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8.20 Registration and breakfast
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8.50 Welcome remarks
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9.00 KEYNOTE
Dohmnall McCormack, MD, Investment Bank CTO and Group Head of Business & Application Architecture (Group CTO), UBS
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9.30 End-user Panel: The challenge of staying innovative: how to manage disruptive technologies
- Measuring the performance trajectory of new technologies
- What is the real issue for developing new projects and applications: cost or time to market?
- Aligning IT strategy with the needs of the business and optimising infrastructure to provide greater business agility
- How will regulation affect technology investment decisions?
Ryan Bateman, Director of Technology, SANDS CAPITAL MANAGEMENT Vladimir Ignjatovic, Head of IT, UBS WEALTH MANAGEMENT Hemathri Balakrishnan, Vice President and Enterprise Architect, MORGAN STANLEY Eric Newcomer, Chief Architect, CREDIT SUISSE Madge M. Meyer, Executive Vice President, Chief Innovation Officer and Technology Fellow, STATE STREET CORPORATION
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10.20 Morning Break
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Trading technology
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Enterprise infrastructure: driving down costs, maximizing value, meeting business needs
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10.50 Case study: Cost, design and performance criteria for high frequency trading systems Mehmet Yanilmaz, Partner, MYRA TRADING
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10.50 Case study: Using business architecture to transition from strategic vision to consolidated deliverable
- What is business architecture and who are business architects?
- Driving out ambiguity
- How to provide value through quantification
- Building the business case: selling it to your organization and implementing business strategies
Gregory P. Lembree, Managing Director, Back Office Technology, TD AMERITRADE Ann Kuelzow, Manager of Financial Services, INTERSYSTEMS
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11.20 Panel: Low Latency
- Hardware vs. software vs. hybrids: as firms allocate more resources to their low latency needs, which option offers the best value and why?
- Optimizing low-latency trading architectures for supportability and usability
- To what extent is latency becoming a regulation and compliance issue in asset classes such as OTC derivatives and FX?
- What's next for the arms race?
Yuri Salkinder, Director, CREDIT SUISSE Kevin P. Adams, Senior Vice President, Investment & Wealth Management Technology, FRANKLIN TEMPLETON INVESTMENTS Jens von der Heide, Infrastructure Engineering Lead, BARCLAYS CAPITAL Fergal Toomey, Chief Scientist, CORVIL
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11.20 Panel: Do you have the capacity to meet competitive demands?
- Projecting the future direction of virtualization and outsourcing
- Designing scalable e-trading architecture that can handle increasing volumes of users
- Calculating dynamic capacity
- Architecting an internal dynamic provisioning programme for the storage of historical data
- What is the real issue for responding to competitive demands: cost or time to market?
Moderator: Arsalan Shahid, Program Director, Financial Information Forum Howard Halberstein, Vice President, Lead Solutions Architect - UNIX, DEUTSCHE BANK Ravi Ramanth, Global Algorithmic Trading Technology Architect, CITI Patrick Myles, Chief Technology Officer, CAPLIN
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12.05 Panel: Assessing the continued viability of high-frequency trading
- Are firms now battling over ever-decreasing increments and will it reach a stage where the competitive advantage gained by latency becomes negligible?
- Finding new ways to analyze data and package content
- How much of a differentiator is being faster compared to finding ways to be smarter?
- Can firms gain advantage without having the lowest latency?
Moderator: Mehmet Yanilmaz, Partner, MYRA TRADING Pankaj Chandhok, SVP, Global Head of Voice and Data Infrastructure, HIGHBRIDGE CAPITAL MANAGEMENT Dmitri Galinov, Director, Advanced Execution Services, CREDIT SUISSE SECURITIES Will Mechem, Managing Director, PAN ALPHA TRADING
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12.05 Panel: Ensuring your cloud delivers value not vapor
- Cloud and operability: once we have it, how can we use it?
- Tracking data sovereignty and processing sovereignty in a hybrid model
- Achieving the full potential of your private or public cloud while maintaining compliance with current regulation
- Securing the cloud: performing due diligence on information assurances such as authentication, identity management, privacy, and data confidentiality
Nathan Boylan, Director, Head of IT Operations, LORD ABBETT Graham Hill, Vice President, Cloud Infrastructure, CITI Madge M. Meyer, Executive Vice President, Chief Innovation Officer and Technology Fellow, STATE STREET CORPORATION Brian Cunningham, Chief Technology Officer, BLOOMBERG TRADING SOLUTIONS
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13.05 Lunch break
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14.05 Case study: Integrating a multi-product trading platform while facilitating a seamless user experience
Prasad Chaubal, Vice President, JP MORGAN CHASE
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14.05 Case study: The Democratization of Trading Technology
- Leveraging the social graph: how do we leverage the advantages of this powerful concept?
- Leveling the field with cloud: what will be the impact of the increased competition that this creates?
- Leaving competition behind: how can we reduce the latency of deploying highly optimized solutions?
Daryan Dehghanpisheh, Global Director, Financial Services Segment, INTEL CORPORATION
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14.35 Panel: Addressing the challenges of automating OTC trading
- Devising architecture to handle multiple layers for complex products and mutli-hedged positions
- What lessons learned from electronic trading to date can be applied to the OTC markets?
- Defining data and storage needs for programming and back testing algorithms for the OTC traded market
- What are the challenges of retrofitting existing systems?
Moderator: Ashok Mittal, Chief Information Officer, VYAPAR CAPITAL MARKET PARTNERS LLC Daniel Schwartz, Managing Director, RBS Jason Shell, Head of North America FX Trading, Managing Director, DEUTSCHE BANK Neil Monaghan, Director, Global Head OTC Clearing Client Service, CITI
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14.35 Panel: Overcoming the big challenge of "Big Data"
- Maximizing the efficiency of your compute architecture for number crunching
- Measuring the processing power needed for large-scale model calculations
- Devising work-load specific architecture
- How do you extract useful knowledge from terabytes and petabytes of data?
- Do you take the data to the processing or bring the processing to the data?
Moderator: Eric Gulbrandsen, Managing Director, Financial Services Practice, MAVEN WAVE PARTNERS Alejandro Canete, Head Quant Developer, PAN ALPHA TRADING Ed Dabagian-Paul, Vice President, CREDIT SUISSE Dennis Smith, Managing Director, Advanced Engineering Group, BNY MELLON Edd Patterson, Chief Technology Officer, MARK LOGIC Louis Lovas, Director of Solutions, ONEMARKETDATA
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15.25 Afternoon Break
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15.55 Industry presentation: Why data quality is so important for your organization James Austin, Managing Partner, LEKKA CAPITAL MANAGEMENT
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16.25 Panel: Real-time risk
- What are the virtues of having an independent real-time risk system that is not tightly coupled to the trading systems?
- Understanding where to utilize FPGAs and GPUs
- Leveraging real-time scenarios to identify gap risk and large market movements as they occur
- Do we really need a ‘real-time' approach to pre-trade risk or a more holistic one?
Moderator: Eric Gulbrandsen, Managing Director, Financial Services Practice, MAVEN WAVE PARTNERS Vikas Shah, Managing Director, ROSENBLATT SECURITIES
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17.15 Chairperson's closing remarks
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17.20 Cocktail Reception
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