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

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  

• KPMG
• Management Solutions