Javascript Menu by
World Business Strategies Logo

The 10th Fixed Income Conference

The Fixed Income Conference is now in its 10th anniversary year and in 2014 we are heading to Spain and the wonderful, exciting and cosmopolitan city of Barcelona and will be hosted at the Hotel Condes de Barcelona. The pre-conference workshop day now boasts four options, the main conference tapas lunches will be served on the hotel’s terrace area and on Thursday evening all delegates will be invited to our traditional gala dinner.

Our three streamed main conference format remains a firm favourite as the longer sessions allow presenters to develop their quants ideas and present detailed case studies. Delegates can enjoy longer breaks in an informal environment, which is ideal for networking opportunities, and relax in the evening at our gala dinner.

Neil Fowler,
Managing Director, WBS Training

Wednesday 24th September: Pre-Conference Workshop Day: 

The Future Impact of Central Counterparties and Mandatory Margin Rules by Jon Gregory: Partner, Solum Financial Partners

Multi-Curve Framework: Foundations, Evolution and Implementation by Marc Henrard: Head of Quantitative Research, OpenGamma

A History of XVAs by Ignacio Ruiz: iRuiz Consulting

Quantitative Methods for CCR Capital Management by Fabrizio Anfuso: Head of IB CCR Backtesting, Credit Suisse

Thursday 25th September: Main Conference Day One Streams:

Friday 26th September: Main Conference Day Two Streams:

This year's leading industry experts include:

Fabrizio Anfuso, Head of CCR Backtesting Methodology Team, Credit Suisse
Alexander Antonov: Senior Vice President, Quantitative Research, Numerix
Philippe Balland: Global Head of Rates, Currency & Credit Analytics, UBS
Marco Bianchetti: Head Of Financial Modelling & Validation, Intesa Sanpaolo
Christoph Burgard: Global Head of Equity Derivatives, Securitisation Derivatives & Credit-Counterparty Modelling, Barclays
Andrea Buzzigoli: Manager, Portfolio Analytics, HSBC
Vladimir Chorniy: Head of Risk Modelling Strategy, Group Risk Management, BNP Paribas
Rohan Douglas: CEO, Quantifi
Andrew Green: Head of Quantitative Research, CVA/FVA, Lloyds Banking Group
Jon Gregory: Partner, Solum Financial Partners
Marc Henrard: Quantitative Research, OpenGamma
Yves J. Hilpisch: Founder & Managing Director, The Python Quants
Peter Jaeckel: Deputy Head of Quantitative Research, VTB Capital & Managing Director, OTC Analytics
William McGhee: Head of Hybrid and FX Options Quantitative Analytics Markets, RBS
Massimo Morini: Head of Interest Rate & Credit Models, Banca IMI
Luis Manuel García Muñoz: Head of Interest Rates, Credit and CVA Quant Teams, BBVA
Vladimir Piterbarg: Global Head of Quantitative Analytics Group, Barclays
Michael Pykhtin: Manager, Quantitative Risk, Federal Reserve Board
Peter Quell:  Head of the Portfolio Modelling Team for Market and Credit Risk, Risk Controlling Unit, DZ BANK 
Robert Dargavel Smith: Managing Director, Head of CVA, Santander
Igor Smirnov: Head of Fixed Income Quantitative Research Europe, Banco Santander
Alexander Sokol: CEO and Head of Quant Research, CompatibL

Important Notes:

Main Conference presentation files on USB memory sticks will be provided on arrival. The Main Conference files will also be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you. 

Also, Wi-Fi access will be available at the hotel venue to view presentations on laptops, iPads etc.

Conference Bookings: Discount Structure:

  • Early Bird Discount: 20% Before 27th June
  • Early Bird Discount: 10% Before 15th August
  • Main Conference + Workshop (£150 Discount)
  • Receive an extra 5% discount when booking 3 or more delegates
  • 70% Academic Discount (FULL-TIME Students Only)

Fixed Income Conference Testimonials

Executive Director, Nomura
"I did enjoy the conference thank you, I thought it was very well organised and successful."

Managing Director, BBVA
“A very good event to follow the new trends with the best specialists.”

Market Risk Management, ING Bank
"Best regards and thanks for the great conference!"

Director, BMO Capital Markets
“Thanks to WBS for organizing a conference that was very useful and informative.”

Director, Deutsche Bank
“Thank you for a great conference and for looking after everyone so well.”

Managing Director, Santander
“The organizers help create a friendly atmosphere which is conducive to professionals meeting each other and swapping hints and tips...Thoroughly recommended!”

Quantitative Analysis, Mizuho International
“The event was really well organized and the quality of presentations and speakers was of a very high standard.”

Risk Model Validation, BNP Paribas
“The event was well organised and had a great mixture of expertise and networking. It was pleasant to be there.”

