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: