Numerical Methods for Finance is a professional conference focused on computational and quantitative techniques used for pricing, risk management, and modeling in financial markets. Held at New York City Hall in New York, the event convenes academics, quantitative analysts, risk managers, and technologists to present advances in Monte Carlo simulation, PDE and finite-difference solvers, optimization methods, and machine learning applications for finance. Sessions emphasize practical algorithmic solutions and case studies that connect academic research to industry implementation.