Master of Mathematical Finance Program
Master of Mathematical Finance Program
MMF Symposium
Feb 4-7, 2016 // Blue Mountain
DAY ONE
Thursday February 4, 2016
3:00pm
REGISTRATION
7:30pm - 8:30pm
AUSTRIAN OPTIONS: THEORY AND PRACTICE OF THE AUSTRIAN
APRÈS-SKI
Rudi Zagst
Chair of Mathematical Finance // Technical University Munich
DAY TWO
Friday February 5, 2016
8:00am
REGISTRATION
7:30am - 9:00am
BREAKFAST
9:00am - 9:30am
OPENING REMARKS
Professor Luis Seco
Director // MMF
9:30am - 10:00am
OUTLOOK FOR THE ROBO ADVISOR INDUSTRY’S EVOLUTION
Richard Kang
10:00am - 10:30am
CYBERSECURITY IN THE FINANCIAL SERVICES ARENA
Kuno Tucker
Chief Compliance Officer // ITG Canada Corp.
10:30am - 11:00am
BREAK - sponsored by FLUID STRATEGIES
11:00am - 12:00pm
Ranjan Bhaduri
ASSET ALLOCATION AND HEDGE FUNDS: A GLOBAL PERSPECTIVE
Ryan Gonsalves // Srikanth Iyer
Gideon Shapiro // Nicolas Papageorgiou
moderator :
Chief Research Officer // Sigma Analysis & Management
12:00pm - 1:00pm
LUNCH
1:15pm - 1:45pm
INVESTING IN ONTARIO’S PUBLIC INFRASTRUCTURE: A PROSPERITY AT RISK PERSPECTIVE
Paul Smetanin
President & CEO // Canadian Centre for Economic Analysis
1:45pm - 2:15pm
BREAKTHROUGHS IN DISTRIBUTED LEDGER TECHNOLOGY
A CRASH COURSE ON BLOCKCHAINS AND SMART CONTRACTS
Virgile Rostand
Founder & M.D. // Coinsquare
2:15pm - 2:45pm
BREAK - sponsored by FLUID STRATEGIES
2:45pm - 3:15pm
ADVANCED PORTFOLIO INSURANCE TECHNIQUES FOR FUNDING RATIO MANAGEMENT
Adina Grigoriu
Founding Partner & CEO // Active Asset Allocation
3:15pm - 3:45pm
U.S. AND CANADIAN EVENTS IMPACT THE CANADIAN MARKETS
Robert Almgren
President & Co-Founder // Quantitative Brokers
4:00pm - 5:00pm
moderator :
Adam Nanjee
MaRS PANEL ON INNOVATION
Chris Erickson // Dan Adamson // Virgile Rostand
Head of Financial Technology & Innovation // MaRS DD
5:30pm - 6:30pm
MaRS FINTECH NETWORKING EVENT
6:30pm - 7:00pm
interviewed by :
Dan Rosen
KEYNOTE
Michael Zerbs
Executive Vice-President & Co-Head IT & Enterprise Technology
// Scotiabank
// Fields Institute
DINNER
DAY THREE
Saturday February 6, 2016
8:00am
REGISTRATION
7:30am - 9:00am
BREAKFAST
9:00am - 9:30am
OPTIMAL DATA HISTORIES FOR FORCASTING VARIANCES AND CORRELATIONS
Thomas McCurdy
Bonham Chair in International Finance // Professor - Finance
Rotman School of Management // University of Toronto
9:30am - 10:00am
HERE BE OPTIONS: INSIGHTS ON HYBRID PENSIONS FROM
MATHEMATICAL FINANCE
Dave Saunders
Associate Professor // Statistics and Actuarial Science
// University of Waterloo
10:00am - 10:30am
BREAK
10:30am - 11:30pm
moderator :
Neil Simons
Managing Director & Head // Fluid Strategies Group
// Northwater Capital Management Group
BUY-SIDE vs SELL-SIDE PANEL
Audrey Gaspar // Omar Becerril
11:30pm - 1:00pm
interviewed by :
Megan Vesely
KEYNOTE & LUNCH
Camilla Sutton
Managing Director & Head of Global Foreign Exchange
// Scotiabank
General Counsel // Sigma Analysis & Management Ltd.
1:15pm - 1:45pm
FINANCIAL INNOVATION: THE CASE OF A HEDGE FUND INDEX
REPLICATOR
Pierre Laroche
Managing Director - R&D - Derivatives Products
// National Bank Financial Products
1:45pm - 2:30pm
moderator :
Luis Seco
Director // MMF
DEBATE PANEL ON TRADING
Gloria Tam // Peter Berdeklis // Rob Almgren
2:30pm - 3:00pm
BREAK
3:00pm - 4:00pm
BIG DATA GOVERNANCE, BIG CHALLENGE
Robert Linklater // Don Mumma // Sidney Wigfall
moderator :
Andrew Biggs
Director, Portfolio Analytics // Sigma Analysis & Management Ltd.
4:00pm - 4:30pm
Alyson Bailey-Flynn
Regional Chief Auditor Europe // Scotiabank
FROM MMF TO AUDIT – ADAPTATION IN AN EVOLVING REGULATORY ENVIRONMENT
6:00pm - 7:00pm
NETWORKING COCKTAIL HOUR - sponsored by AXIOMSL
7:00pm - 7:30pm
KEYNOTE SPEAKER
Mike Durland
Group Head and CEO of Global Banking and Markets
// Scotiabank
GALA DINNER