Global Head of Quantitative Execution Services
Michael is the global head of Quantitative Execution Services at Goldman Sachs. He is responsible for the research, development and implementation of quantitative processes for portfolio and electronic trading, as well as the management of the firm's relationships with the quantitative client-base across regions. Michael manages a variety of teams globally, spanning algorithmic research, portfolio quants, client solutions, analytics and quantitative content generation. He joined the firm as a managing director in 2017.
Prior to this, Michael spent eight years at Bank of America Merrill Lynch in a variety of senior roles in London and New York, including the centralisation of risk for the bank’s equities flow, quantitative liquidity management processes and in the last few years running the global agency portfolio trading and quantitative equity businesses. Earlier in his career, he spent more than a decade on the buy-side (most notably BGI and Winton) building quant stock-selection models and managing global market neutral equity portfolios. Before that, Michael was a Financial Econometrics lecturer at City University (CASS) Business School in London. He has a wide range of academic, peer-reviewed and practitioner journal and book publications on a host of finance topics, as well as numerous presentations in global quant and industry conferences.
Michael received a bachelor's degree in Economics & Econometrics from the University of Nottingham, a master's degree in Finance and a PhD in Behavioural Finance from City University (CASS) Business School in London.
Head of Quantitative Research
Bruno Dupire, Head of Quantitative Research, BLOOMBERG
Bruno Dupire is head of Quantitative Research at Bloomberg L.P., which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Societe Generale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Ito Calculus (framework for path dependent options) in 2009. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine "Hall of Fame". He is the recipient of the 2006 "Cutting edge research" award of Wilmott Magazine and of the Risk Magazine "Lifetime Achievement" award for 2008.
Global Head of Quantitative Strategy and Quant Investment Solutions Research
Spyros is a Managing Director and the Global Head of the Quantitative Strategy and Quant Investment Solutions (QIS) Research group at Deutsche Bank as well as head of the Deutsche Bank Data Innovation Group (dbDIG). The group is responsible for equity and cross-asset quantitative research and the development of systematic strategies across asset classes. The Global Quantitative Strategy Group has been top-ranked in external client surveys such as the Institutional Investor Survey both in Equities and Fixed Income for a number of years to date. It has also been awarded the inaugural Quant Research House of the Year award by Risk Magazine for 2018 and again in 2019. Prior to Deutsche Bank, Spyros was a quantitative analyst at Citi for 4 years and was also a visiting lecturer at Cass Business School, London. Spyros' academic research has been published in various journals, including the Journal of International Money and Finance and the Journal of Asset Management. His applied research in the area of factor investing and collaboration with global asset owners which pioneered the risk premia approach helped to define the framework for alternative risk premia investing. He holds a BA and MA in Economics from Cambridge University, an MSc in Mathematical Trading & Finance, and a PhD in Finance from Cass Business School.
Managing Director, Head of Data Analytics, Electronic Market Solutions
STANDARD CHARTERED BANK
In his role as Managing Director and Head of Data Analytics, Electronic Market Solutions at Standard Chartered Bank, Alexei is responsible for providing data analytics services to Financial Markets sales and trading.
He joined Standard Chartered Bank in 2010 from Barclays Capital where he managed a model development team within Credit Risk Analytics. Prior to joining Barclays Capital in 2004, he was a senior quantitative analyst at Dresdner Bank in Frankfurt.
Alexei holds MSc in Theoretical Nuclear Physics from the University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine.
He was the recipient of the 2019 Quant of the Year award from Risk magazine.
Global Head of Quantitative Research
Antonia Lim has led the global quantitative research team for Barclays ring-fenced bank since 2012, designing its asset allocation policy, products and investment tools. She has 18 years’ experience in investment management, is a CFA charterholder and is on the management committee of the not-for-profit organisation London Quant Group. Antonia holds a Masters in Physics from the University of Oxford where she was awarded an academic scholarship. Happy lending intuition, pragmatism and curiosity to the abstract and complex, Antonia enjoys cross-disciplinary ideas that connect the dots and ultimately making those ideas useful.
