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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
Marko Kolanovic Global Head Of Quantitative & Derivatives Strategy JP MORGAN


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

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

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