Quant Quantitative Financial Risk Management cfp-events.com
Quant Congress for financial risk professionals in Americas New York City 2014. 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
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