The Premier Event for Quantitative Investment Thought Leaders
Matthias Uhl
Head Analytics & Quant Solutions, Partnership Solutions UBS Asset Management
Matthias is the head of Analytics & Quant Solutions in Partnership Solutions at UBS Asset Management and a product owner with UBS Advantage. In his role, Matthias is responsible for leading the analytics, alpha signals research and portfolio construction and optimization efforts. Previously, Matthias was Chief Investment Officer at FLYNT Bank AG and has worked in various roles in the CIO Office at UBS Wealth Management, at UBS Investment Bank, at Deutsche Bank, and at the KOF Swiss Economic Institute of the ETH Zurich. Matthias has a habilitation in finance from the University of Zurich, holds a Ph.D. in applied macroeconomics and behavioral finance from ETH Zurich, a Master of Science from Oxford University and two Bachelor of Arts degrees from the American University of Paris. Matthias lectures on portfolio management and sentiment analytics at the University of Zurich, and he teaches executive classes at the Swiss Finance Institute. His research has been published in various leading academic journals, such as in the Journal of Portfolio Management, Finance Research Letters, and Economics Letters, among others.
Day 1: 14 October
10:10 AM PANEL: Alpha Warfare: What does winning the AI arms race in Quant Finance look like?
In the relentless pursuit of alpha, speed and sophistication are everything — and AI is the new battleground. This panel brings together leaders at the frontier of quant strategy to unpack how machine learning, advanced data pipelines, and next-gen infrastructure are transforming signal discovery and execution. From deep learning breakthroughs to obscure alternative data feeds, we’ll expose what’s working, what’s hype, and what it really takes to stay ahead in the most competitive race in finance.
Proposed panel discussion questions:
1. How are quant teams engineering proprietary edge in a world where everyone has the same models and compute power?
2. What alternative data sets and AI architectures are actually delivering differentiated alpha — and which are dead ends?
3. How do you balance speed, scale, and complexity when deploying ML models across global markets?
4. Is the future of quant strategy defined by human insight augmented by machines, or will autonomous AI eventually outpace us all?
2:45 PM PRESENTATION: Real-World Alpha: Use Cases in Applied Quant Modelling, AI & NLP at UBS
Go beyond the theory and deep into the real-world application of quant innovation with Matthias Uhl, Head of Analytics & Quant Modelling (AQM) at UBS Asset Management. This session unpacks practical use cases where AI, machine learning, and NLP are actively being used to extract alpha, generate alternative data insights, and forecast market movements with greater precision.
Drawing from UBS’s institutional experience, Matthias will reveal how cutting-edge quant tools are built, tested, and deployed at scale — and what it means for the future of data-driven investing.
Audience Takeaways:
· Discover real examples of how alternative data and NLP are used to generate tradable signals
· Understand the ML methods and quant analytics driving next-generation forecasting models
· Learn how UBS translates innovative research into practical, scalable investment tools
Check out the incredible speaker line-up to see who will be joining Matthias.
Download The Latest Agenda
