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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
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


Sam Priyadarshi Head, Fixed Income Derivatives VANGUARD GROUP INC.
Jim Gatheral Professor, Department Of Mathematics BARUCH COLLEGE, CUNY
Nicolas Mougeot Principal Director, Advisory & Research CAISSE DE DÉPÔT ET PLACEMENT DU QUÉBEC
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:

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

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