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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
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
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:

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

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