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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


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:

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

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

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Download Latest Information Now

(updated 28 February 2015)

See Interviews With Top Quants & Highlights From Past Global Derivatives Events

Upcoming Derivatives & Risk Management Events:

RiskMinds Risk, Regulation & Conduct Forum

22 Jun 2015 - 25 Jun 2015
The Hotel Brussels




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