WBS 16th Quantitative Finance Conference

Every year, the Quantitative Finance Conference organized by WBS brings together professionals, researchers, academics, and leading experts in quantitative finance from all over the world to share and discuss their knowledge and experiences, new perspectives, and innovations in the industry.

Event Overview

  • Day 1: machine learning in Quantitative Finance
  • Day 2: Machine Learning in Quantitative Finance
  • Day 3: Volatility, Options & Modelling
  • Day 4: Latest XVA Developments
  • Day 5: Regulations & Machine Learning Panel

Quantifi & Intel Presentation: Quantifi Leverages Intel® Hardware to Accelerate XVA Calculations

Day 4 – 19th November -17:30 GMT / 18:30 CET / 12:30 EST

Calculating XVAs requires Microservices Architecture using distributed computing for achieving scalability, reliability and resilience. Loading data, transferring and saving results can introduce I/O issues causing significant degradation in overall system performance. This presentation explains how Quantifi achieved end-to-end acceleration using Intel’s CPU and Optane™ Persistent Memory technology solutions.

Speakers:

  • Rama Krishna Nagamalla, Senior Software Developer, Quantifi
  • Mahesh Bhat, Principal Engineer, Intel Corporation

Registration Closed
Registration is no longer available.

View recap

insights

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.

News

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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