The TopQuants team proudly presents the second issue of our 2016 newsletter series. This time the content is as follows:

• Spring Event 2016 summary – a summary of the event held at KPMG
• Quant Careers 2016 Minisymposoum – a summary of the Quant Careers 2016 event
• Interest averaging impacts risk management practices of financial institutions – by Roald Waaijer, Michiel Hopman and Bauke Maarse (Deloitte)
• On how to “fix” arbitrage-generating volatility parameterizations – Lech Grzelak (ING) and Cees Oosterlee (CWI)
• Upcoming quant events

For now – happy reading, and we hope to welcome a lot of you at our upcoming Autumn Event on Current Topics in Modelling this coming Thursday at Deloitte!