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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
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:

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

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(updated 22 November 2014)


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