FSUMATH

Financial Mathematics Quant Symposium 2019


QS
21st Annual Financial Mathematics Quant Symposium 2019

Twenty-first Annual Financial Mathematics Quant Symposium

February 22-23, 2019

J. J. Love building, Department of Mathematics

The financial math quant symposium at the Florida State University is a twenty one years old tradition to provide our students with guidance on the new trends in the quantitative finance and the success stories from some senior quants and including some of our alumni. Although the main goal of the quant symposium is to serve our own students, we welcome all interested students to attend.

Program

Friday, 22 February 2019

2:00 p.m., 204B Love Building

Reception and Registration

3:30 p.m., 101 Love Building

Welcome, Announcements and Recognitions

By Sam Huckaba, the Dean of the College of Arts and Sciences and Washington Mio, the Chair of the Department of Mathematics

3:40 p.m., 101 Love Building

Dan Pirjol (Vice President at J. P. Morgan, New York City)

Title: Tail risk in finance and society

4:25 pm short break

4:30 p.m., 101 Love Building

Hamed Firouzi (Founder of Alphabist L.L.C.)

Title: Data Science in Systematic Trading and Risk Management

5:15 p.m., Announcements and tomorrow's schedule

Saturday, 17 February 2018

8:30 a.m., 204B Love Building

Breakfast

8:55 a.m., 101 Love Building

Introduction of the morning speakers

9:00 a.m., 101 Love Building

David Mandel, Associate at JP Morgan, New York City J.P. Morgan (Ph.D. FSU 2017)

Title: The Geometry of Statistical Hedging

9:35 a.m., 101 Love Building

Andrew Fan, Quantitative Risk Analyst at Citi Bank, Tampa, FL (M.S. FSU 2013)

Title: Introduction to Counterparty Credit Risk

10:10 a.m., 204B Love Building

Break (refreshments and snack)

10:30 a.m., 101 Love Building

Jon Yeatman, Portfolio Manager at State Board of Administration of Florida, Tallahassee, FL (M.S. FSU 2011)

Title: Investing for Florida's Future: the Florida State Board of Administration

11:05 a.m., 101 Love Building

Ming Zhu, Vice President at Bank of America Merrill Lynch (Ph.D. FSU 2014)

Title: From LIBOR to SOFR

11:40 a.m., 204B Love Building

Short Break

11:50 a.m., 101 Love Building

Job panel (Speakers and representatives from a Citi Tampa)

12:30 p.m., Social lunch in the department and poster competition

Acknowledgement:

  • Department of Mathematics, Florida State University
  • College of Arts and Sciences, Florida State University