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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
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:

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

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 & Financial Regulation Forum

22 Jun 2015 - 25 Jun 2015
The Hotel Brussels




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