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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
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
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:

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

Connect With Quantitative Finance Peers, Read Interviews With Top Derivatives Experts & Get The Latest Conference News Via:

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(updated 18 December 2014)

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