We are at the forefront of quantitative finance and are very active on the professional and academic conference circuits. For the quant community in the greater New York City area, we organize a monthly seminar series in quantitative finance, the Bloomberg Quant Seminar (BBQ). These seminars are held at Bloomberg's NYC headquarters, and each includes two topic presentations by distinguished members of the quantitative finance field.
Past Event

October 2015: Marco Avellaneda

Marco Avellaneda
Optimal Portfolio Liquidation and Macro-Hedging

Past Event

September 2015: Fabio Mercurio

Fabio Mercurio
Being Right About Wrong-Way Risk

Past Event

August 2015: Steven Shreve

Steven Shreve
Markov Projection of a Stochastic Process

Past Event

June 2015: Ioannis Karatzas

Ioannis Karatzas
Rank-Based Portfolios and the Size-Effect

Past Event

May 2015: Nassim Taleb

Nassim Taleb
The Law of Large Numbers under Fat Tails

Past Event

April 2015: Peter Carr

Peter Carr
Duality, Deltas, and Derivatives Pricing

Past Event

March 2015: Paul Glasserman and Bob Litterman

Paul Glasserman
Hidden Illiquidity with Multiple Central Counterparties

Bob Litterman
Asset Pricing and the Price of Climate Risk

Past Event

February 2015: Marco Avellaneda and Alexander Lipton

Marco Avellaneda
Modeling Volatility Risk in Equity Options Market: A Statistical Approach

Alexander Lipton
Monetary Circuit Theory, Stability of Interconnected Banking Network, and Balance Sheet Optimization for Individual Banks

Past Event

November 2014: Gideon Mann and Dilip Madan

Gideon Mann
Methods for Large-scale Machine Learning in the Data Center

Dilip Madan
Dynamic Hedging for Economic Competitiveness

Past Event

October 2014: Bruno Dupire and Michael Lipkin

Bruno Dupire
A Few Myths in Quantitative Finance

Michael Lipkin
Financial Turbulence ≠ High Volatility