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Thursday 27th September 2018

Friday 28th September 2018

Wednesday 26th September: Workshops:

Machine Learning in Finance: A Practical View by Miquel Noguer Alonso: Columbia University

Machine Learning Applications in the XVA Space by Andrew Green: XVA Lead Quant, Scotiabank

Advanced Adjoint Algorithmic Differentiation (AAD) by Uwe Naumann: RWTH Aachen University

 Invited & Confirmed Presenters:

Georgios Papaioannou

Trading Strategist

Bank of America Merrill Lynch

Vacslav Glukhov

Executive Director, Linear Quantitative Research, Global Equities

J.P. Morgan

Jesper Andreasen

Global Head Of Quantitative Research

Saxo Bank 

Vladimir Piterbarg 


Abdel Lantere

Data Scientist, Quantitative Consultant


Michael Pykhtin

Manager, Quantitative Risk

Federal Reserve Board

Riccardo Rebonato

Professor of Finance

EDHEC Business School

Miquel Noguer Alonso

Adjunct Assistant Professor

Columbia University 

Alexei Kondratyev

Managing Director Financial Markets

Standard Chartered Bank

Pierre Henry-Labordere

Quant, Global Markets Quantitative Research

Société Générale

Christoph Burgard

Head of Risk Analytics for Global Markets

Bank of America Merrill Lynch

Julien Guyon

Senior Quant

Bloomberg L.P. 

Ignacio Ruiz 

Founder & CEO

MoCaX Intelligence

Alexander Antonov 


Standard Chartered Bank

Jon Gregory


xVA Expert 

Andrew Mcclelland 

Director, Quantitative Research


Dominique Bang

Director, Head of Interest Rates Vanilla Modelling, London

Bank of America Merrill Lynch

Andrea Pallavicini

Head of Equity, FX and Commodity models


Christian Fries 

Head of Model Development

DZ Bank

Andrew Green 

Managing Director and XVA Lead Quant


Massimo Morini 

Head of Interest Rate and Credit Models 

Gruppo Intesa Sanpaolo 

Peter Jaeckel

Deputy Head Of Quantitative Research

VTB Capital 

Juliusz Jablecki

Divisional Head

Narodowy Bank Polski  

Uwe Naumann

Professor for Computer Science

RWTH Aachen University

Davide Venturelli

Quantum Computing Lead

NASA-USRA Quantum AI Lab 

Martin Engblom

Co CEO triCalculate 

TriOptima, a NEX Group Company  

Assad Bouayoun

Director, XVA Senior Quant


Jörg Kienitz


Quaternion Risk Management 

Nikolai Nowaczyk


Quaternion Risk Management

Gilles Artaud

Market and Counterparty Risk

Credit Agricole-CIB

Paul Bilokon

Founder, CEO,Thalesians

Senior Quantitative Consultant, BNP Paribas

Sheir Yarkoni

Data Scientist

D-Wave Systems Inc 

 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 venue to view presentations on laptops and mobile devices.

Conference Bookings: Discount Structure

  • When 2 colleagues attend the 3rd goes free!
  • Super Early Bird Discount: 25% Until 18th May
  • Early Bird Discount: 20% Until 20th July
  • Early Bird Discount: 10% Until 7th September
  • Main Conference + Workshop (£150 Discount)
  • 70% Academic Discount (FULL-TIME Students Only)

Fixed Income Conference Testimonials

Manlio Trovato: Head of Quantitative Research, Lloyds Banking Group

“A vibrant conference, focusing on topics of high relevance in the Fixed Income quant community with high quality content. A relaxed and welcoming atmosphere, with great facilities. Thanks very much for organising this!”

Philipp Schönbucher: Managing Director, Financialytic GmbH

"Thank you very much again for giving me the opportunity to speak at the 12th Fixed Income Conference in Berlin. 

I think the conference was a big success, very high calibre speakers, and also the audience was top quality with very fruitful interactions and discussions in the breaks."

Jörg Kienitz: Partner, Quaternion Risk Management

"WBS made it again - 12 in a row. 12 fantastic FI conference events with great talks, workshops and the chance for discussions and networking. Thanks for organizing this event!"

Alexander Antonov: Senior Vice President, Quantitative Research, Numerix

"Thank you guys for the conference! Great as always!"

“Head of Quantitative Analytics” 

“The talks are focused and they address the current/crucial financial topics and technologies. It was a great place to meet fixed income peers and to exchange ideas.”.

Roland Jordan: Head of Sales, EMEA, Quantifi

"Quantifi has been happy to have been a sponsor of the WBS Events in recent years and we have found them to be an excellent forum both in terms of the conference content as well as the excellent networking opportunities available to us as a specialist software provider in the analytics, trading and risk management space."

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."

Risk Manager

"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.”

3 for 2 offer

To qualify for the 3 for 2 offer online you simply register online for two delegates and then email the third delegates name and details afterwards! 


CPD Certification

You will be able to receive CPD points for attending this event (number of points to be confirmed).

The CPD Certification Service was established in 1996 as the independent CPD accreditation institution operating across industry sectors to complement the CPD policies of professional and academic bodies. The CPD Certification Service provides recognised independent CPD accreditation compatible with global CPD principles.