Events

Quantess organises regular seminars and events for our members, along with some of the most sought-after conference opportunities. Through our dynamic platform, we have partnered with some of the best established financial institutions and new starts-ups. Our speakers are varied and passionate. We mix learning about exciting quant topics with meeting new people over bites and drinks. Our events are a great opportunity to expand your network both professionally and personally. Whether it is to shape your career vision, or to inspire each other through this growing female community, our mission is always to actively make an impact in the business and data science community. Since December 2019, we have been hosting our monthly Quantess seminars virtually through Zoom.

If you’d like to keep up to date with Quantess’s latest activities, consider becoming a member, liking us on Facebook, and following us on Twitter. Tickets for our events, both online and in person, are distributed through our Eventbrite page.

We hope to connect with you at a Quantess event soon!

Quantess January Seminar -The Role of Commodities in a Strategic Multi-Asset Portfolio

We’re kicking off the new year here at Quantess with a talk by Dr. Lei Zhang, a research officer within BlackRock’s Model Portfolio Solutions (MPS) team. Dr. Zhang will discuss the role of commodities in a strategic multi-asset portfolio. The talk will be held on January 27th, from 6.30-7.30pm over Zoom and you can reserve your … Continue reading Quantess January Seminar -The Role of Commodities in a Strategic Multi-Asset Portfolio

Quantess February Seminar 2020 – Predicting Intraday Risk and Liquidity with News Analytics

We organised a seminar in February 2020, again kindly hosted by Macquarie, where we were thrilled to have Ryoko Ito as our speaker. Ryoko Ito is an Equities Execution Research Strat in the Quantitative Execution Services (QES) team at Goldman Sachs. Ryoko will give a talk titled “Predicting Intraday Risk and Liquidity with News Analytics”. … Continue reading Quantess February Seminar 2020 – Predicting Intraday Risk and Liquidity with News Analytics

November 2019 Roundtable: Quant Investing with Social Value

We organised a roundtable on quant investing with social value in November 2019, kindly hosted by Macquarie. Attendees took part in a roundtable where we discussed the many facets of investing through an Environmental, Social, and Governance (“ESG”) lens, including small breakout groups where they would discuss propositions and share their experience and insights. The Quantess committee … Continue reading November 2019 Roundtable: Quant Investing with Social Value

Quantess September Seminar 2019 – The Cross Section of Corporate Bond Returns

We are excited to announce our September 2019 Seminar, this time kindly hosted by Macquarie on Wednesday the 4th of September. As many of you already know, we take networking as seriously as learning about new topics so please get to know each other over drinks and nibbles kindly provided by our event host. Keywords: … Continue reading Quantess September Seminar 2019 – The Cross Section of Corporate Bond Returns

Part I: July 2018 Event – Minimum Volatility and Algorithms in the wild

We are delighted to bring to our Quantess community two very diverse speakers to talk about their quantitative research discoveries in their respective fields of work. Part I of Quantess Summer Seminars this year will take place on Friday 13th July, followed by networking over drinks and nibbles kindly hosted by our partner Macquarie. Our … Continue reading Part I: July 2018 Event – Minimum Volatility and Algorithms in the wild

November 2016 Event – Portfolio Optimisation in an Uncertain World

Quantess London is pleased to invite you to the next talk in our seminar series on topics within quantitative finance. This time, Marielle de Jong (head of fixed income quant research at Amundi Asset Management) is speaking about her latest research on “portfolio optimisation in an uncertain world”. Get your tickets here. Abstract Mean-variance efficient … Continue reading November 2016 Event – Portfolio Optimisation in an Uncertain World

October 2015 Event – Risk Appetite and Minimising Portfolio E-VaR

Join Quantess for our October seminar on quantitative finance and economics. The event kicks off with two talks on risk and the effects on portfolio choice, followed by social drinks – get your tickets here. Katharina Schwaiger (Risk and Quantitative Analysis at BlackRock and previously a lecturer in operations research at LSE) will be speaking … Continue reading October 2015 Event – Risk Appetite and Minimising Portfolio E-VaR