MathFinance Digital Conference 2022

21-22 March


22nd MathFinance Conference

21-22 March 2022

Venue: WebEx


MathFinance hosts the annual conference which is tailored to the quantitative finance community acting again as the bridge between investment banking and academic research in mathematical finance. In 2022 for its 22nd year running, due to the ongoing travel and meeting restrictions, we will host our 22nd conference also in a digital format, which allows participants from all over the world to join in.

Providing cutting-edge research and brand-new practical applications, the conference is intended for practitioners in the areas of trading, quantitative or derivative research, risk and asset management, insurance as well as for academics studying or researching in the field of financial mathematics.

This year the theme of the conference lies around rough volatility, crypto derivatives, market regimes, volatility modeling, climate finance, market data, stable Monte Carlo Greeks, etc. This year we are especially pleased to welcome very distinguished speakers from the quantitative finance world such as:


 Josef Teichmann, ETH Zürich

Blanka Nora Horvath, King’s College London

Antoine Jacquier, Imperial College London

Peter Tankov, ENSAE, Institut Polytechnique de Paris

Torsten Langner, Y8

Caroline Mauron, OrBit Markets

 Nathalie Packham, Berlin School of Economics and Law

 Stefan Ebenfeld, Deloitte

Christian Bayer, Weierstrass Institute Berlin

Stefano De Marco, Ecole Polytechnique Paris

Mathieu Rosenbaum , Ecole Polytechnique Paris

Antoine Jacquier, Imperial College London

Bastian von Harrach, Goethe University Frankfurt

Wolfgang Eholzer, Eurex Frankfurt AG

Karel in’t Hout, University of Antwerp

Adil Reghai, Natixis

Mauricio I. G. Evans, BCC Group

Markus Hertrich, Bundesbank

Eva Meyer, BNP Paribas

Hannah Helmke, right. based on science

Thomas Barrau, AXA

Agatha Murgoci, Ørsted

Alex Pannier, Imperial College

Thorsten Schmidt, MathFinance

Additionally, we will also have a panel discussion on climate finance and the challenges faced in the quantitative finance industry. A blend of world-renowned speakers ensure that a variety of topics and issues of immediate importance are covered. This event is a must for all quantitative finance professionals.


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MathFinance Conference 2022 - MathFinance

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MathFinance Conference 2022 - MathFinance

MathFinance is a very strong group of people prepared in numerous quantitative finance topics. Their annual conference in Frankfurt represents a bridge between academics and industries. During this event it is possible to build a network of contacts with professionals (Quants) and professors of prestigious Universities of the world, with whom to discuss concrete applications of new quantitative methods and trading strategies. It is certainly an annual event not to be missed.

Mario Dell’Era

VP Market Risk Sr. Manager, Commodities, Team Quant Model Validation, Citigroup

Enjoyable atmosphere, lots of networking, expert speakers, way to learn developments in the industry

Artur Sepp

Quantitative Strategist, Julius Bär

The MathFinance conference provides an excellent environment to learn about recent developments and networking with leading experts from both industry and academia

Martin Simon

Risk Controller, Deka

The conference is a great opportunity to meet interesting people and develop new ideas on recent market trends. Special thanks to the organizers, they did a very good job

Eugen Tiganu

FX Options Product Manager, Murex