World Business StrategiesServing the Global Financial Community since 2000

Matthias Arnsdorf:

Global head of Counterparty Credit Risk Quantitative Research, J.P. Morgan

Sarah B Tremel:

Global Head of Analytics – Product Control, HSBC

Gonzalo Garcia-Kenny:

MD, Head of Counterparty Portfolio Optimisation Desk / CVA Trading, Citi

Andrew Green: 

Managing Director and Lead GFI Quant, Scotiabank

Jon Gregory: 

Independent xVA Expert

Ivan Zhdankin:

Systematic Trading, JPMorgan Chase & Co

Youssef Elouerkhaoui:

Managing Director, Global Head of Markets Quantitative Analysis, Citi

Marco Bianchetti:

Head of Market and Counterparty Risk IMA Methodologies, Intesa Sanpaolo

Ignacio Ruiz:

MoCaX Intelligence

Chris Kenyon:

Director: Head of XVA Quant Modelling, MUFG Securities EMEA plc

Alberto Elices:

Head of XVA Model Validation, Santander

Mats Kjaer:

Head of Quant XVA Analytics Bloomberg LP

Stéphane Crépey:

Professor of Mathematics Université de Paris, Laboratoire de Probabilités, Statistique et Modélisation

Matteo Rolle:

Senior Director, Head of In Business Risk, Capital and Collateral, Lloyds Banking Group

Justin Chan:

Head of Product Management, Risk, FIS

Mariano Zeron:

Head of Research and Development: MoCaX Intelligence

Marco Bianchetti:

Head of Market and Counterparty Risk IMA Methodologies, Intesa Sanpaolo

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