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Speakers Already Confirmed Include
Speakers Already Confirmed Include
Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


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

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

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

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(updated 17 December 2014)

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