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


Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
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:

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

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(updated 19 November 2014)


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