts. He is also an advisor to Marketopper, an India-based quantitative trading firm, supervising a major project that will adapt their trading technology to trade a global futures portfolio. Previously, Mr. Schwager was a partner in the Fortune Group, a London-based hedge fund advisory firm. His previous experience includes 22 years as Director of Futures research for some of Wall Street’s leading firms and 10 years as the co-principal of a CTA. Mr. Schwager has written extensively on the futures industry and great traders in all financial markets. He is perhaps best known for his best-selling series of interviews with the greatest hedge fund managers of the last two decades: Market Wizards (1989), The New Market Wizards (1992), Stock Market Wizards (2001), and Hedge Fund Market Wizards (2012). His latest book Market Sense and Nonsense is scheduled for release in November 2012. Mr Schwager’s first book, A Complete Guide to the Futures Markets (1984), updated as Schwager on Futures series in mid 1990s, is considered to be one of the classic reference works in the field.

Dr. Peter Carr is a Managing Director at Morgan Stanley with 16 years of experience in the derivatives industry. He was also a finance professor for 8 years at Cornell University, after obtaining his PhD from UCLA in 1989. He is presently the Executive Director of the Math Finance program at NYU's Courant Institute, the Treasurer of the Bachelier Finance Society, and a trustee for the Museum of Mathematics in New York. He has over 70 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance. He was selected as Quant of the Year by Risk Magazine for 2003 and as Financial Engineer of the Year by IAFE for 2010. In 2011, he broke into Institutional Investor's Tech 50.

Bruno Dupire joined Bloomberg L.P. in 2004. Prior to this he has headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and subsequent stochastic volatility extensions. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame” of the 50 most influential people in the history of Derivatives and Risk Management. He is the recipient of the 2006 “Cutting edge research” award of Wilmott magazine and was the recipient of the Risk Magazine “Lifetime Achievement” award for 2008.

John Hull is an internationally recognized authority on derivatives and risk management. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on the Hull-White interest rate model and was in 1999 voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many financial institutions and has won many teaching awards, including University of Toronto’s prestigious Northrop Frye award. He has written three books: “Risk Management and Financial Institutions” (now in its 3rd edition), “Options, Futures, and Other Derivatives” (now in its 8th edition) and “Fundamentals of Futures and Options Markets” (now in its 7th edition). The books have been translated into many languages and are widely used in trading rooms throughout the world, as well as in the classroom. Dr. Hull is co-director of Rotman’s Master of Finance program. In addition to the University of Toronto, Dr. Hull has taught at York University, University of British Columbia, New York University, Cranfield University, and London Business School.

Marco is Global Head of Equity Quant Strategy team. Marco joined J.P. Morgan in May 2007, after working previously at Madoff Securities in London, where he was a senior trader responsible for managing the company’s proprietary long/short equity book according to a fundamental and systematic framework. Prior to that, Marco worked in a similar role at Jaguar Funds in Australia and Mako Global, trading derivatives in Europe and Asia. Marco holds a BSc in Finance from HEC Brussels. Marco and team have been top ranked by investors in numerous surveys since 2008 and were ranked #1 Quant team in Europe in the 2008 & 2010 Institutional Investor polls and #2 in 2009 and 2011.

Vladimir Piterbarg is a Managing Director and the Head of Quantitative Analytics at Barclays. Before joining Barclays Capital in March 2005, he was a co-head of quantitative research for Bank of America, where he had worked for 8 years. Vladimir Piterbarg’s main areas of expertise are the modelling of exotic interest rate and hybrid derivatives.

Before his current role Riccardo held a number of senior positions as head of risk management and/ or quantitative research at RBS and BarCap. He has been on the Board of ISDA (2002-2011), and still serves on the Board of GARP (2001 to present). He holds a Doctorate in Nuclear Engineering, a PhD in Condensed Matter Physics and was a Research Fellow in Oxford in Physics. He is a visiting lecturer in Mathematical Finance at Oxford University (OCIAM), and is the author of several books (Princeton, Wiley, Palgrave) as well as many articles in finance in refereed journals.

Paul Glasserman is the Jack R. Anderson Professor at Columbia Business School and a visiting scholar at the Federal Reserve Bank of New York, and he currently chairs the Education Committee of PRMIA, the Professional Risk Managers International Association.  His publications include the book “Monte Carlo Methods in Financial Engineering,” which received the 2006 Lanchester Prize, and he is also a recipient of Risk’s 2007 Quant of the Year Award.

Maneesh S. Deshpande joined Barclays Capital in September 2008. He was part of the team which has been ranked No. 1 in Institutional Investor’s annual survey from 2007-2010 in the Equity Derivatives/Equity Linked category. Prior to Barclays Capital, Maneesh held a similar role at Lehman Brothers since 2007. He joined Lehman Brothers from Goldman Sachs, where he established and ran its Systematic Portfolio trading desk. Prior to that, Maneesh was the head of the Principal Trading desk at Morgan Stanley Japan and was the head of the U.S. Interest Rate Options Trading desk at BNP. Maneesh earned a Ph.D. in Theoretical Physics from the University of Pennsylvania.