Chief Data Scientist
Andy Moniz joined Deutsche Bank in 2016 as Chief Data Scientist as is responsible for the Data Science and Natural Language Processing (NLP) team within the Data Innovation Group. Andy was previously a portfolio manager for systematic NLP strategies at UBS O’Connor and UBS Asset Management. Prior to UBS, Andy was a senior portfolio manager at APG Asset Management responsible for designing NLP factor-based strategies. Andy began his career in 2000 at the Bank of England. He holds a BA and MA in Economics from the University of Cambridge, a MSc in Statistics from the University of London, and a PhD in Natural Language Processing from Erasmus University, The Netherlands.
Vice President of Strategy & Corporate Development
Colin P. Williams is Vice President Strategy & Corporate Development at D-Wave Systems Inc., reporting directly to the CEO. He has spent over 20 years in quantum computing and has developed and patented algorithms and applications for both gate model and annealing model approaches. Prior to joining D-Wave, Colin was a Senior Research Scientist (SRS) and Program Manager for Advanced Computing Paradigms at the NASA Jet Propulsion Laboratory, California Institute of Technology. Earlier, as an acting Associate Professor of Computer Science at Stanford University, he devised, developed, and taught Stanford's first courses on quantum computing & quantum communications, and computer-based mathematics. Colin earned his Ph.D. in artificial intelligence from the University of Edinburgh in 1989 and wrote “Explorations in Quantum Computing,” one of the first textbooks in the field. He was formerly research assistant to Prof. Stephen Hawking at the University of Cambridge.
CAPITAL FUND MANAGEMENT
Jean-Philippe Bouchaud, Chairman, CAPITAL FUND MANAGEMENT (Risk.net 2017 Quant of the Year & Buy-Side Quant of the Year 2018)
Jean-Philippe is Chairman and Chief Scientist. He supervises our research department with Marc and maintains strong links between our research team and the academic world. He is also a professor at Ecole Polytechnique where he teaches Statistical Mechanics and a course on "Complex Systems". He joined CFM in 1994.
Quant of the Year 2017 - https://www.risk.net/risk-magazine/analysis/2479713/quant-of-the-year-jean-philippe-bouchaud
Buy-Side quant of the Year 2018 - https://www.risk.net/awards/5364591/buy-side-quant-of-the-year-jean-philippe-bouchaud
Managing Director, Global Co-Head, Risk & Quantitative Analysis,
Edward Fishwick, Managing Director, Global Co-Head, Risk & Quantitative Analysis, BLACKROCK
Edward Fishwick, Managing Director, is Global Co-Head of Risk & Quantitative Analysis at BlackRock. In addition, he is a member of the European Executive and Global Operating Committees of the firm, and is a member of the Board of BlackRock Group Ltd.
Mr. Fishwick has worked in quantitative finance for over 30 years in London, New York and Boston. Previously he was Head of Risk Management and Investment Process Research at AXA Investment Managers, and Director of Research at Quantec.
Mr. Fishwick is a member of the Editorial Board of the Journal of Asset Management, and is the Chairman of the London Quant Group.
Saeed Amen, PhD., is the founder of Cuemacro. Over the past decade, he has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan). Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many popular open source Python libraries including finmarketpy. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the IMF, Bank of England and Federal Reserve Board. He is also a co-founder of the Thalesians.
Head of Core Modelling, Financial Markets Risk Models
Alexandre Antonov, Head of Core Modelling, Financial Markets Risk Models, STANDARD CHARTERED
Alexandre Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997. He worked for Numerix during 1998-2017
and recently he has joined Standard Chartered bank in London as a director.
His activity is concentrated on modeling and numerical methods for interest rates, cross currency, hybrid, credit and CVA/FVA/MVA. AA is a published author for multiple publications in mathematical finance and a frequent speaker at financial conferences.
He has received a Quant of Year Award of Risk magazine in 2016.
