Bengaluru is set to host a high-calibre gathering of quantitative finance professionals, researchers, and market practitioners at the Indian Institutional Quant Conference (IIQC) – Bengaluru Edition 2026, scheduled on 24th April 2026 at Taj MG Road. The conference promises a full day of deep, technical dialogue at the intersection of data science, financial markets, and advanced quantitative strategies.
The event brings together a distinguished lineup of speakers from leading asset management firms, global data providers, academia, and market infrastructure institutions. It is designed as a platform to explore emerging trends in algorithmic trading, risk modelling, and systematic investing within the Indian context.
The conference will open with a Welcome Address by industry leaders Rishi Kohli of JioBlackRock AMC and Pankaj Mani of RealWorldRisk/Wilmott, setting the tone for a day focused on innovation and applied quantitative research.
A key highlight of the morning session is a deep dive into High-Frequency Trading (HFT) regimes in India, led by Dr. Ranjan Chakravarty and Vishwanathan Iyer from Great Lakes Institute of Management, Chennai. This session is expected to unpack market microstructure dynamics and evolving liquidity patterns in Indian markets.
Participants will also gain practical insights into career and strategy evolution in quant finance through a session by Udit Sureka of Nuvama Asset Services, followed by a multi-perspective panel on data-driven investment strategies featuring experts from Nimida, Scripbox, and LSEG. The discussion will examine how family offices and advisory platforms are leveraging data analytics to enhance decision-making.
Another intellectually rich segment will focus on tail risk modelling, presented by Dr. Sankarshan Basu of IIM Bangalore, offering frameworks to understand extreme market events and build resilience in portfolio construction.
Post-lunch, the conference shifts into a broader interdisciplinary lens with a fireside chat between internationally acclaimed physicist Prof. Deepak Dhar and Pankaj Mani. This conversation will explore the application and limits of physics-based models in human-driven financial systems, a topic of growing relevance in quantitative finance.
The afternoon sessions will further address regulatory, exchange, and taxation developments impacting quantitative strategies in India, featuring voices from the Bombay Stock Exchange and legal experts. This will be followed by a session on systematic volatility and passive strategies by global quant portfolio manager Hari P. Krishnan, expected to provide insights into volatility harvesting and portfolio construction techniques.
The conference will conclude with closing remarks by Pawan Mehar of Unicorn PMS, followed by a networking high-tea, offering attendees an opportunity to engage with peers and thought leaders.
Overall, IIQC Bengaluru 2026 is positioned as a premier knowledge-sharing forum for India’s growing quant ecosystem, bridging theory and practice while addressing both global trends and domestic market nuances. It is expected to attract professionals across hedge funds, asset management firms, proprietary trading desks, academia, and fintech platforms, reinforcing Bengaluru’s role as a key hub for quantitative finance innovation in India.
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