Michael Hintze is Chairman of the CQS Executive Committee, Portfolio Manager of the CQS Directional Opportunities Fund and CIO of the CQS Convertible and Quantitative Strategies Fund. Prior to establishing CQS, Michael was Managing Director in the Leveraged Funds Group at CSFB. Before this, he was Managing Director and European Head of Convertibles at CSFB. Before joining CSFB, Michael worked at Goldman Sachs for 12 years in a variety of roles including Head of UK Trading and Head of European Emerging Markets Trading. Prior to this, Michael worked for Salomon Brothers as a Fixed Income Trader trading Yankee Bonds. Michael holds an MBA from Harvard Business School and received a Doctor of Business and an Honoris Causa from the University of New South Wales.

Jim Gatheral mostly teaches courses in the Masters of Financial Engineering (MFE) program. Prior to this, he was a Managing Director at Bank of America Merrill Lynch, and also an adjunct professor at the Courant Institute of the Mathematical Sciences, New York. Prior to 2005 he headed the Equity Quantitative Analytics groups at Merrill Lynch. Over his long career in the financial markets, he has been involved at one time or other in all of the major derivative product areas as bookrunner, risk manager and quantitative analyst. Jim has a PhD in theoretical physics from Cambridge University. His research focus is on volatility modelling and modelling equity market microstructure for algorithmic trading. His best-selling book, The Volatility Surface: A Practitioner’s Guide (Wiley 2006) is one of the standard references on the subject of volatility modelling.

Jesper Andreasen heads the Quantitative Research Department at Danske Bank in Copenhagen. Prior to this, Jesper has held positions in the quantitative research departments of Bank of America, Nordea, and General Re Financial Products. Jesper’s research interest include: term structure modeling, volatility smiles, and numerical methods. In 2001 Jesper received Risk Magazine’s Quant of the Year award.

Prior to his current role, Alex Lipton was a Managing Director and Head of Capital Structure Quantitative Research at Citadel Investment Group; he has also worked at Credit Suisse, Deutsche Bank and Bankers Trust. Previously, Alex was a Full Professor of Mathematics at the University of Illinois at Chicago and a Consultant at Los Alamos National Laboratory. His current interests include industrial strength derivative pricing including capital calculations, as well as technical trading strategies. In 2000 Alex was awarded the first Quant of the Year Award by Risk Magazine. Alex is the author of two books (Magnetohydrodynamics and Spectral Theory and Mathematical Methods for Foreign Exchange) and the editor of four more, including The Oxford Handbook of Credit Derivatives (jointly with Andrew Rennie). In 2011 Alex became a patron of The 14-10 Club at the Royal Institution.

Alex Langnau is Global Head of Quantitative Analytics at Allianz Investment Management. He is also Visiting Scientist at the Ludwig-Maximillian University Munich. Prior to this he held various roles across the industry including Global Head of Quants across asset classes at Dresdner Bank, Global Head of Equity Derivatives Modelling at Merrill Lynch and Global Head of Exotic Equity Derivatives Modelling at Goldman Sachs. He started his career as a member of the Global Analytics team at Bakers Trust/Deutsche Bank. He holds a PhD in Theoretical Physics from the Stanford Linear Accelerator Center and completed his post-doc in the area of Theoretical Particle Physics at Cornell University. His current research interests include dynamic modelling of correlations and high frequency trading strategies.

Chris Limbach joined PGGM, a Dutch asset manager for pension funds in the healthcare and social work sector with AUM exceeding €125 billion, in 2008 and was appointed Head of Investments of the Quantitative Strategies team in 2009. The Quantitative Strategies portfolio invests in alternative risk premiums, such as volatility, correlation, momentum and liquidity using an absolute return benchmark. He was also responsible for the initial development of the Strategic Tail Risk Management program at PGGM. In 2012 he took on the role of advisor to the CEO of PGGM Investments. He began his career as an equity derivatives trader at Optive. Chris Limbach studied Fluid Dynamics at the faculty of Civil Engineering at Delft University and earned his MBA from the University of Chicago.

Yoav Git is currently a cross-sector senior research fellow at AHL and an associate research fellow at Imperial College. Before joining AHL in 2011 he was Head of Fixed Income research at Winton and prior to this he was Head of research & development in Israel at Brevan Howards. He started his career in industry as a risk quant at Credit Suisse in 2000. Before this he was a research fellow and a lecturer in probability & statistics at Cambridge University.

Dilip Madan is Professor of Finance at the Robert H. Smith School of Business specializing in Mathematical Finance and currently serving as a consultant to Morgan Stanley and Meru Capital. He is Managing Editor of Mathematical Finance, and Co-editor of the Review of Derivatives Research. He held the 2006 von Humboldt award in applied mathematics, the 2007 Quant of the year award, the 2008 Medal for Science from the University of Bologna and the 2010 Eurandom chair.

Prof. Damiano Brigo is also Director of the Capco Research Institute. Formerly Gilbart Professor at King’s and Managing Director of Fitch, Damiano published 70+ works in Mathematical Finance, Probability and Statistics, and field reference books in interest rate and credit modeling. He is Managing Editor of the International Journal of Theoretical and Applied Finance. His interests include pricing, risk, credit, funding, and stochastic models for commodities and inflation. Damiano holds a PhD in differential geometric stochastic filtering.