A big thank you to MATLAB for hosting the Computational Finance Conference at the NYC Marriott Marquis today. Many of the FINCAD Alliance Partners attended as well - it was great to speak with all of you.
It is always interesting to hear the challenges that quantitative finance professionals are grappling with across all segments (hedge funds, banks, insurance firms, governments, asset managers).
Some of the biggest themes presented at the show were: an overwhelming interest in advanced portfolio-level risk and profit attribution, independent model validation and fidelity, counterparty credit risk, scalable calculations for complex portfolios and market scenarios, and intelligent modeling design for complex financial instruments. All exciting areas that FINCAD has been focusing on!
It is indeed an exciting time to be in quantitative finance - with global regulatory changes and the need for powerful multi-asset and multi-currency risk and valuation analysis.