Quant Risk Americas 2014 (Quant Risk Americas 2014)

Organization: Center for Financial Professionals

Venue: New York Marriott Downtown

Location: New York, New York, United States

Event Date/Time: Oct 28, 2014 / 9:00 am - (EST) End Date/Time: Oct 29, 2014 / 6:00 pm - (EST)
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Description

QUANT RISK AMERICAS 2014 NYC, OCTOBER 28-29, 2014

 

Assessing The Impact Of Regulation On The Quantitative Risk Professional.

Critical Themes, Topics and Sessions include: 



 

• CCAR & DFAST • XVA • FVA • Interest Rate Risk • PPNR Forecasting • Review Of The Trading Book • Modeling Capital & Credit Components • Model Risk & Validation • SA-CCR • Data Management

 

Hear Presentations and Panel Discussions from Over 25 Senior Quant Risk Professionals Including:



 • Julian Phillips, Managing Director, Chief Model Risk Officer, BAML

• Victor Ng, MD, Global Head of Corporate Risk & Chief Risk Architect, Market Risk, Goldman Sachs

• Viktor Ziskin, Head of Quantitative Strategies, CIT

• Eugene Shuster, CRO, Head of Risk Management, Nomura Asset Management USA

• Lourenco Miranda, Head of Quantitative Analytics, US Bancorp

• Bernhard Hientzsch, Head of Model, Library and Tools Development, Model Validation & Approval, Wells Fargo

• Sanjay Sharma, CRO, Global Arbitrage & Trading, RBC Capital Markets

• Lee Huang, Director, Model Risk and Vetting, BMO Financial Group

• Ruey Tsay, HGB Alexander Professor of Econometrics and Statistics, Chicago Booth School of Business

• Peter Curley, Associate Director for Clearance and Settlement, Division of Trading and Markets, SEC

• Jon Hill, Head of Market and Operational Risk Model Validation, Morgan Stanley

• Dr. Robert Jarrow, Ronald P. and Susan E. Lynch Professor of Investment Management, Cornell University

• Anna Shender, MD, Enterprise Capital Management – Regulatory Policy, Bank of America

• Attilio Meucci, Chief Risk Officer, KKR

• Michael Pykhtin, Manager, Quantitative Risk Management, Federal Reserve Board

Venue

85 West Street (at Albany Street)
New York
New York
United States
MORE INFO ON THIS VENUE

Organizations

Center for Financial Professionals
London
United Kingdom

Conference Speakers

Hear Presentations and Panel Discussions from Over 25 Senior Quant Risk Professionals Including:



 • Julian Phillips, Managing Director, Chief Model Risk Officer, BAML

• Victor Ng, MD, Global Head of Corporate Risk & Chief Risk Architect, Market Risk, Goldman Sachs

• Viktor Ziskin, Head of Quantitative Strategies, CIT

• Eugene Shuster, CRO, Head of Risk Management, Nomura Asset Management USA

• Lourenco Miranda, Head of Quantitative Analytics, US Bancorp

• Bernhard Hientzsch, Head of Model, Library and Tools Development, Model Validation & Approval, Wells Fargo

• Sanjay Sharma, CRO, Global Arbitrage & Trading, RBC Capital Markets

• Lee Huang, Director, Model Risk and Vetting, BMO Financial Group

• Ruey Tsay, HGB Alexander Professor of Econometrics and Statistics, Chicago Booth School of Business

• Peter Curley, Associate Director for Clearance and Settlement, Division of Trading and Markets, SEC

• Jon Hill, Head of Market and Operational Risk Model Validation, Morgan Stanley

• Dr. Robert Jarrow, Ronald P. and Susan E. Lynch Professor of Investment Management, Cornell University

• Anna Shender, MD, Enterprise Capital Management – Regulatory Policy, Bank of America

• Attilio Meucci, Chief Risk Officer, KKR

• Michael Pykhtin, Manager, Quantitative Risk Management, Federal Reserve Board

 


http://www.cfp-events.com/quantusa  

Exhibits included

  • KPMG
  • Management Solutions

Types