Hot Topics at ECMI 2014

Last week, at the ECMI 2014 conference, the Friday was devoted to Finance. Plenary speakers were Claudio Albanese from Global Valuation and Jörg Kienitz, head of quantitaive analysis of the German Postbank.

Not too surprisingly, they saw future challenges for quants in xVA, and they also saw a shift of human ressources in quantitative analytics from valuation and trading to risk.