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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


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:

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

Connect With Quantitative Finance Peers, Read Interviews With Top Derivatives Experts & Get The Latest Conference News Via:

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See Interviews With Top Quants & Highlights From Past Global Derivatives Events

Upcoming Derivatives & Risk Management Events:

RiskMinds Risk, Regulation & Conduct Forum

22 Jun 2015 - 25 Jun 2015
The Hotel Brussels




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