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QuantMinds International
7 - 10 November, 2022
W Barcelona

Valer Zetocha
Head of Quantitative Services for Equity and FX, ED at Julius Baer


Valer Zetocha is the Head of Quantitative Services for Equity and FX at Julius Baer in Zurich. Previous to this role, he worked as a senior trader for Banco Santander in Madrid, where he was responsible for the equity correlation trading desk.

Valer's current research interests are in the field of equity derivatives, most specifically in correlation modelling, gap risk pricing and market data modelling.

Valer's educational background lies in theoretical physics. He holds a M.Sc. from Comenius University in Bratislava and a Ph.D. from State University of New York at Stony Brook.

Agenda Sessions

  • Pricing of the gap risk in Mini-Futures