Visitor Research Fellow
Katia is the founder AI Wealth Technologies, a start up applying AI to financial portfolio selection and allocation. She is also a Visiting Research Fellow at Oxford University. Katia has a career spanning 18 years in the City. She worked 11 years at Lloyds Banking Group, in senior leadership roles within Financial Markets. As an MD for e-FX Algorithmic Trading, she led teams of quant traders and data scientists for looking into Market Microstructure for market-making and execution as well as introducing Machine Learning techniques in that space. In her previous role at Lloyds, Katia was Head of FX Quant Research, responsible for building entire derivatives analytics, pricing and risk management systems from the ground up. She has also worked as a senior FX Quant at Citi and UBS. Katia holds a BSc in Mathematics from UCL and a PhD in in Stochastic Analysis applied to Finance from Imperial College
Vice President, Alternative Data Lead
Jonathan Berkow is the Alternative Data Lead in the equities division at AllianceBernstein. His role is to lead the research and adoption of alternative data in equity research and systematic strategies. Prior to joining AB in 2018, he was a systematic portfolio manager and researcher at the hedge funds Element Capital and Kepos Capital. He started his career at Goldman Sachs Asset Management where he managed quantitative research and was a portfolio manager for global equity portfolios. His research has spanned both equities and macro asset classes. He graduated from MIT with a degree in economics.
Chief Revenue Officer
Anya has extensive experience helping financial institutions manage their business and accelerate their technology in a complex regulatory environment. As Chief Revenue Officer of Beacon Platform, Inc., a global financial technology company specializing in cloud-based quant platforms, Anya helps Beacon's clients empower their quantitative developer teams by giving them a platform that makes it easy to code, collaborate, and deploy applications to business users. Prior to joining Beacon Platform, Inc. in 2017, she spent nine years in fixed income sales at Goldman Sachs and three years as a senior policy advisor at the U.S. Department of the Treasury. Anya has a B.A., magna cum laude, from Columbia University.
Quantitative Finance Editor
Mauro Cesa, Quantitative Finance Editor, RISK.NET
Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.
Global Head of Machine Intelligence and Accelerated Computing
Shahzad is the Global Head of Machine Intelligence and Accelerated Computing who is a serial innovator focused on generating impactful change at Credit Suisse. He leads the firms effort to promote the use of Machine Learning through applied research and is driving the narrative in the fields of Data Engineering and Data Science. His particular focus now is on expressing research in Machine Learning to the area of unstructured data analysis. Shahzad is an evangelist who promotes technological activism to support drivers for change, he believes in the vision that change empowers solutions. As a leader he focuses on solving challenging problems by promoting an approach to combining multi-disciplinary skills that often seldom engage directly.
Prior to his current role, Shahzad led the Credit Suisse journey towards the adoption of Big Data, where he used the capability to deliver on several Credit Risk and Market Risk initiatives. Previous roles have focused on driving the adoption of Low Latency capabilities to support the development of High Frequency Algorithmic Trading strategies. Shahzad received a Bachelor’s Degree in Biochemistry from Imperial College and has authored in the field of Cancer research.
Marco de Innocentis
Senior Quantitative Analyst, Exposure Modelling
Marco is a senior quantitative analyst in the Exposure Modelling team within the Investment Banking Division of Credit Suisse. His areas of expertise include counterparty credit risk modelling, derivative pricing, stochastic volatility and jump processes. The main focus of his current work is the development of Monte Carlo simulation and pricing models for exposure calculation of bilateral OTC derivatives. Marco is an Honorary Fellow at the University of Leicester, holds a Ph.D. in Mathematics and has authored several articles in peer-reviewed journals in the fields of Quantitative Finance and Integrable Systems.
Lecturer in Mathematical Finance
UNIVERSITY OF OXFORD
Alexander Denev has more than 15 years of experience in finance, financial modelling and machine learning and he is the former lead of the Advanced Analytics & Quantitative Research at IHS Markit. He has written several papers and two books on topics ranging from stress testing and scenario analysis to asset allocation. He is currently writing his third book on Alternative Data in Trading&Investing. Alexander Denev attained his Master of Science degree in Physics with a focus on Artificial Intelligence from the University of Rome, and he holds a degree in Mathematical Finance from the University of Oxford, where he continues as a visiting lecturer.
