March 16 - 17, 2027 | Javits Center, New York

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Daniel J Sandberg

Daniel J Sandberg

Global Head of Quantitative Research & Solutions S&P Global Market Intelligence

Daniel (Dr. Dan) Sandberg serves as the head of the Quantitative Research & Solutions team (QRS) at S&P Global Market Intelligence. In this capacity, he spearheads strategic product development and research initiatives across the entire S&P Global Market Intelligence product suite. Under Dan's leadership, his team leverages the industry-leading datasets from S&P Global Market Intelligence to produce insightful thought leadership and develop innovative products that synthesize diverse data streams into actionable insights. Additionally, Dan contributes his expertise as a member of the advisory boards for various alternative data providers, including People Data Labs, a key partner of S&P Global. Before assuming his current role, Dan held multiple positions within S&P, including Head of Alternative Data Validation and Senior Research Director for Quantamental Research, as well as Technical Lead for the Investment Management business vertical. Dan joined S&P Global in September 2015, following his tenure as a buyside quantitative portfolio manager at The Legacy Foundation, a pension and high-net-worth advisory firm based in Charlottesville, VA. He holds a PhD in Physics and is a CFA Charterholder. Areas of Expertise: Quantitative Multi-Asset Finance AI Trends in Finance & Natural Language Processing Quantitative Private Equity Alternative Data for Investment Management Diversity and Sustainability Thought Leadership.

DAY ONE I Tuesday March 31

9:30 AM OFF THE RECORD - KEYNOTE SUPER PANEL 1.0: Rethinking Portfolio Construction: Risk, Uncertainty, and the Active Edge

    Discussion Points:
    • Are current risk models still fit for purpose in an increasingly complex market environment?
    • How do you define "risk" when some of the largest drawdowns come from uncertainty and not measurable volatility?
    • What can active managers learn from behavioural finance to improve portfolio resilience?
    • How is the perception of diversification evolving in institutional investment circles?


    DAY TWO I Wednesday April 1

    10:00 AM FIRESIDE CHAT: Owning your AI Future - The need for customizing and controlling AI in the financial sector

    As base models commoditize and off-the-shelf AI proliferates, the next frontier in quant finance isn’t just using AI—it’s owning it. The firms that will dominate are those that customize models to their proprietary data, control their infrastructure, and embed AI into workflows designed for their unique edge. But how?

    In this session, we’ll tackle the pragmatic realities of AI adoption in quant finance:
    • Where’s the ROI? From research acceleration to operational alpha, where are funds seeing real returns—and where’s the hype?
    • The fine-tuning imperative: If you could deploy a model on your proprietary data tomorrow, what’s the first problem you’d solve?
    • Infrastructure vs. capability: When adopting AI, is the bigger hurdle the model itself—or the data pipelines, compliance guardrails, and workflows needed to make it actionable?
    • The durability question: As AI tools become table stakes, where does lasting advantage reside—in the model, the data, or the way you wield both?
    Proposed questions:
    • Where do you see the biggest ROI from AI in quant finance today — research, code, operations, or somewhere else?
    • If you could fine-tune a model on your proprietary data tomorrow, what's the first problem you'd point it at?
    • When you think about adopting AI for your quant workflows, what's the bigger blocker — model capability or data infrastructure?
    • As base models commoditize, where does the durable competitive advantage actually live — in the model, the data, or the workflow?

    Check out the incredible speaker line-up to see who will be joining Daniel J.

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