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) |
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
Organizations
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