Giuliano De Rossi
Former Head of European Quantitative Strategy
Giuliano De Rossi until recently was a head of European Quantitative Research team at Macquarie. He joined from PIMCO where he was an analyst in the Credit and Equity Analytics and Asset Allocation teams. Prior to this he worked for six years in the Quant research team at UBS. He has a PhD in economics from Cambridge University, and worked for three years as a college lecturer in economics at Cambridge before joining the finance industry on a full-time basis.
Giuliano's Masters degree is from the LSE and his first degree is from Bocconi University in Milan. He has worked on a wide range of topics, including pairs trading, low volatility, the tracking error of global ETFs, cross asset strategies, downside risk and text mining. His academic research has been published in the Journal of Econometrics and the Journal of Empirical Finance.
Managing Director, Global Head of Credit and Commodities Quantitative Analysis
Youssef Elouerkhaoui, Managing Director, Global Head of Credit and Commodities Quantitative Analysis, CITI
Youssef Elouerkhaoui is a Managing Director and the Global Head of Credit and Commodities Quantitative Analysis at Citi. His group supports all modelling and product development activities across businesses. He is also in charge of CVA, Funding and Regulatory Capital for his businesses. Prior to this, he was a Director in the Fixed Income Derivatives Quantitative Research Group at UBS, where he was in charge of model development for the Structured Credit Desk. Before joining UBS, Youssef was a Quantitative Research Analyst at Credit Lyonnais supporting Interest Rates Exotics. He is a graduate of Ecole Centrale Paris and he holds a PhD in Mathematics from Paris-Dauphine University.
Camilo Garcia Trillos
Lecturer in Financial Mathematics
UNIVERSITY COLLEGE LONDON
Camilo Gracia Trillos is Lecturer in Financial Mathematics at University College London. His academic interests include risk measures, stochastic optimisation, XVA modelling, weak Backward Stochastic Differential Equations and numerical probability methods.
Camilo completed his PhD in mathematics at the University Nice Sophia Antipolis, and has held research positions at the same university and UCL. Prior to joining academia, Camilo worked on quantitative risk management and insurance modelling for different companies in Colombia.
Director, Commodity Finance Centre
BIRBECK, UNIVERSITY OF LONDON & JOHN HOPKINS
Smart Beta Investing
Elizabeth is a research associate at AllianceBernstein, London, in the Multi-Asset group. Her research focuses on using machine learning to build data-driven strategies for factor investing. She is currently pursuing a PhD in Computer Science at the University of Manchester and holds a MSc in Physics from the University of Buenos Aires. Elizabeth is a research associate at AllianceBernstein, London, in the Multi-Asset group. Her research focuses on using machine learning to build data-driven strategies for factor investing. She is currently pursuing a PhD in Computer Science at the University of Manchester and holds a MSc in Physics from the University of Buenos Aires.
Managing Director, Head of Quantitative and Digital Development for Trading Corporate & Investment Banking
Alexander Giese, Managing Director, Head of Quantitative and Digital Development for Trading Corporate & Investment Banking, UNICREDIT BANK
Alexander Giese is a Managing Director and the Head of Quantitative and Digital Development for Trading at UniCredit. Prior to joining UniCredit in 2002, Alexander worked as a repo trader at Deutsche Bank. He graduated in financial mathematics from Technical University Berlin and also holds a MSc in financial mathematics from Florida State University. His main research interests include stochastic volatility models, hybrid models and static hedging. Recently, he is exploring applications of machine learning in the context of front office trading.
Julien is a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York. He is also an adjunct professor in the Department of Mathematics at Columbia University and at the Courant Institute of Mathematical Sciences, NYU. Before joining Bloomberg, Julien worked in the Global Markets Quantitative Research team at Societe Generale in Paris for six years (2006-2012), and was an adjunct professor at Universite Paris 7 and Ecole des ponts. He co-authored the book Nonlinear Option Pricing (Chapman & Hall, CRC Financial Mathematics Series, 2014) with Pierre Henry-Labordere. His main research interests include nonlinear option pricing, volatility and correlation modeling, and numerical probabilistic methods. Julien holds a Ph.D. in Probability Theory and Statistics from Ecole des ponts. He graduated from Ecole Polytechnique (Paris), Universite Paris 6, and Ecole des ponts. A big football fan, Julien has also developed a strong interest in sports analytics, and has published several articles on the FIFA World Cup, the UEFA Champions League, and the UEFA Euro in top-tier newspapers such as The New York Times, Le Monde, and El Pais, including a new, fairer draw method for the FIFA World Cup.
