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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
Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
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:

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

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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