£374.75

The 17th Quantitative Finance Hybrid Conference: Dubrovnik, Croatia

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£374.75

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The 17th Quantitative Finance Hybrid Conference: Dubrovnik, Croatia, 17th - 19th November 2021

About this event

Register here on Eventbrite for online virtual attendance.

To attend in-person visit the Conference Homepage, to register in-person.

Workshop Day:

Wednesday 17th November:

  • Machine Learning Models for Interest Rates and Credit
  • ESG & Climate Risk in Quantitative Finance

The workshop day on Wednesday 17th November will be complimentary, on a first come first served basis in-person. No limit virtually.

Main Conference Day 1: Thursday 18th November:

  • 2 Live In-Person Streams
  • 1 Virtual Stream (Streamed live at the conference, in the Zoom room)
  • All 3 streams available virtually via Zoom

Main Conference Day 2: Friday 19th November

  • 2 Live In-Person Streams
  • 1 Virtual Stream (Streamed live at the conference, in the Zoom room)
  • All 3 streams available virtually via Zoom

Presenters:

  • JESPER ANDREASEN: Kwant Daddy! Global Head of Quantitative Research, Saxo Bank
  • PETER CARR: Professor and Dept. Chair of FRE Tandon, New York University
  • CHRISTOPH BURGARD: Head of Risk Analytics For Global Markets, Bank of America Merrill Lynch
  • VLADIMIR PITERBARG: MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets
  • BLANKA HORVATH: Lecturer, King’s College London and Researcher, The Alan Turing Institute
  • MATTHIAS ARNSDORF: Global head of Counterparty Credit Risk Quantitative Research, J.P. Morgan
  • ALEXANDER SOKOL: Executive Chairman and Head of Quant Research, CompatibL
  • ALEXANDRE ANTONOV: Chief Analyst, Danske Bank
  • JON GREGORY: Independent xVA Expert
  • ANDREW GREEN: Managing Director and XVA Lead Quant, Scotiabank
  • IGNACIO RUIZ: Head of Counterparty Credit Risk Measurement and Analytics, Scotiabank
  • KATHRIN GLAU: Lecturer in Financial Mathematics, Queen Mary University of London
  • ADOLFO MONTORO: Director, Global Market Risk Analytics, Bank of America
  • ARTUR SEPP: Director of Research, Quantica Capital AG
  • PETTER KOLM: Professor, Courant Institute of Mathematical Sciences, NYU
  • ANDREY CHIRIKHIN: Head of Structured Credit QA, Barclays Investment Bank
  • MARC HENRARD: Managing Partner muRisQ Advisory and Visiting Professor, University College London
  • LECH GRZELAK: Quantitative Analyst, Rabobank and Assistant Professor, TUDelft
  • NAVIN RAUNIAR: Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD, HSBC
  • ANTOINE SAVINE: Chief Quantitative Analyst, Danske Bank
  • BRIAN NORSK HUGE: Chief Quantitative Analyst, Danske Markets
  • JÖRG KIENITZ: Finciraptor, AcadiaSoft, University of Wuppertal and Cape Town
  • JULIEN GUYON: Senior Quant, Bloomberg L.P.
  • MICHAEL PYKHTIN: Manager, Quantitative Risk, U.S. Federal Reserve Board
  • MIQUEL NOGUER ALONSO: Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI
  • JULIUSZ JABŁECKI: Divisional Head, Narodowy Bank Polski
  • MARCO BIANCHETTI: Head of Fair Value Policy, Intesa Sanpaolo
  • JOS GHEERARDYN: Co-founder and CEO, Yields.io
  • MARIANO ZERON: Head of Research and Development: MoCaX Intelligence
  • SHENGYAO ZHU: Senior Quantitative Analyst, XVA Trading Desk, Nordea
  • SAEED AMEN Founder: Cuemacro
  • STÉPHANE CRÉPEY: Professor of Mathematics Université de Paris, Laboratoire de Probabilités, Statistique et Modélisation

Discount Structure:

  • SUPER EARLY BIRD DISCOUNT : 30% until 27th August 2021
  • EARLY BIRD DISCOUNT: 25% until 24th September 2021
  • EARLY BIRD DISCOUNT : 15% until 29th October 2021
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Date and time

Location

Online event

Refund policy

Contact the organiser to request a refund.

Eventbrite's fee is nonrefundable.

Organiser WBS Training Ltd

Organiser of The 17th Quantitative Finance Hybrid Conference: Dubrovnik, Croatia

WBS Training Ltd organizes workshops and conferences for the capital markets and treasury divisions of investment companies worldwide, with all our efforts centered solely on the education of our clients. WBS Training does not operate to present dozens of events every year. Instead we select only the most innovative, pertinent and dynamic subjects, thus bridging the gap between the latest theoretical developments through to proven practical trading floor requirements. Therefore, we aim to ensure that such requirements can be effectively implemented in the real financial world.

Our depth of experience within the training environment provides us with a greater knowledge and understanding of what our clients require from financial business training. This promotes the unique position of us delivering the quality and service that is crucial to our client’s continued success and competitive advantage in the market place.


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