Chief Data Scientist
Peter Hafez is the head of data science at RavenPack. Since joining RavenPack in 2008, he’s been a pioneer in the field of applied news analytics bringing alternative data insights to the world’s top banks and hedge funds. Peter has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.
He holds a Master's degree in Quantitative Finance from Sir John Cass Business School along with an undergraduate degree in Economics from Copenhagen University. Peter is a recognized speaker at quant finance conferences on alternative data and AI, and has given lectures at some of the world’s top academic institutions including London Business School, Courant Institute of Mathematics at NYU, and Imperial College London.
UNIVERSITY COLLEGE LONDON
Marc Henrard is a Managing Partner at muRisQ Advisory and visiting professor at University College London.
Over the last 20 years, Marc has worked in various areas of quantitative finance. Marc’s career includes Head of Quantitative Research at OpenGamma, Global Head of Interest Rate Modeling for Dexia Group, Head of Quantitative Research and Deputy Head of Interest Rate Trading at the Bank for International Settlements (BIS) and Deputy Head of Treasury Risk also at BIS.
Marc's research focuses on interest rate modeling and risk management. More recently he focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and practitioner conferences. He recently authored two books: The multi-curve framework: foundation, evolution, implementation and Algorithmic Differentiation in Finance Explained.
Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been research scientist and university lecturer in Belgium, Italy, Chile and the United Kingdom.
Managing Director, Global Head of Equities Quantitative Research
David Jessop, Managing Director, Global Head of Equities Quantitative Research, UBS
David Jessop is the Global Head of Equities Quantitative Research at UBS. His areas of research include portfolio analysis and construction, style analysis and risk modelling. He also helps clients understand, use and implement the quantitative tools available from UBS. David joined UBS in 2002. Prior to this, he spent seven years at Citigroup as Head of Global Quantitative Marketing. Before moving to the sell side he spent six years at Morgan Grenfell Asset Management, where he managed index funds, asset allocation funds and also an option overwriting fund. David graduated from Trinity College, Cambridge with an MA in Mathematics.
Vice President, Behavioral Finance, Risk & Quantitative Analysis
Nicky Lai, FRM, is a vice president at BlackRock’s Risk & Quantitative Analysis (RQA) Behavioural Finance team. He is responsible for developing analytics to quantify behavioural biases of BlackRock portfolio managers, as well as partnering with portfolio managers to improve their decision making process. He works with multiple asset classes, covering equity, credit and currency portfolio management teams.
Prior to taking up his current role in 2017, Nicky was responsible for risk oversight and analytics of BlackRock’s Multi-Asset investment activity. He also spent 2013 in Financial Modelling Group developing the risk infrastructure for fund of funds.
Global Head of Quantitative Research
SOCIETE GENERALE CIB
Andrew Lapthorne joined Société Générale in London in November 2007, having previously spent 11 years at Dresdner Kleinwort where he was the Global Head of Quantitative Research. At SG, he heads up the SG Quantitative Research Group, which includes Equity and Cross Asset Quant, Index and ETF research teams. This group of 20 analysts has extensive experience, having often worked on both the buy and sell-side and the Quant and Index research teams are both regularly ranked #1 in the Extel survey, with both teams ranked #1 last year. Andrew has been ranked the #1 individual analyst for the last 10 years in a row.
Andrew and his team have been writing about equity styles and factors since the mid-1990s and has covered most topics relating to factor investing. Since 2013, they have been writing specifically about alterative risk premia investing and more recently the use of machine learning and alternative data in the investment process. The team has created and runs a variety of systematic quantitative strategies, the most popular being the Global and European Quality Income Strategies.
Andrew is regularly quoted in the financial press, often highlighting issues such as the balance sheet risk in the US, the misuse of share buybacks and on broader factor trends in the markets.
