Registration is open for Quantifi’s 6th annual New York risk conference. Register early as places are limited!
Speakers and Agenda
The Rise of Fixed Income ETFs
There has been a 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 will explore 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
Concept Drift in Machine Learning
Financial services are leading the way when it comes to both creation and adoption of machine learning. There has been a significant acceleration in recent times as machine learning has started to be implemented for real-world applications. The session will discuss how machine learning is transforming the capital markets.
Dennis Shasha, Prof of Computer Science, New York University & Advisor to 7Chord
IBOR – Navigating the Transition
Certain Interbank Offered Rates (IBORs) are being reformed. The replacements represent one of the major undertakings for the financial serviced industry in the coming years. The sell-side panel will explore what the transition means and the challenges for firms facing the transition.
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
Timings
Registration 4 pm
Conference 4:15 pm – 6:30 pm
Networking Reception 6:30 pm
