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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
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
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:

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

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(updated 22 November 2014)


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