Executive Director, Portfolio Quantitative Analytics
Gordon is an Executive Director within UBS Investment Bank, working in the Portfolio Quantitative Analytics team. He is an experienced XVA and Basel 3 Capital quantitative analyst, with extensive experience in designing and building large enterprise wide counterparty credit risk and valuation adjustment systems. He is the co-author of Modelling, Pricing and Hedging Counterparty Exposure, published by Springer in 2009. Gordon studied Mathematics in University of Cambridge.
Raul Leote de Carvalho
Deputy Head of Quant Research Group
BNP PARIBAS ASSET MANAGEMENT
Raul Leote de Carvalho has 19 years of experience in the financial industry and is deputy head of the Quant Research Group at BNP Paribas Asset Management since October 2017. This team has a presence in Paris, Amsterdam, Hong Kong and London and centralises the research and development of quantitative strategies for all investment teams managing equity, fixed income and asset allocation portfolios. The team is also involved in the design of client investment solutions and plays an important role in the thought leadership efforts of the company. Prior to that, he was deputy head of Financial Engineering at BNP Paribas Investment Partners since 2014, a team with similar responsibilities but smaller scope. He first joined that team in 2007 as head of Quantitative Strategies and Research.
From 2003 to 2007, he held the position of senior quantitative strategist in the Global Strategy team of BNP Paribas Asset Management in Paris where he was member of the asset allocation investment committees and developed a number of quantitative models for asset allocation. He joined BNP Paribas Asset Management in 1999 in London as a quantitative analyst, a position he held until 2002, working on applications of robust portfolio optimisation techniques, the development of foreign exchange and fixed income factor models, and as a fund manager of multi-asset portfolios.
Before he spent three years working as a research associate in computational and theoretical physics at the University College of London, at the Ecole Normale Superieure de Lyon and at the University of Wuppertal. He obtained a PhD in Statistical Physics from the University of Bristol in 1996, an MSc in Condensed Matter Physics in 1992 and a BSc in Chemistry in 1990 both from the University of Lisbon.
He is a Board Member of Inquire Europe. He is author of a several peer reviewed papers in Finance and reviewer for a number of journals. He passed the Investment Management Certificate in London in 2001.
UNIVERSITY OF OXFORD
Babak has done postgraduate studies at the University of Oxford in Machine Learning for Quantitative Finance. He has also about 10 years of experience of Quantitative nature in different asset classes, functions and trading frequencies.
ALAN TURING INSTITUTE
Head of Fixed Income Quantitative Research
Nadhem Meziou, Head of Fixed Income Quantitative Research, NATIXIS
Nadhem Meziou is currently the Head of Fixed Income Quantitative Research at Natixis CIB, where he looks after modeling & pricing needs of Rates, FX & Credit business lines.
Previous to that, Nadhem was running the Quantitative Research team of Dresdner Equity Derivatives in London. He started his career as a quantitative analyst at Banque Internationale de Placement in Paris.
Nadhem graduated from the Ecole Polytechnique and the Ecole Nationale Supérieure des Techniques Avancées both in Paris. He holds a master's degree in applied mathematics from the University of Paris-Dauphine and an MBA degree in finance from the University of Wisconsin-Madison.
Director, Market Risk Management & Risk Methodology
Adolfo Montoro FRM, is a Director within Deutsche Bank's Market Risk Management & Risk Methodology department in London.
