Imperial students are invited to join the 5th annual UBS Quant Conference to a global audience.
UBS strongly believes that Fintech has put forward new requirements for organizational structures and culture within the financial industry. Digitalisation and innovation is one of UBS’s key priorities, and the company continues to invest in this space.
Gathering experts from within UBS, this conference aims to promote research in quantitative finance and share insights with those students interested in the quant industry.
UBS are a member of the Imperial Business Partners corporate membership programme.
Agenda
- 9:00 -9:05 Welcome Speech
- Martha Maratheftis, Managing Director, Global Head of Valuation Quants, UBS
- 9:05 – 9:20 Correlation Skew Modelling
- Matthieu Pinard, Associate Director, Global Markets Quantitative Analyst, UBS
- 9:20 – 9:35 Ask UBS: An NLP (Natural Language Processing) bot to help our sales-traders engage with clients
- Sanji Shivalingam, Managing Director, Head of Algorithms and Analytics, UBS
- 9:35 -9:50 How does data empower the investment bank
- Lawrence Booker, Managing Director, Lead of AI, Data and Analytics, UBS
- 9:50 -10:05 Trading market dislocations using systematic strategies
- Giulio Alfinito, Managing Director, Head of QIS Structuring EMEA, UBS
- 10:05 – 10:25 Coffee Break
- 10:25 – 10:30 Post Coffee Break Welcome Speech
- Yingbo Bai, Managing Director, Head of Model Risk Managment and Control for Valuation Models & Methodology, UBS
- 10:30 – 10:45 Electronic Algorithmic trading: a stochastic journey around volatility and jumps
- Luca Spadafora, Executive Director, Head of Model Risk Managment and Control for Algo Trading Models, UBS
- 10:45 – 11:00 Introduction to Quantitative Inventory Trading
- Andrea Bordoni, Executive Director, Global head of Financing Quants, UBS
- 11:00 – 11:45 Panel Discussion
- Martha Maratheftis, Yingbo Bai, Rebecca Idell, Lawrence Booker, Christina Atkins, Professor Robert Kosowski
- 11:45 – 11:50 Closing remarks
- Professor Robert Kosowski, Head of the Department of Finance and Professor of Finance Imperial College