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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
Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


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:

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

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(updated 23 November 2014)


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