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Quant Risk Americas 2015 | Regulatory Changes For Quant Risk Professionals

21 Jul 2015

Join over 100 senior quant professionals to hear from more than 20 CROs and Heads to address the impacts of regulatory change on the quant risk professional. The Congress includes CCAR, DFAST, Model Risk, PPNR, FRTB, Value Adjustments and data impacts.

Quant Risk Americas 2015 | http://www.cfp-events.com/quantusa
New York City, November 3-4

CFP's Quant Risk Americas 2015 is a two-day Congress set to address the impacts of regulatory change on the quant risk professional. The Congress will tackle the key challenges facing quantitative risk managers with a strong focus on Model Validation, Stress Testing, CCAR, DFAST, Value Adjustments, and the Fundamental Review of the Trading Book.

At Quant Risk Americas 2015 you will hear from KeyCorp, BAML, AllianceBernstein, CIT, AIG, Credit Suisse, TD Bank, Nomura and more provide you and your colleagues key take-away insights on:

MODEL VALIDATION & DEVELOPMENT
 - Is validation is hindering development?
 - Understand how to manage model risk enterprise-wide
 - How to model risk in the current low rate and volatility environment.  
 - Best practices from Developers and Validators on how to document model risk management

CCAR & DFAST
 - Scenarios in a higher rate economy
 - Best practices for CCAR and DFAST submissions

PPNR
 - How to project losses and connect revenue and risk projections to bring risk and finance views together

FUNDAMENTAL REVIEW OF THE TRADING BOOK
 - Latest developments, impacts and what is still to come

VALUE ADJUSTMENTS
 - How to incorporate Capital, Margin and Liquidity into derivatives pricing

DATA QUALITY & CONSISTENCY
 - Improving data quality and consistency for model uses


Quant Risk Americas 2015 features over 20 CRO’s and Heads of Quantitative Risk Departments from 15+ financial institutions and regulators. Key presenters include:  

KeyCorp - EVP, Group Head of Quantitative Risk Analysis,
Bank of America Merrill Lynch - Global Co-Head of the Quantitative Research Group
AllianceBernstein - CRO & Head of Quantitative Research,
AIG - Head of Quantitative Strategies, CIT Lourenco Miranda, Head of Quantitative Analytics,
TIAA-CREF - Head of Quantitative Risk Management,
Nomura Asset Management N.A. - Chief Risk Officer,
Credit Suisse - Head of ERM and Stress Testing for Americas
Federal Reserve Board  - Manager, Quantitative Risk Management,
TD Bank  - SVP, Head of Enterprise Risk Management,
BNY Mellon  - MD, Quantitative Risk manager

Please visit http://www.cfp-events.com/quantusa for further information including the full agenda and the speaker line up. You can also contact the Center For Financial Professionals at info@cfp-events.com or +1 888 677 7007.

Keywords
Quantitative Risk Management, Quant, Model Risk, Model Validation, CCAR, DFAST, Scenarios, PPNR, Risk Data, Financial Risk, Financial Risk Management, FRM, Congress, Conference, Quant Risk, Quant


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