Conference Sponsors
CompatibL is a leading provider of risk management software, model validation and quantitative consultancy services. The company’s award-winning cloud and on-premises software solution is used by financial institutions worldwide, including four major derivatives dealers, central banks and some of the world’s largest asset managers.
Our quantitative research program produced multiple innovations in models and numerical methods for counterparty credit risk, settlement risk, risk premia in the yield curve, and has been recognized by multiple awards.
MatLogica specializes in software solutions that allow to accelerate Monte-Carlo Simulations using highly parallel vectorized software and automatic adjoint differentiation. At the moment we are developing a breakthrough C++ tool for AAD. Our unique approach allowed us to obtain impressive benchmarks compared to other well known AAD tools. If you are interested in getting the best performance from your existing or new C++ library, we can offer quick proof-of-concept projects to gage the possible benefits our tool can bring to you.
MatLogica brings together a broad range of specialists: from quantitative analysts and computer science engineers to academic researchers. The company was organized around an invention which forms the kernel of the new Adjoint Differentiation Tool.
We specialize in parallel computations in a wide range of areas including XVA, MVA, Monte-Carlo Simulations, Derivative pricing and Risk, Large Portfolio simulations, Model calibrations such as Heston SV and LMM, among others.
Alexandria Technology helps companies make better investment decisions by expanding data capture. The company uses proprietary NLP and machine learning techniques to classify long form documents, news, and social media allowing investors to utilize diverse information sources. The classification output provides investors with orthogonal sources of alpha.
Numerix is the leading provider of innovative capital markets technology applications and real-time intelligence capabilities for trading and risk management. Committed to out-of-the box thinking, the exploration and adoption of latest technologies, Numerix is dedicated to driving a more open, fintech oriented, digital financial services market. Built upon a 20+ year analytical foundation of deep practical knowledge, experience and IT understanding, Numerix is uniquely positioned in the financial services ecosystem to help its users reimagine operations, modernize business processes and capture profitability.
For more information, please visit www.numerix.com
At MoCaX Intelligence, we are your partners in navigating through innovative consulting and algorithmic solutions for risk analytics. We like to harness the power of cutting-edge technologies while staying attuned to unique requirements, ensuring outcomes that can go beyond the ordinary. Our specialties range from XVA to PFE and IMM capital, IMA-FRTB and Reverse Stress Testing.
Our proprietary algorithms stand as a testament to unparalleled sophistication in the field. They elevate computational risk analytics to new heights, simultaneously slashing compute costs and time. We are here to help you take your pricing and risk engine to a new level.
As Leonardo da Vinci noted, “Simplicity is the ultimate sophistication.” At MoCaX Intelligence, we embody this principle, simplifying complexity.
Fintech Partner
Quant Insider is a 360 Ecosystem that provide Risk Analytics systems, Quant Finance Educational & Training, Trading Technology Solutions and Hiring Services for Financial Institutions, Quant insider is also world biggest quant finance community on LinkedIn with over 115k+ member.
1.Risk Analytics systems: It maintains an extensive code library of financial derivatives pricing models. The library was built over 10+ years, at a development cost of over $30M USD and can be used for trading, risk management and cross-asset, multi-strategy portfolio valuation.
The integration of our patented technology into the model framework boosts performance and speeds up model calculations to real-time. The library supports multiple asset classes which encompass equities, fixed income instruments, commodities, and foreign exchange markets. With our development team, users gain the ability to create customizable models which reflect the derivatives in their trading book. Our combination of development services along with our existing robust code library saves firms half the cost of competing systems.
2.Educational & Training Services: We offer industry-leading courses, hands-on workshops, and webinars that equip participants with advanced quantitative techniques and algorithmic trading strategies—providing the foundational knowledge to navigate today’s rapidly evolving financial markets.
3.Trading Technology Solutions: Our state-of-the-art technology platform delivers end-to-end trading solutions tailored for brokers, RIAs, investment management firms, and trading firms. Our solutions integrate with any cloud infrastructure or on-premise system, ensuring robust backtesting, paper trading, and live execution across multiple brokers. We also provide advanced back-office analytics and maintained, secure code, our technology is built to drive efficiency and performance.
4.Hiring Services: We connect top-tier quant talent with leading financial institutions and trading firms. By leveraging a curated network of highly skilled professionals, our hiring services ensure that organizations have access to the best talent.
Education Partners
Become the highly paid quantitative software development expert
Banks, hedge funds and financial technology companies (fintechs) employ thousands of quantitative software development experts with salaries averaging $124,762 per year (approximately £100,000 or €115,000) as reported by Glassdoor, with salaries for senior practiotioners and managers extending into seven and eight figures. Not only are these jobs financially lucrative, they are intellectually challenging and stimulating, and highly regarded socially. Employers include Tower Research Capital, Citadel, Bloomberg L.P., and all the major bulge bracket investment banks.
Large Language Models (LLMs) in Finance Certificate
This course will guide participants through the essentials of LLMs, including their architecture, operation, and the latest advancements in the field. It will delve into the practical aspects of deploying these models for financial tasks, such as fine-tuning for domain-specific applications, implementing retrieval-augmented generation for enhanced information processing, and evaluating model performance. Through a series of hands-on examples and projects, learners will gain the skills necessary to apply LLMs effectively within the finance sector, addressing real-world challenges and unlocking new opportunities.
The Machine Learning Institute Certificate in Finance (MLI)
The MLI is the world’s most comprehensive professional machine learning certificate in quantitative finance. The seven-month part-time course is comprised of 2 levels, Self-paced Primers & Introduction Suite on registration, 8 modules, 36 lectures, practical examples, case studies & exercises, module tests (Students get two attempts at each module test), a practical final project and a final examination.
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