Annual Quant Insights Conference
1st - 2nd November 2023
08:00 - 15:00 EDT
12:00 - 19:00 GMT
Globally Live-Online
Brought to you by
CQF Institute, Fitch Learning, and Wilmott



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.
Conference Schedule
Day 1 - 1st November 2023
Virtual conference doors open - Familiarize yourself with the event platform
Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute
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
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
Break and Networking
Risk-Sensitive Investment Management: A Guide for Quants
Professor Sébastien Lleo, Professor of Quantitative Finance, NEOMA Business School
Break and Networking
Bond Futures: Delivery Option with Term Structure Modelling
Dr. Marc Henrard, Managing Partner, muRisQ Advisory
A Behavioral Economics Approach To AI Safety
Dr. Steve Phelps, Co-Founder, Mesonomics
Risk Factor Aggregation and Stress Testing
Professor Natalie Packham, Professor of Mathematics and Statistics, Berlin School of Economics and Law
Break and Networking
A Machine-Learning Tool for Visual Risk Analysis and Manager Selection
Dr. Claus Huber, Head of Quantitative Modelling and Analytics, Helvetia Insurance
Computing Skew-Stickiness
Professor Jim Gatheral, Presidential Professor of Mathematics, Baruch College, City University of New York
Closing Remarks
Dr. Randeep Gug, Managing Director, CQF Institute
Day 2 - 2nd November 2023
Virtual conference doors open - Familiarize yourself with the Hopin platform
Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute
Beyond Convexity
Dr. Jessica James, Senior Quantitative Researcher, Commerzbank
What is Quantum Computing?
Dr. Alonso Pena, Quantitative Analyst, European Investment Bank
A Novel Way to Diversify Portfolio Weights
Jean-Paul Jaegers, Head of Asset Allocation, Barclays
Break and Networking
What I Don't Like About Quant Finance
Dr. Paul Wilmott, Founder, Certificate in Quantitative Finance (CQF)
The Short Lira Put Option Investment - Wealth or Trap of Price Spikes Causing Disastrous Losses
Dr. Uwe Wystup, Founder and Managing Director, MathFinance AG
Break and Networking
The P2P Pandemic Swap: Decentralized Pandemic-Linked Securities
Daniel Linders, Associate Professor of Actuarial Science and Mathematical Finance, University of Amsterdam
Break and Networking
A Singular Variance Gamma Expansion
Dr. Peter Jaeckel, Founder, OTC Analytics
Keynote Speech
Nassim Taleb, Former Trader, Risk Specialist and Best-Selling Author
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
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.
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.