Advancing the Field of Quantitative Finance
formerly the IAFE


Event: Risk Magazine's Risk USA
Date: November 5-8, 2007
Waldorf Astoria
New York

The International Association of Financial Engineers is pleased to endorse

Risk Magazine's

Risk USA


Madelyn Antoncic
Chief Risk Officer, Lehman Brothers

Aaron Brown
Former Executive Director, Risk Methodology, Morgan Stanley

Rupert Cox
Chief Risk Officer, Lehman Brothers

Ken Frier
Vice President, Corporate Treasury & Chief Investment Officer, Hewlett-Packard
Risk Magazine’s Corporate Risk Manger of the Year, 2007

Jacques Longerstaey
Managing Director, Putnam Investments

Joseph Masri
Head of Investment and Risk Management, Barlcays Global Investors

The Honorable Frederic S. Mishkin
Member, The Board of Governors of the Federal Reserve System

Jacob Rosengarten
Chief Risk Officer, Goldman Sachs Asset Mangement

Mihir Worah
Executive Vice President & Portfolio Manager, PIMCO


Congress Includes

  • An in-depth review of the sub-prime fall out with Vasilios Siokis, Chief Risk Officer, Cheyne Capital Management and Glenn Perillo, Managing Director & Head of Mortgage Research, Blackrock
  • Cutting-edge masterclass John Hull, Professor of Finance, Joseph L. Rotman School of Finance, University of Toronto
  • Elite presentations from the largest institutional investors, asset managers, mutual funds and hedge funds in North America
  • New alpha, beta and algorithmic trading strategies from the buy-side perspective
  • A choice of four in depth post-congress seminars on November 7 & 8 led by industry-renowned practitioners and top academics
  • Interactive Chief Risk Officer roundtable discussing the latest derivatives and risk management strategies


For more information, visit