July 13-16, 2015
New York Marriott Marquis
New York, NY
For 13 years, Quant Congress USA has been offering an exceptional platform to showcase the latest innovation in quantitative risk management, trading, investment strategies and derivatives modeling. Developments in interest rate and volatility modeling, counterparty risk management, stress-testing and portfolio management have been keeping quant professionals on their toes, making them strive for new solutions to tackle challenges in the marketplace. At the Quant Congress USA, we hope to shed some light on difficulties the industry is facing, and offer valuable ideas that you can take with you and implement in your organization.
Speakers will present on the most cutting-edge industry research in risk and investment management.
Managing Director, Global Head
of Market Modeling,
Professor of Finance at the Robert H. Smith School of Business,
UNIVERSITY OF MARYLAND
Chief Investment Strategist,
JANUS CAPITAL GROUP
Bruno Dupire Head of Quantitative Research, BLOOMBERG
Attilio Meucci Chief Risk Officer, KKR and Founder, SYMMYS
Julian Phillips Chief Model Officer,
Managing Director, Global Head Of Derivatives Strategy,
Managing Director, GX Labs,
For details about the Quant Congress USA 2015 program and agendas, click here.
You can register for any combination of days
(July 13-16) online.
Click Here to Register!
To register by phone or to discuss group discounts for more than three delegates booking, please contact Liza Roure: +1 646 736 1859