Join us for the Quant Summit London

Wednesday June 5, 2024
Masterclass 8:30 - 12:30

Quant Summit 12:30 - 19:00
LSEG Headquarters, London  
Free
Register Now

ABOUT THE EVENT

We are excited to welcome the Quant community to Acadia's Quant Summit in London. Now in its second year, the Summit promises to provide insightful, topical discussions and presentations from industry leaders. Join us for either a technical masterclass in the morning or the Summit in the afternoon - or attend both sessions to gain a deep dive into Open Risk Engine and the latest topics in the Quant community.

Speakers :

Fabrizio Anfuso
Senior Technical Specialist PRA
Bank of England
Peter Caspers
Principal Consultant
Quantitative Services
Acadia
Scott Cogswell
HSBC
Donal Gallagher
CQuantitative Services
Acadia
Sanjiv Govindarajan
Product Manager
Quantile
Matthias Groncki
Senior Quantitative Analyst
Acadia
Alexis David
Senior Consultant
Acadia
Gordon Lee  
Head of Markets Quants
BNY Mellon
Roland Lichters
Co-Head
Quantitative Services
Acadia
James Mac Hale
Head of Market Data
Acadia
Stuart Smith
Co-Head of
Business Development
Acadia
Roland Stamm
Partner
Quantitative Services
Acadia

AGENDA

Session 1

8:30

Registration

9:00

Open Risk Engine Masterclass

10:30

Break

11:00

ORE Masterclass continued

Session 2

12:30

Quant Summit Registration (afternoon sessions) and lunch

13:45

Welcome address, Fabrizio Anfuso, Bank of England

14:00

Overview of ORE

14:30

How can firms measure MVA - the cost of Initial Margin over a trade’s lifetime?

15:10

Advances in Risk Optimisation

15:50

Break

16:10

ORE for valuation and CVA in practice

16:40

How to stress CCR exposures? A streamlined modelling framework for banks and NBFI counterparties

17:20

Closing Remarks

17:30

Networking Reception

Free registration includes:

  • Access to all panels and discussions
  • Expert insights from Acadia, and industry leaders
  • Lunch and networking reception
Wednesday June 5, 2024
Masterclass 8:30 - 12:30

Quant Summit 12:30 - 19:00
LSEG Headquarters, 10 Paternoster Square, London, EC4M 7LS
Free

We look forward to welcoming you!