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NAG Wilmott Quant Event - New York - 7th December 2011

Nicholas J Higham & Paul G Hipes

898 Views

The Numerical Algorithms Group (NAG) and the finance publication Wilmott hosted a city seminar for finance industry professionals on 7th December 2011. It was a free seminar, with speakers from industry and academia, and was open to those working within the finance industry.

What is Implied by Implied Volatility?

Elie Ayache

3322 Views

Elie Ayache begins a new series taking his hammer to some cherished concepts.

The 3rd Annual Practitioners' Summit on BASEL III IMPLEMENTATION For Banks - 20th-23rd Feb 2012 - London - 10% Discount

Wilmott 10% Discount Quote VIP CODE: FKM62325WMT

The 3rd Annual Practitioners' Summit on
BASEL III IMPLEMENTATION
For Banks
20th - 23rd February 2012 - Central London

http://www.informaglobalevents.com/FKM62325WMT

Consisting of four consecutive and separately bookable�days this Summit will give you maximum flexibility and significant added value.

The 4th Annual Conference on
Basel III Implementation
Conference: 21st February 2012 - Central London

http://www.informaglobalevents.com/FKM62325WMT

Designing & Implementing Effective
Basel III Business Strategies
Conference: 22nd February 2012 - Central London

http://www.informaglobalevents.com/FKM62325WMT

Addressing the Evolving Challenge of
Basel Framework Analytics
Conference: 23rd February 2012 - Central London

http://www.informaglobalevents.com/FKM62325WMT

Applying, Enhancing& Aligning Basel III
Risk & Capital Management
Workshop: 20th February 2012 - Central London

http://www.informaglobalevents.com/FKM62325WMT

Tackling Your Key Questions

This Summit represents an unrivalled opportunity to hear from the leading experts and practitioners on Basel III and its implications:

Understand the practical implications of:
Home-host supervisory relations
Liquidity risk management priorities
Counterparty credit risk requirements
Definition of capital
Basel III on a smaller bank

Gain strategic insights into:
Funding your operations
Enabling business models and strategies
Establishing risk appetite
Longer term funding
Use of economic capital

Enhance your technical knowledge of:
Calculating capital in the trading book
Pillar 1 cyclicality
Liquidity modelling
Capital charge for counterparty risk
Modelling stress and back testing

Hear Direct from Key International Regulatory Policy Setters:

Conor Macmanus, Head of Prudential Requirements
HM TREASURY

Evan Sekeris Head of Bank
Supervision & Regulation Department
FEDERAL RESERVE BANK OF RICHMOND

Laurie Mayers Manager Capital Management Team
FINANCIAL SERVICES AUTHORITY

Register now and receive a Wilmott 10% discount quote VIP CODE: FKM62325WMT
�
To register for Basel III click here.

Alternatively, email custserv@infoline.org.uk or call us on +44 (0)20 7017 7702, quoting VIP code: FKM62325WMT.

http://www.informaglobalevents.com/FKM62325WMT

Collaborative and Academic Buy Side Trading Firm - Experienced Quant Researcher Required - �170k Base + Bonus - MONT188

Collaborative and Academic Buy Side Trading Firm - Experienced Quant Researcher Required - �170k Base + Bonus.

Montash Associates has been retained exclusively by a well-known buy side organisation to secure an experienced Quant Researcher / Trader to join their London or NY team.

You will work with a number of academic quant researchers to design and develop high frequency quant trading strategies in a collaborative environment.

The firm focusses primarily on FX and Commodities but are looking to push further into the Rates and Equities space.
The firm is not looking to hire someone with one specific strategy; they are looking to hire a talented individual who can work as part of the team to develop an array of new trading models across all asset classes.

Requirements:
- PhD in Mathematics / Statistics / Computer Science / Physics / AI / Machine Learning.
- 3+ years designing and running systematic trading models.
- Strong programming skills: C++ / Java.
Please note: Montash Associates have been retained exclusively on this opportunity.

If you have a proven track record of quantitative research / trading or are part of a quantitative trading team then email me: andyc@montash.com or call me for a confidential conversation on 0207 749 60 66.

NAG Wilmott Quant Event - New York - 7th Dec 2011

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