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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.
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


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:

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

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