Main Sponsor: Numerix

Numerix is the leading provider of analytics software and services for structuring, pre-trade pricing and analysis, trade capture, valuation, and risk management, with support for commodities, credit, equities, fixed income, foreign exchange, inflation, and hybrid instruments. Founded in 1996, Numerix has over 700 clients and 50 partners across more than 25 countries.

Gold Sponsor: CompatibL

CompatibL is a software integrator and consultancy specializing in CVA/FVA/PFE, limits, and Basel compliance. CompatibL’s unique blend of expertise in quantitative and engineering aspects of the project makes us an ideal partner for complex implementations involving advanced Monte Carlo analytics and complex trade, market, and reference data. Our customers are some of the most respected firms in the financial industry including 4 dealers, 3 supranationals, over 20 central banks, and 3 major financial technology vendors.

For more information visit:

Gold Sponsor: Quantifi

Quantifi Solutions

Quantifi is a specialist provider of analytics, trading and risk management solutions. Founded in 2002, Quantifi has over 140 clients across 16 countries including 5 of the 6 largest global banks, 2 of the 3 largest asset managers, leading hedge funds, pension funds, insurers, brokers, clearing members, corporates and other financial institutions. The client base is evenly divided between the sell and buy-side. Quantifi has offices in London, New York, Frankfurt, Paris, New Jersey, and Sydney.

Quantifi re-invests significantly into research and development each year. We work closely with clients, market experts, and industry participants to drive our products. Reflecting this long term commitment, Quantifi has an unparalleled track record of being first-to-market for all of the most significant innovations in the OTC markets including CVA, FVA and OIS/CSA Discounting. Quantifi is also a leader in financial technology with early adoption of key technologies that give our clients advantages in terms of speed, scalability, and usability including being the first commercial native .NET analytics library and the first financial software vendor to support the Intel TBB multi-core API.

Gold Sponsor: Xcelerit

Xcelerit is a leading software provider of cross-platform acceleration tools for financial services, engineering, and research. Xcelerit technology allows Quantitative Analysts to unlock the performance of accelerators (GPUs and multi-core) with minor modifications to their existing source code. Our partnerships with leading hardware vendors and systems integrators have enabled us to deliver a full solution from initial consultancy, training, hardware integration and software acceleration. Our satisfied customers include the leading firms in investment banking, asset management, and insurance.

For more information visit:

Gold Sponsor: FINCAD

FINCAD, the leading provider of financial valuation and risk analytics software, provides powerful tools that facilitate informed hedging and investment decisions of derivative and fixed-income portfolios, as well as full regulatory compliance. Founded in 1990, the company has established 60 partnerships worldwide, with world-leading software providers. FINCAD delivers solutions and supports over 1,000 organizations worldwide—including banks, treasuries, hedge funds, asset management firms, auditors, and governments.

Gold Sponsor: CME Group

As the leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk, offering the widest range of global benchmark products across all major asset classes. We bring buyers and sellers together through our CME Globex electronic trading platform and our trading facilities in the United States and Europe. CME Clearing, an industry-leading central counterparty clearing provider, offers clearing and settlement services for exchange-traded and over-the-counter derivatives.

CME Europe, our new London-based derivatives exchange, offers FX contracts and a suite of commodity contracts and will become a multi-asset class exchange over time. CME Clearing Europe, our London-based clearing house, provides a single, integrated platform for a broad range of OTC financial and commodity derivatives and futures in a European regulatory framework.

Gold Sponsor: Global Valuation

Global Valuation Ltd. (GVL) is a software firm based in London. GVL’s two products are Esther, a software-hardware solution for the simulation of large OTC portfolios and mega-models for CVA-FVA-DVA, and Athena, a data service for calibrated models in collaboration with ICAP. GVL also partners with TriOptima in the delivery of triCalculate, a hosted risk analytics service for OTC portfolios.

Gold Sponsor: The Python Quants

The Python Quants is a working group composed of Python, technology, finance, and data science experts dedicated to the promotion of Python's use in analytical finance:

  • front-office risk & pricing analytics
  • mid- and back-office risk management
  • front office model (Excel) governance and remediation in Python using Data Nitro
  • financial model validation & compliance
  • customization and integration of custom analytics software
  • end-to-end solutions in Python: prototyping & deployment to production
  • Python for efficient processing and analysis of large financial data sets

Silver Sponsor: CEEMarketWatch

CEEMarketWatch is a specialized information provider and fully-integrated analytical network, recognized for its superb quality and from-the-source economic & political reports. We offer macroeconomic and political coverage of 74 emerging markets in Central & Eastern Europe, the Middle East, Africa and Latin America and the Eurozone.

We have a team of professional economists, positioned in the local markets, in-house editors and local contributors to deliver daily economic and political news, macroeconomic analysis, economic forecasts and reports, election coverage, press reviews and clipping services.

Silver Sponsor: Wiley

Over the years, financial professionals around the world have looked to Wiley and the Wiley Finance series with its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley continues to respond.

With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.