Valer Zetocha

Founder at Quosentia AG

Speaker

Valer Zetocha is the founder of Quosentia AG in Zurich, a company working at the intersection of quantitative finance and AI. Previously, he held senior quant positions at Julius Baer, Banco Santander, JPMorgan and Bear Stearns. As a senior correlation trader at Banco Santander, he managed the stock correlation portfolio.

Valer's research interests are in the field of equity derivatives, most specifically in correlation modelling, gap risk pricing, and market data modelling. He is also involved in building harnesses to deploy intelligence on trading floors.

Valer's educational background lies in theoretical physics. He holds an M.Sc. from Comenius University in Bratislava and a Ph.D. from the State University of New York at Stony Brook.