Quantifi's 6th annual risk conference, at The Harmonie Club, New York, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets. Topics covered included navigating the IBOR transition, concept drift in machine learning and the rise of fixed income ETFs.
* The views and opinions expressed by the speakers are those of the individual and are not representative of their respective company.
The conference facilitates discussion between delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces.
With certain IBORs being reformed, the replacements represent one of the major undertakings for the financial services industry in the coming years. The sell-side panel discusses the latest trends and challenges of navigating the IBOR transition and the adoption of alternative reference rates.
Financial services are leading the way when it comes to both creation and adoption of machine learning. In this session Dennis Shasha, Prof of Computer Science, New York University & Advisor to 7Chord, discusses concept drift and its impact on machine learning in capital markets.
There has been significant growth in the fixed income exchange traded funds (ETFs)
market and an increasing number of investors are now finding a role for them in their portfolios. The buy-side
panel explored the drivers behind this trend and the challenges it poses for investors.
- Eric Isenberg, Head of Fixed Income Portfolio Management for Quantitative Beta Strategies, J.P. Morgan Asset Management
- Josh Penzner, Head of iShares Institutional Fixed Income, BlackRock
- Bradley Krom, Director, Research, WisdomTree Asset Management
- William Ahmuty, Head of SPDR Fixed Income Group, State Street Global Advisors
- Dennis Shasha, Prof of Computer Science, New York University & Advisor to 7Chord
- Dmitry Pugachevsky, Director of Research, Quantifi
- Gary Levin, Director, Head of Market Risk for Fixed Income, SGCIB
- Leon Michon, Managing Director, Global Valuation Group, Bank of America Merrill Lynch
- Priya Misra, Head, Global Rates Research, TD Securities