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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
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
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:

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

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