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Global Derivatives Trading & Risk Management USA Conference

Cutting-edge strategies & practical techniques for advanced derivatives pricing, hedging, trading & risk management
Speakers Already Confirmed Include
Speakers Already Confirmed Include
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Unmissable Guest Speakers
Quantitative Trading & Derivatives Event Guest Speakers
Portfolio Optimization Summit
Quantitative Approaches To Portfolio Optimization One Day Pre-Conference Summit
The Leading Quant Trading Event
America's leading quant trading & derivatives event
America's Leading Quant Trading Conference

Join 200+ senior quantitative traders, portfolio managers, derivatives strategists and quantitative analysts

80+ Speakers in 90 Sessions

Hear from 80+ speakers in 90+ sessions across 9 streams, 1 Portfolio Optimization Summit and in-depth technical workshops 

Whole Day Focus On Quantitative Approaches To Portfolio Optimization

Discuss quantitative investment strategies and techniques with senior experts from leading buy and sell side firms

The Latest Cutting-Edge Research

Discuss the latest cutting-edge quantitative finance research directly with the authors!

Global Derivatives USA - The Leading Quantitative Finance & Derivatives Event In The Americas

What Makes Global Derivatives USA 2014 The Must-Attend Event For All Quants, Traders & Derivatives Practitioners?

"Global Derivatives USA was very well organized and attracted high calibre participation. The speakers were engaging and the information presented was very useful. The event had a good balance of practitioners, quants and academics. My interests were mostly on the practitioner side and I was able to meet and speak with interesting people."

Atanas Goranov
Managing Director, Derivatives Risk Officer

Demonstrate Your Thought Leadership

Do you want to communicate your expertise to the Global Derivatives USA audience? Please contact Rustum Bharucha on +44 (0) 20 7017 7225 or email rbharucha@icbi.co.uk to find out more about speaking and branding opportunities.

What Topics Will Be Covered At Global Derivatives USA 2014?

Now in its 4th year, Global Derivatives USA brings together senior practitioners from hedge funds, prop shops, asset managers, pension funds, banks and more to discuss the key issues facing quantitative traders, portfolio managers, derivatives strategists and quantitative analysts across all asset classes of derivatives.

Key topics to be covered include:

  • Volatility Trading: Volatility strategies beyond selling volatility, VIX trading strategies, non-equity volatility
  • Volatility Modelling: Volatility forecasting, vol of vol, modelling VIX options dynamics
  • Quant Trading Strategies: Developing & backtesting strategies, market impact modelling, big data, the HFT debate
  • Portfolio Optimization: Smart beta, factor investing, tail risk, dynamic portfolio analysis
  • Equity Derivatives: dividends, optional trading strategies, modelling and trading equity correlation
  • Fixed Income Products: Interest rate volatility, fixed income algorithmic trading, inflation trading
  • Commodities: Market outlook, trading strategies, modelling FX-commodity correlation
  • Computational Efficiency: Algorithmic differentiation, GPUs, coding
  • FX: Trading strategies, FX market outlook, hedging strategies
  • Quantitative Approaches For Insurance Products: Variable annuities, gap risk, mortality
  • Discounting & Valuation Adjustments: CVA, FVA, multi-curves
  • Central Clearing & Regulation: Collateral, SEFs, central counterparty risk, market structure in the new regulatory environment

Just Some Of The Companies That Have Already Confirmed Their Attendance For 2014 Include:

  • Aurora Investment Management
  • Illinois Institute Of Technology
  • OptionsCity Software Inc
  • General Quantitative
  • Imperial College London
  • Weeden & Co
  • Healthcare Of Ontario Pension Plan
  • Wells Fargo Securities
  • Morningstar Investment Management
  • Citadel Investment Group
  • Russell Investments
  • FactSet Research Systems
  • Hillsdale Investment Management Inc
  • C4W
  • Western Asset Management
  • Quantitative Brokers
  • ITO 33
  • Bank Of America
  • DV Trading
  • HAP Capital Group
  • Canada Pension Plan Investment Boar
  • Federal Reserve Board
  • Oxford University
  • Aperio Group
  • Citigroup Global Markets Inc
  • CBOE
  • Bluefin Trading
  • Decimus Capital Markets
  • Caisse De Dépôt Et Placement Du Québec
  • BTG Pactual
  • Technische Universitat Munchen
  • Aspiriant
  • Courant Institute, NYU
  • SECOR Asset Management
  • Manulife Financial
  • Credit Suisse
  • University Of Colorado At Boulder
  • Core Capital Management
  • JP Morgan
  • Spot Trading LLC
  • US Department of Treasury
  • Deutsche Bank
  • Prediction Company
  • Chicago University
  • Lincoln Financial Group
  • Bloomberg
  • Morgan Stanley
  • HSBC Securities
  • Prime S/A CCV
  • Courant Institute, NYU & Rutgers
  • La Coop Federee
  • ELM Travels
  • University Of London & Johns Hopkins University
  • Is Yatırım Menkul Degerler A.S.
  • Swiss Finance Institute
  • OMERS Capital Markets
  • Baruch College, CUNY
  • Nomura
  • Vega Edge
  • Copenhagen School Of Business
  • University Of Hawaii
  • HBK Capital Management
  • Commerzbank
  • Abu Dhabi Investment Authority
  • Standard Bank
  • University Of California, Berkeley
  • New Amsterdam Partners
  • HSBC
  • Caisse de Depot et Placement du Quebec
  • Barclays
  • University Of Texas At Austin
  • La Coop fédérée
  • Universidad de Guadalajara UDG-CUCEA
  • Total Gas & Power
  • Allston Trading
  • Thalesians
  • University Of Evry
  • Canada Pension Plan Investment Board
  • University Of Maryland
  • Warwick Business School
  • Nordea Markets
  • ABLE Alpha Trading
  • Mackenzie Investments
  • UBS
  • Laval University
  • Vanguard
  • Ogee Group & Pace University
  • Fund of Funds Beta Manager
  • Prediction Co
  • Allianz Life
  • ING
  • BlackRock
  • Egyptian Refining Company
  • Bank Of America Merrill Lynch
  • The Options Clearing Corporation
  • RWTH Aachen University
  • Spot Trading
  • Thiel Capital
  • Courant Institute Of Mathematical Sciences
  • Eurasia Group
  • WorldQuant
  • Roaring Brook Development
  • Chicago Trading Company Llc

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(updated 19 November 2014)


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