Rafał Pracht, CTO of finQbit, will speak at the First Global Credit Data / HSBC Conference on Credit and Financial Risk, taking place on 24 September 2026 in Kraków.
The conference brings together experts from across the financial industry to discuss both established approaches to risk management and emerging technologies that may shape its future.
Rafał Pracht’s presentation, “Derivative Pricing on Quantum Computers: From NISQ to Quantum Monte Carlo,” will cover:
- the long-term vision of Quantum Monte Carlo for derivative pricing, and why it is considered one of the most promising quantum applications in quantitative finance,
- current limitations of quantum hardware that prevent these algorithms from running at the scale required by the financial industry,
- what can already be achieved today using Quantum Machine Learning, including results obtained on real quantum processors,
- finQbit’s recent work on a fully quantum algorithm for pricing American options, combining Quantum Monte Carlo with Quantum Machine Learning to learn the optimal stopping rule directly on a quantum computer.
The talk aims to provide a realistic perspective on the current state of quantum computing in finance, the challenges that remain, and its potential role in future derivative pricing and market risk systems.
