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


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:

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

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