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6 - 9 December 2021
Hotel ArtsBarcelona

Vladimir Piterbarg
MD, Head of Quantitative Analytics & Development at NatWest Markets

Profile

Vladimir Piterbarg is the global head of Quantitative Analytics at NatWest Markets since 2018. He held similar positions at Rokos Capital Management LLP, Barclays Capital/Barclays investment bank, and Bank of America. Vladimir Piterbarg has a PhD in Mathematics (Stochastic Calculus) from the University of Southern California. He serves as an associate editor of the Journal of Computational Finance and the Journal of Investment Strategies. Together with Leif Andersen, Vladimir Piterbarg wrote the authoritative, three-volume set of books “Interest Rate Modelling”. He published multiple papers in various areas of quantitative finance, and won Risk Magazine’s Quant of the Year award twice.

Agenda Sessions

  • Alternatives to Deep Neural Networks for Function Approximations in Finance

    14:00

Speakers at this event