The 11th Fixed Income Conference can be attended as part of the Quants Hub Subscription Service, offering excellent value.
Improved Pricing Structure for The New Financial Year 2015/16: Video Workshops £99.00
Pre-Conference Workshop Day: Wednesday 7th October:
- Exploring Ideas in Systematic Trading by Saeed Amen
- Retrofitting AAD to Your Existing C++ Library by Alexander Sokol with Luigi Ballabio
- Nonlinear Option Pricing by Pierre Henry-Labordère & Julien Guyon
- Models - Challenges and Risks by Jörg Kienitz & Manuel Wittke: Deloitte & Touche GmbH
Main Conference Day 1: Thursday 8th October:
- Latest XVA, KVA & Initial Margin Developments
- The Latest Innovations in Modelling & Numerical Methods
- The Impact of Regulatory Changes
Main Conference Day 2: Friday 9th October:
- Latest XVA, KVA & Initial Margin Developments
- The Latest Innovations in Modelling & Numerical Methods
- Latest Pricing & Volatility Techniques
THIS YEAR’S LEADING INDUSTRY EXPERTS INCLUDE:
- Jesper Andreasen: Global Head Of Quantitative Research, Danske Bank
- Vladimir Piterbarg: Former Global Head Of Quantitative Analytics Group, Barclays
- Christoph Burgard: Managing Director, Barclays
- Milena Imamovic-Tomasovic: Head Of CVA & Funding Methodology, Deutsche Bank
- Peter Jaeckel: Deputy Head Of Quantitative Research, VTB Capital
- Vladimir Chorniy: Head of Risk Modelling Strategy, Group Risk Management, BNP Paribas
- Michael Pykhtin: Manager, Quantitative Risk, Federal Reserve Board
- Dan Rosen: Managing Director, Risk and Analytics, S&P Capital IQ
- Brola Lordkipanidze: Head of Counterparty Credit Risk Models, Standard Chartered Bank
- Mirela Predescu: Deputy Head, Credit – Market and Counterparty Risk Methods and Analytics, BNP Paribas
- Jessica James: Head of the FX Quantitative Solutions team, Commerzbank
- Pierre Henry-Labordère: Senior Quant, Global Markets Quantitative Research Team, Société Générale
- Guillaume Macey: Global Head of Quantitative Research, Global Rates, HSBC
- Brian Huge: Quant, Danske Bank
- Jon Gregory: Independent Expert
- Khalid Yaqobi: Head of Quant for Counterparty Credit Risk, Credit Agricole-CIB
- Wolfgang Scherer: GRM-Market Risk Management, Methodology Trading - Model Validation Credit Trading, Commerzbank
- Fabrizio Anfuso: Head of Backtesting Methodology, Credit Suisse
- Andrew Green: Head of Quantitative Research - CVA / FVA Quantitative Research, Lloyds Bank
- Rohan Douglas: CEO, Quantifi
- Antoine Savine: Quant, Danske Bank
The Fixed Income Conference is now in its 11th year and in 2015 we are heading to France and the wonderful, exciting, cosmopolitan and my favourite city Paris. The pre-conference workshop day now boasts four options, and as usual 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 analysis. Delegates can enjoy longer breaks in our informal environment, which is ideal for networking opportunities.
Managing Director, WBS Training
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 and mobile devices.
Conference Bookings: Discount Structure:
- Early Bird Discount: 20% Before 26th June
- Early Bird Discount: 10% Before 28th 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
Massimo Morini: Head of Interest Rate & Credit Models, Banca IMI
"Thanks to the very detailed talks and well-planned panels, the Fixed Income Conference in Barcelona has been the most vibrant and interesting event on XVAs I have seen this year."
Fabrizio Anfuso: Head of CCR Backtesting Methodology Team, Credit Suisse
"Many thanks for the invitation and the great organisation! I have been now 6y in the industry attending conferences on a regular basis. This was by far the best event I have taken part to!"
Eirik Berg: Risk manager, DNB Markets
"Thanks for organizing a very useful and inspiring conference. For me most of the topics were directly related to things I work on"
Nick Haining: Chief operating Officer, CompatibL
"Once again WBS maintained their ability to bring advanced practitioners together in a great environment conducive to both social and technical discussion. They really excel at this.”
Philippe Balland FX, Rates & Credit Quant
"Thank you for inviting me to the Barcelona event. I have truely enjoyed the conference. The organisation and location of the event were fantastic! It was a great occasion to catch up on the latest developments in a very relaxed and collegiate atmosphere."
"Thank you very much for a great conference. Well organized, with top speakers, good discussions, nice ambiance, the conference was very informative and inspiring. I also liked the venue a lot – good hotel at great location. Hope to be back!"
Ignacio Ruiz: iRuiz Consulting
"Nice event last week! Very well organised."
"Thanks again for a great event in Barcelona!"
Manager, Portfolio Analytics
"The organization was very good, thanks for the invite."
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: compatibl.com
Gold Sponsor: Quantifi
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: 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: Xcelerit
Xcelerit is a leading provider of acceleration solutions for Quantitative Finance. Our portfolio of solutions addresses a range of computational challenges from algorithmic optimisation to software acceleration. Xcelerit is the maker of the award-winning toolkit that allows Quantitative Analysts to unlock the performance of accelerators (GPUs and many-core) with minor modifications to their existing source code.
Xcelerit has received recognition as a finalist in the Red Herring Europe Top 100 award, the Red Herring Top 100 Global award, and a two-time winner of HPC Wire’s “Best use of High Performance Computing in Financial Services” award. Our satisfied customers include the leading firms in investment banking, asset management, and insurance.
Gold 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.
Gold Sponsor: TriOptima
triResolve for proactive reconciliation of OTC derivative portfolios, repository validation and dispute resolution
triReduce for multilateral portfolio compression services across OTC product types
triBalance for rebalancing counterparty risk exposure between multiple CCPs and bilateral relationships
triCalculate for the complete spectrum of counterparty credit risk analytics leveraging state-of-the-art massively parallel computing devices
TriOptima maintains offices in London, New York, Singapore, Stockholm, and Tokyo.