December 4, 2015 (from New York)
Kamal Kasera - NineAlpha Capital
Principal and Co-Founder
"The Changing World of Quantitative Finance"
Kamal Kasera is a Principal and Co-Founder at NineAlpha Capital, specializing in the trading of interest rates. Kamal was the key architect behind the pricing/hedging algorithms deployed in the US Treasury market and oversaw electronic trading of US Treasuries at Deutsche Bank (2004-2009) and Goldman Sachs (1998-2004). He is recognized as one of the foremost technological innovators in fixed income electronic trading. He is a board member of Narnolia Velox Advisory, an India based alternative investment firm dealing in equities, fixed income, commodities and foreign exchange on Indian bourses. Kamal holds a M.S. in computational finance from Carnegie Mellon, an MBA and M.S. in Computer Science from the University of Massachusetts, Amherst, and undergraduate degrees from BITS, Pilani, India.
November 20, 2015 (from New York)
Peter Cai - Global Atlantic Financial Group
Chief Risk Officer
"Exotic Equity Options"
Peter Cai is Chief Risk Officer for Global Atlantic Financial Group, a retirement, insurance and reinsurance company recently spun out of Goldman Sachs. Dr. Cai has more than 15 years of experience in the financial services industry. Most recently he was Managing Director for Morgan Stanley, where he led a global team responsible for measuring, stress testing and reporting risk across all business segments. Dr. Cai also worked as a Fixed Income Risk Strategist for Lehman Brothers and was head of consulting for Askari. He is also an adjunct faculty member at Carnegie Mellon University. Dr. Cai has a doctorate in Materials Science from Pennsylvania State University and obtained his bachelor’s degree in Applied Mechanics from Fudan University in China.
November 13, 2015 (from New York)
Punit Mahajan - Goldman Sachs
Vice President, Surveillance Analytics Group
"Leveraging Big Data Analytics in Quant Finance"
Punit Mahajan, Vice President in the Surveillance Analytics Group at Goldman Sachs, leads financial crime control focused on insider trading and market manipulation models. Prior to joining Goldman Sachs in 2010, Punit was Practice Lead for Analytics of Infosys Ltd. and was the Head of Quantitative Research and led a quantitative research team at Dresden Kleinwort. He is a 2003 graduate of the MSCF program and has a post graduate degree in Computer Science from India.
October 16, 2015 (from New York)
Bjorn Flesaker - Prudential Fixed Income
Managing director and head of quantitative research
“Modeling in Fixed Income Asset Management”
Bjorn Flesaker, Ph.D., is a Managing Director and Head of Quantitative Research for Prudential Fixed Income. Mr. Flesaker joined Prudential Fixed Income in April 2010 from Bloomberg, where he worked as a senior quant and a credit derivatives business manager. Prior to this, Mr. Flesaker spent more than a decade leading quantitative research, modeling, and related activities in fixed income and derivatives business areas at major financial firms including Morgan Stanley, MBIA, Bear Stearns, and Merrill Lynch. He began his career as a member of the finance faculty at the University of Illinois at Urbana-Champaign. He has lectured and published extensively on topics of mathematical finance, is an adjunct professor at New York University's Courant Institute of Mathematical Sciences, and serves as a managing editor of the International Journal of Theoretical and Applied Finance. Mr. Flesaker received a degree in Finance from BI Norwegian Business School in Oslo and a PhD in Finance from the University of California, Berkeley.
October 9, 2015 (from Pittsburgh)
Euan Sinclair - Bluefin Trading
“Gambling and Equity Options”
Euan Sinclair is an options trader with twenty years of professional trading experience trading options on indices, stocks, commodities and interest rate products. He currently is a quantitative consultant at Bluefin Trading. He holds a Ph.D. in theoretical physics from the University of Bristol and has written two books: “Volatility Trading” and “Option Trading,” both published by Wiley.
October 2, 2015 (from New York)
Michael Dubno - Gadgetoff
Founder and partner
“Innovation, Technology and Regulation on Wall Street”
Michael Dubno is a founder and partner of Gadgetoff, an organization that annually brings together innovators, inventors and entrepreneurs. Mr. Dubno recently retired from Bank of America Merrill Lynch (BAML) where for the last five years he was head of global markets and risk technology, and responsible for the quantitative strategies group. Prior to BAML, he worked as CTO and partner for Goldman Sachs, where he was responsible for the firm’s institutional portal and private wealth management sites, consolidating the firm’s client facing business. Mr. Dubno is on the board of Cerebellum Capital, an innovative hedge fund based on machine learning and serves as co-chairman of FIRST, a New York-based charity organization inspiring and engaging students in the studies of science and technology.
September 25, 2015 (from New York)
Christopher Barr - Goldman Sachs
Santiago Quintero - Goldman Sachs
"Quants as Investment Bankers"
Christopher Barr is a strategist within the M&A group at Goldman Sachs, where his role focuses on real options, interactive analyses and the valuation of enterprises with complex stochastic features. Previously, he was an assistant professor at Harvard University, working in health policy, applied statistics and applied probability. Prior to Harvard, Mr. Barr was a postdoc at Johns Hopkins University, where he co-authored OpenIntro Statistics, an open source statistics book now used around the world. He also served as a consultant or member of the staff at Lawrence Livermore National Laboratory, City Hall Los Angeles and City Hall New Haven. Mr. Barr holds a Ph.D. in statistics from UCLA and a BA in economics from Berkeley.
Santiago Quintero is a strategist in the IBD divisional analytics group at Goldman Sachs. His work focuses on return and profitability analyses related to balance sheet use in the context of credit risk and regulatory constraints. Prior to this, he was an application developer within Goldman’s technology division, building several front office applications that enhanced management and trade reporting. Mr. Quintero has an masters of science in computational finance from Carnegie Mellon University and a BS in industrial and systems engineering from Georgia Tech.
September 18, 2015 (from New York)
Baldwin Smith - Credit Suisse
"Index Alpha Strategies"
Baldwin Smith is a managing director at Credit Suisse in the investment banking division. Based in New York, Mr. Smith is head of the global index and alpha strategies group, which combines the bank's index products and alpha strategies teams within fixed income research. He is also head of projections modeling for the CCAR Program. Mr. Smith served as a member of the managing director evaluation committee during 2014. Prior to his current roles, Mr. Smith was head of the global fixed income index products group. Mr. Smith joined Credit Suisse in 2000 from J.P. Morgan where he was a senior bond index analyst. Prior to that, he was a trader in fixed income proprietary positioning, also at J.P. Morgan.
September 11, 2015 (from New York)
Steve Nawrocki - Americas for BNP Paribas
Managing director and head of equity trading
"Equity-Derivative Hybrid Pricing and Trading"
Steve Nawrocki is managing director and head of equity trading, Americas for BNP Paribas Global Equities and Commodity Derivatives in New York. Prior to joining the Americas platform in September 2014, Mr. Nawrocki headed up GECD’s structured equity business unit in London, managing a large team across sales, structuring and trading. Since joining Paribas in 1996 as a part of the equity derivatives market risk management team, Mr. Nawrocki has been instrumental in establishing BNP Paribas as one of the world’s premier equity derivatives franchises. Steve graduated with a mechanical engineering degree in electrical and electronic engineering from Imperial College in London.