We are excited to announce that Matthew Rooney, Head of Quant Analytics at Selby Jennings, will be chairing the Volatility Modelling & Trading stream at this year’s QuantMinds International, taking place 2-6 November 2020 at the Grand Elysée Hotel Hamburg.
The event is bringing together 450+ Quant experts, making it one of the biggest specialist events in the quant finance field, covering breakthrough research and the latest technical case studies from the world's most revered thought-leaders.
The Volatility Modelling & Trading stream is scheduled for the first main conference day on Tuesday, 3rd November, and covers presentations by top tier financial institutions such as Société Générale, Bloomberg and Bank of America Merrill Lynch.
Matthew Rooney will be joining 150+ other speakers to discuss recent developments in the sector, including how the role of a quant professional in general has changed. He comments: “Over the past five years, we have seen an evolution of your classical desk quant to a more holistic technical modeller with a stronger stats and technology skillset.”
Matthew leads the Quantitative Analytics function across the UK & EMEA at Selby Jennings since 2019. Prior to this, he worked for a number of years at a London based, Quant specialist boutique recruitment firm completing on senior mandates and build-outs at both Buy & Sell Side institutions, working predominantly on VP-MD level appointments.
Click here to register for the event and make use of an exclusive 10% discount.
Selby Jennings are proud to be a leading specialist recruiter for financial services. Founded in 2004, we help clients solve the number one business challenge: talent. Today, we provide permanent, contract and multi-hire recruitment solutions across private wealth management, corporate and investment banking, risk management, quantitative research and trading, financial technology, investment management, sales and trading, legal and compliance, and commodities.