The Dynamics Driving Capital Markets, New York Conference, 2019

Quantifi's annual New York capital markets conference is designed to facilitate discussion amongst 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. Join senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.

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


The Harmonie Club
4 East 60th Street
NY 10022


Registration 4 pm
Conference 4:15 pm – 6:30 pm
Networking Reception 6:30 pm

Registration Closed
Registration is no longer available.

View recap


Innovative thinking

Client Stories

AFD Treasury Leverages Quantifi’s Integrated Trading and Risk Management Solution

Agence Française de Développement (AFD), is an established and specialised financial institution that has been working to fight poverty and foster economic growth by financing sustainable development projects in developing countries across five continents. AFD is a regulated bank with 40 offices around the world and operating in more than 60 countries.


Quantifi Releases Version 19 with Major Enhancements to VaR, Live Risk, AI/ML Integration & ARR

Version 19 provides clients with next-generation Value-at-Risk, cloud-based live risk, high performance integration with AI/ML and tools to seamlessly navigate the IBOR transition.

Client Stories

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

Helaba, one of the leading German banks, with a workforce of approximately 6,300 and a balance sheet total of around EUR 180 billion, offers financial services to companies, banks, institutional investors and the public sector, both within Germany and internationally. The bank also acts as central clearing institution and service provider for 40% of German savings banks.

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