We’re excited to announce that Matthew Rooney, Head of Quant Research and Analytics at Selby Jennings, will return as chair to this year’s QuantMinds International. Here, he will lead the Option Pricing, Trading & Volatility Stage during November 8 at the W Barcelona in Spain.
“It is great to be invited back to such a prestigious and important event in the Quant calendar,” says Rooney.“The innovations and research that are being put forward at this event are always an interesting snapshot into the evolution and importance of the space.”
With financial markets growing ever more complex, the role of Quantative Analysis has never been more vital for companies in the financial sector. QuantMinds International brings together 400+ Quant experts from November 7-10 2022, both in-person and via digital participation. From leading practitioners to academics and rising talents, we can expect inspiring fresh perspectives.
“The collaboration of minds has always been important within the quant community,” Rooney confirms,“and it will be great to see so many familiar faces once again.”
Given his longstanding experience in the Quants field through his role at Selby Jennings, he is keen on moving this sector forward. The Volatility Stage he chairs will see several prevalent topics of the day in focus, such as the 4-factor path dependent volatility model, the forward smile in stochastic, local and rough volatilities as well as path integral approximations in the realm of zero coupon bonds pricing.
To navigate the dynamic nature of the Quants sector and prepare for the event, Rooney recommends the Selby Jennings Quant Report 2022. this, you will find:
- 5 hot key trends in Quants to know about
- Key strategies to retain quant talent
- Salary and bonus guidelines across the US, APAC and Europe
Download our free Selby Jennings Quant Report, recommended by Matthew Rooney here.
At Selby Jennings, Matthew is now Head of Quant Research and Analytics after leading the Quantitative Analytics function across the UK & EMEA since 2019. Prior to this, he worked for a number of years at a Quant specialist boutique recruitment firm in London completing on senior mandates and build-outs at both Buy & Sell Side institutions, working predominantly on VP-MD level appointments.
About Selby Jennings
With nearly 20 years extensive experience and a well-garnered client network, Selby Jennings has unrivalled expertise to secure the brightest minds from systematic traders, modelers, developers, portfolio managers, to risk analysts.
Winning ‘Best Executive Search – Quant’, by HFM in the European Quant Services Award 2021, as well as being named last year’s Best Executive Search Firm by HFM for the US, we are committed to help our clients secure top quant talent. We can shape the talent landscapes and influence the trajectory of growth for global investment bankers, boutique hedge funds, management consultancies, software providers, and everything in between.
Connecting top professionals with industry-leading opportunities, while providing complementary market research and insights, we harness our network and pair our expertise with advanced technology to secure quants talent with speed, accuracy, and a reach that spans three continents.