About the Conference

The Quant Insights Conference took place on 1st and 2nd November 2023. Attendees enjoyed talks from some of the biggest names in quantitative finance including Dr. Paul Wilmott, Professor Jim Gatheral, Professor Natalie Packham, and more.

Missed the conference? The conference recordings are available to watch now on the CQF Institute website.

Proudly supported by

Corporate Partners

Academic Partners

Conference Schedule

Day 1 - 1st November 2023

08:00 - 08:30 EDT

Virtual conference doors open - Familiarize yourself with the event platform

08:30 - 08:35 EDT

Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

08:35 - 09:10 EDT

God's Money: The Key to Unlimited Clean Energy and the Age of Abundance Ahead
Professor Espen Gaarder Haug, Professor of Finance, Norwegian University of Life Science

09:10 - 09:45 EDT

20 Years of CQF and the Evolution of Quantitative Finance
Dr. Paul Wilmott, Founder, Certificate in Quantitative Finance (CQF)
Dan Tudball, Editor, Wilmott Magazine
Dr. Randeep Gug, CQF Institute, Managing Director

09:45 - 10:10 EDT

Break and Networking

10:10 - 10:45 EDT

Risk-Sensitive Investment Management: A Guide for Quants
Professor Sébastien Lleo, Professor of Quantitative Finance, NEOMA Business School

10:45 - 11:05 EDT

Break and Networking

11:05 - 11:40 EDT

Bond Futures: Delivery Option with Term Structure Modelling
Dr. Marc Henrard, Managing Partner, muRisQ Advisory

11:40 - 12:15 EDT

A Behavioral Economics Approach To AI Safety
Dr. Steve Phelps, Co-Founder, Mesonomics

12:15 - 12:50 EDT

Risk Factor Aggregation and Stress Testing
Professor Natalie Packham, Professor of Mathematics and Statistics, Berlin School of Economics and Law

12:50 - 13:20 EDT

Break and Networking

13:20 - 13:55 EDT

A Machine-Learning Tool for Visual Risk Analysis and Manager Selection
Dr. Claus Huber, Head of Quantitative Modelling and Analytics, Helvetia Insurance

13:55 - 14:30 EDT

Computing Skew-Stickiness
Professor Jim Gatheral, Presidential Professor of Mathematics, Baruch College, City University of New York

14:30 - 14:35 EDT

Closing Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

Day 2 - 2nd November 2023

08:00 - 08:30 EDT

Virtual conference doors open - Familiarize yourself with the Hopin platform

08:30 - 08:35 EDT

Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

08:35 - 09:10 EDT

Beyond Convexity
Dr. Jessica James, Senior Quantitative Researcher, Commerzbank

09:10 - 09:45 EDT

What is Quantum Computing?
Dr. Alonso Pena, Quantitative Analyst, European Investment Bank

09:45 - 10:20 EDT

A Novel Way to Diversify Portfolio Weights
Jean-Paul Jaegers, Head of Asset Allocation, Barclays

10:20 - 10:40 EDT

Break and Networking

10:40 - 11:15 EDT

What I Don't Like About Quant Finance
Dr. Paul Wilmott, Founder, Certificate in Quantitative Finance (CQF)

11:15 - 11:50 EDT

The Short Lira Put Option Investment - Wealth or Trap of Price Spikes Causing Disastrous Losses
Dr. Uwe Wystup, Founder and Managing Director, MathFinance AG

11:50 - 12:20 EDT

Break and Networking

12:20 - 12:55 EDT

The P2P Pandemic Swap: Decentralized Pandemic-Linked Securities
Daniel Linders, Associate Professor of Actuarial Science and Mathematical Finance, University of Amsterdam

12:55 - 13:20 EDT

Break and Networking

13:20 - 13:55 EDT

A Singular Variance Gamma Expansion
Dr. Peter Jaeckel, Founder, OTC Analytics

13:55 - 14:30 EDT

Keynote Speech
Nassim Taleb, Former Trader, Risk Specialist and Best-Selling Author

14:30 - 14:35 EDT

Closing Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

Conference Speakers

Confirmed speakers and panelists. Click on the images below to explore abstracts and biographies.

Conference Recordings

Missed the conference? The conference recordings are available to watch now on the CQF Institute website.

Conference Organizers

Quant Insights is presented by the CQF Institute, Fitch Learning, & Wilmott

CQF Institute

Promoting the highest standard in practical financial engineering, the CQF Institute, part of Fitch Learning, is a global membership organization dedicated to educating and building the quantitative finance community. The CQF Institute is also the awarding body for the Certificate in Quantitative Finance (CQF) the world’s largest professional qualification in quantitative finance.

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with businesses to help develop the future leaders of the financial services industry. Alongside centers in established financial hubs, Fitch Learning utilizes a best-in-class technology platform to deliver blended learning solutions that maintain the personal element of development.

Wilmott

Wilmott is the leading resource for the quant finance community, comprised a website and discussion forum and Wilmott magazine.

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