TopQuants – the networking organisation by quants for quants based in the Netherlands – cordially invites you to its
TopQuants Autumn 2025 event
on
Current topics in quantitative finance
on Thursday 13 November 2025, hosted by Zanders at their Amsterdam offices on Herengracht 442. In the picturesque offices, set in the heart of Amsterdam’s canals, we will host our usual type of Autumn Event, where we combine inspiring parallel sessions with lively debates on a wide range of topics, including computational science, quantum computing, pension reforms, ALM, AI and more. The event will be concluded with drinks and snacks.
The first round of parallel sessions this year consists of the following talks:
- Steven van Haren (Zanders) – Frugal modelling: Techniques to employ when the cost of running our models becomes to high
- Ferdinand Reuther (d-fine) – Pricing of FX TARFs using a regime switching LSV model
- Tim Mexner (ABN AMRO) and Tijs Pellemans (Calcasa) – The Calcasa AVM and model output as a service
- Marcel Smith (Mavenblue) – Insurance in the Fast Lane – GPU-Powered Mathematical Finance
- Hidde Fokkema (UvA) – Sample-efficient learning of concepts with theoretical guarantees – from data to concepts without interventions
The second round of parallel sessions will include:
- David Schrager (Adjacent / VB Risk Advisory) – Quantum Computing for Quants
- Stefano Silvano (Volmaster) – A Mesh-Lattice Implied from Monte-Carlo – The case of FX flexible forwards
- Paul Wessels (ECB) – Understanding central bank capital and profitability
- Lodewijk Verspeek (Zanders) – Hedging mortgage prepayment risk with swaptions
- Sliem el Ela (UvA) – Quantification of Intergenerational Transfers due to the Solidarity Reserve in the New Dutch Pension Contract
Registration for the event is required. Please let us know during registration which of the parallel sessions you would like to attend. Preferences will be accommodated on a “first come first served” basis. Experience shows that popular sessions are booked out fast, so make sure to register now in order to get into the session you are most interested in!
As the event is in the historical centre of Amsterdam, we advice you to come by bike or public transport if you are travelling.
We hope to see you at the event and please do not hesitate to reach out to us in case you have questions via mail!
