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N.B. - THIS IS THE 2020 AGENDA

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N.B. - THIS IS THE 2020 AGENDA

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10:45 - 10:505 mins
B: Quant Innovation & Computational and Numerical Efficiency
Chair's opening remarks
  • Alexandre Rubesam - Professor of Finance, IESEG School of Management
10:50 - 11:2030 mins
B: Quant Innovation & Computational and Numerical Efficiency
Deep Pricing Theory and Practice
  • Youssef Elouerkhaoui - Managing Director And Global Head Of Credit & Commodities Quantitative Analysis, Citigroup
11:20 - 11:3515 mins
B: Quant Innovation & Computational and Numerical Efficiency
Short break
    11:35 - 12:0530 mins
    B: Quant Innovation & Computational and Numerical Efficiency
    Sustainable Finance: Climate Change Risk
    • Wim Schoutens - Professor Of Financial Engineering, University of Leuven
    • Jan De Spiegeleer - Visiting Professor, KU Leuven
    12:05 - 12:2015 mins
    B: Quant Innovation & Computational and Numerical Efficiency
    Short break
      12:20 - 12:5030 mins
      B: Quant Innovation & Computational and Numerical Efficiency
      Challenges faced when dealing with alternative data: an efficient time series and data proxy analysis
      • Andrés Berenguer Alonso - Market Risk Director – Derivative Valuations Area, Santander
      13:30 - 14:0030 mins
      B: Quant Innovation & Computational and Numerical Efficiency
      Innovations in margin modelling
      • Udesh Jha - Managing Director, CME Group
      14:00 - 14:1515 mins
      B: Quant Innovation & Computational and Numerical Efficiency
      Short break
        14:15 - 14:4530 mins
        B: Quant Innovation & Computational and Numerical Efficiency
        Black Basket Analytics for Mid-Curves and Spread-Options
        • Alexandre Antonov - Chief Analyst, Danske Bank
        14:45 - 15:0015 mins
        B: Quant Innovation & Computational and Numerical Efficiency
        Short break
          15:00 - 15:3030 mins
          B: Quant Innovation & Computational and Numerical Efficiency
          Large-Scale and Cost-Efficient Risk Calculations in Clouds
          • Oliver Caps - Director, Product Owner Market Risk Analytics, Commerzbank
          16:00 - 16:3030 mins
          B: Quant Innovation & Computational and Numerical Efficiency
          Introduction to NLP
          • Saeed Amen - Founder, Cuemacro
          16:30 - 16:4515 mins
          B: Quant Innovation & Computational and Numerical Efficiency
          Short break
            16:45 - 17:1530 mins
            B: Quant Innovation & Computational and Numerical Efficiency
            Quantum Machine Learning
            • Alexei Kondratyev - Managing Director, Global Head of Data Analytics, CCIB, Standard Chartered Bank
            17:15 - 17:3015 mins
            B: Quant Innovation & Computational and Numerical Efficiency
            Short break
              17:30 - 18:0030 mins
              B: Quant Innovation & Computational and Numerical Efficiency
              Cloud GPUs for Risk Calculations
              • Andrew Green - Managing Director and XVA Lead Quant, Scotiabank
              18:00 - 18:1515 mins
              B: Quant Innovation & Computational and Numerical Efficiency
              Short break
                18:15 - 18:4530 mins
                B: Quant Innovation & Computational and Numerical Efficiency
                Leveraging cloud to speed up calculations
                • Remo Minero - Head of Quant Development, NN Group
                18:45 - 18:5510 mins
                B: Quant Innovation & Computational and Numerical Efficiency
                Chair's closing remarks
                • Alexandre Rubesam - Professor of Finance, IESEG School of Management
                N.B. - THIS IS THE 2020 AGENDA
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