Master of Mathematical Finance Program
Blue Mountain / Feb 4-7, 2016
Global Perspectives on Financial Innovation
The consequences of the crisis of 2008 are still being felt in the financial sector.
While stock markets are at their all time highs, and interest rates at their all time lows, the changes in regulation are definitely having an impact in the evolution of financial market participants, especially banks.
On the other hand, the FinTech sector, contemporary Davids threatening the empire of Goliath, and shadow banking activity open in the mainstream, one may wonder where the world of quantitative finance is going.
The MMF Symposium will bring together practitioners and academics to share their vision with all of us and help us determine what the future will bring us.
There is a competition between innovation and regulation. The winner will redefine the sector.
Come to the MMF Symposium 2016 to check the score.
- Luis Seco, Director MMF
Group Head and CEO of Global Banking and Markets // Scotiabank
I first met Mike Durland in 1996, as RiskLab-Toronto was being created. He was instrumental in the creation of Risklab and MMF also; in fact, he served in the industrial advisory board for several years, and a lot of the MMF vision and curriculum was created with his input. To this day we still feel his vision in the program, and I am specially proud and happy that he will be joining us at the Symposium this year.
- Luis Seco, Director MMF
QUESTIONS & ANSWERS
The secrets of the Galactic Empire
Managing Director & Head Global Foreign Exchange // Scotiabank
Chief Counsel // Sigma Analysis and Management
Executive Vice President & Co-Head IT & Enterprise Technology // Scotiabank
// Fields Institute
Regional Chief Auditor Europe // Scotiabank
It is 1998, and the first class of MMF is sitting in a U-shaped table arrangement, waiting for me to teach them risk management. Amongst them there is one, a graduate from Saint Mary's University, a physicist, whose understated presence did not fool me: I knew she was brilliant. Seventeen years later she has graduated to a higher galaxy, Regional Chief Auditor for Scotiabank in London. Innovation versus regulation? She is the best of both.
- Luis Seco, Director MMF
"From MMF to Audit – Adaptation in an Evolving Regulatory Environment"
Reports from the Jedi
Optimal Data Histories for Forcasting Variances and
Professor - Finance // Rotman School of Management // University of Toronto
Here Be Options: Insights on Hybrid Pensions from
Associate Professor - Statistics and Actuarial Science // University of Waterloo
Cybersecurity in the Financial Services Arena.
Chief Compliance Officer // ITG Canada Corp & Triact Canada Marketplace LLP
Breakthroughs in distributed ledger technology - A crash course on blockchains and smart contracts.
Founder & M.D // Coinsquare
Outlook for the Robo Advisor Industry's Evolution.
Advanced Portfolio Insurance Techniques for Funding Ratio Management.
Founding Partner & CEO // Active Asset Allocation
Investing in Ontario’s Public Infrastructure: A Prosperity at Risk Perspective.
President and CEO // Canadian Centre for Economic Analysis
U.S. and Canadian Events Impact the
President & Co-Founder // Quantitative Brokers
Financial Innovation: The Case of a Hedge Fund Index Replicator.
M.D. - R&D - Derivatives Products // National Bank Financial Products
Darth vs Luke
buy-side vs. sell-side
The traditional power structure where banks rule is in question. Institutional investors and asset owners are demanding more control of the financial stage. Is there a power shift under way? Where will it take us?
Vice President, Investment Planning // Asset Mix & Risk // OTPP
M.D. & Head // Fluid Strategies Group
// Northwater Capital
Predatory trading, dark pools, high frequency trading, MNPI: do these terms denote a new profession is under development?
Portfolio Manager and Head of Algorithmic Trading // Maple Securities
President & Co-Founder
// Quantitative Brokers
Portfolio Manager // Cubist Systematic Strategies
Director // MMF
Inside the ship
ASSET ALLOCATION AND HEDGE FUNDS: A GLOBAL PERSPECTIVE
This panel will examine various elements of investing in hedge funds, in addition to the convergence of different worlds (long-only, hedge funds, private equity). Nuggets of wisdom in Due diligence - investment, operational, and structural will be furnished. Quantitative equity asset management, asset allocation, and risk management will also be discussed. The impact of investing via managed accounts will be discussed. This panel will have a global lens.
// The Carlyle Group
M.D., Head of Systematic Strategies // Guardian Capital
// Breton Hill Capital
Professor of Finance
// HEC Montreal
Director of Research
// HRS Capital
Chief Research Officer
// Sigma Analysis and Management
MaRS PANEL ON INNOVATION
The power of innovation in a regulated environment.
CEO & Chairman
// Datifex, Inc.
Founder & CEO
// Outside Intelligence, Inc.
Founder & M.D
Head of Financial Technology & Innovation
// MaRS Discovery District
BIG DATA GOVERNANCE, BIG CHALLENGE
The volume, velocity and variety of data combined with regulatory scrutiny, risk of litigation and greater frequency of reporting have created an urgent need for information governance. In fact. Basel III requirements, BCAR, BCBS 239 Risk Data Aggregation and other regulatory obligations require sophisticated data governance solutions and technical processes. What challenges do financial institutions face to implement best practices in data governance? What strategies can decision makers deploy to insure compliance obligations are met in all jurisdictions in which they operate? From a risk management standpoint, which risks are most frequently faced by reporting institutions and how can they be overcome? What are the upcoming trends and expectations from market regulators?
// TD Securities
Founding-Managing Partner & Consultant-Counsel // SCA Compliance+Consulting Group
Director, Portfolio Analytics
// Sigma Analysis & Management
"Austrian Options: Theory and Practice of The Austrian Après-Ski"
Chair of Mathematical Finance
// Technical University Munich
MMF students remember Prof. Zagst teaching his master class on risk management cases such as LTCM and Orange County. I remember Rudi’s master class on how to ski the Austrian slopes. Skiing in Austria is not a sport, but a social activity; skis are used to, essentially, go from one mountain bar to another, from an Almdudler over here to a Wiener Schnitzel over there and then it all ends at the legendary Après-ski. Prof. Zagst is a master of many talents, and in his talk we will get to experience some of them.