He is currently the Global Head of Market Data Strategy and Analytics and represents DB in the Industry FRTB Working Group supporting elements of the FRTB implementation and advocacy for the Bank over the last five years. Previously he has been in charge of the Strategic implementation of Full Revaluation-based suite of VaR model ensuring as well the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II). He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honors) from Universita' della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005. Adolfo is currently affiliated with the Global Association of Risk Professionals, where he serves both as a Regional Director for the UK Chapter as well as member of the FRM Committee
Head of Interest Rate and Credit Models
Massimo is head of Rates and Credit Modelling at Intesa, the largest Italian bank. He has been a consultant to the World Bank and other institutions, and a member of several scientific boards including Numerix in NYC and R3 in London. He has been professor and research fellow at Cass Business School, Bocconi, Polytechnic. He published several quantitative papers and finance books (https://tinyurl.com/ybgn8y7t, https://tinyurl.com/ybqw3zt8khttps://tinyurl.com/ycsfrdjd). His recent work on Fintech is often reported by institutions and specialised press (https://www.cftc.gov/PressRoom/SpeechesTestimony/opagiancarlo38, https://tinyurl.com/yav2qyxphttps://tinyurl.com/yc9hnq6a)
Miquel Noguer Alonso
Artificial Intelligence Finance Institute (AIFI)
Miquel Noguer Alonso, Co-founder and Chief Science Officer, Artificial Intelligence Finance Institute (AIFI)
Trading Strategist, BANK OF AMERICA MERRILL LYNCH
BANK OF AMERICA MERRILL LYNCH
George Papaioannou, is a VP Trading Strategist within the Scientific Implementation Group of Bank of America Merrill Lynch. A Global quantitative team employing systematic, quantitative and scientifically informed methodologies around execution, portfolio management, and risk management, with emphasis on development of client solutions. George joined BAML in May 2018, following 12 years in energy major Shell, where he worked on a variety of functions. His latest role was in a team of computational science specialists, advising on machine learning, data, cloud, and high performance computing projects. He has previously worked in production operations, oil and gas forecasting, production optimization, reservoir management, development and project execution, for offshore fields in Brunei. The first 5 years of his industry career he worked in R&D as a scientific software developer focusing on scalable solvers and high performance computing. George holds a PhD in Computational Fluid Mechanics from the Massachusetts Institute of Technology, where he also completed two MSc degrees and worked as a post-doctoral associate for a year. He has authored academic articles and acted as referee for several scientific journals.George Papaioannou, is a VP Trading Strategist within the Scientific Implementation Group of Bank of America Merrill Lynch. A Global quantitative team employing systematic, quantitative and scientifically informed methodologies around execution, portfolio management, and risk management, with emphasis on development of client solutions. George joined BAML in May 2018, following 12 years in energy major Shell, where he worked on a variety of functions. His latest role was in a team of computational science specialists, advising on machine learning, data, cloud, and high performance computing projects. He has previously worked in production operations, oil and gas forecasting, production optimization, reservoir management, development and project execution, for offshore fields in Brunei. The first 5 years of his industry career he worked in R&D as a scientific software developer focusing on scalable solvers and high performance computing. George holds a PhD in Computational Fluid Mechanics from the Massachusetts Institute of Technology, where he also completed two MSc degrees and worked as a post-doctoral associate for a year. He has authored academic articles and acted as referee for several scientific journals.
Head of Machine Learning Quantitative Research
LLOYDS BANK COMMERCIAL BANKING
Flavia started her career as a mathematician; her research on Gromov-Witten theory was described by world experts and Fields Medallists as a breakthrough in the subject. After her PhD studies with the Algebraic Geometry research group, Flavia turned to financial mathematics to start a career as a Quantitative Analyst, which has seen her gaining extensive experience in quantitative financial modelling, covering a wide range of aspects from rates, FX, credit and XVA quantitative research, trading automation and trade surveillance. Flavia is leading the Machine Learning Quantitative Research team at Lloyds Banking Group.
Head of Equity and Quant Research
Adil Reghaï joined Natixis in 2008 where he is Head of Quantitative Research for Equities and Commodities. He graduated from Ecole Polytechnique (X92) and Ecole des Mines (P94), Paris. Adil was Head of Quantitative Research at Merrill Lynch, BNP Paribas and Calyon. He has attended conferences on mathematical finance and has written numerous papers and articles. He also gives conferences on mathematical finance in Nice (SKEMA -France), DEA of El Karoui, INSEAD. He is the author of many scientific publications and a book on Quantitative finance: back to basic principles.
Head of Quant Research, Focus on Machine Learning and Algo Trading
Christian is a senior Credit Strategist and Head of Quant Research at Mizuho International.
He has buy- and sell side experience in quant strategy, Machine Learning and portfolio management.
At Mizuho he is the leader of the Machine Learning Algo market making project with responsibility from vision to implementation.
His team have implemented daily trading signals for the trading desks and advise global clients partnering with sales.
Christian joined Mizuho International in April 2016 after 10 years at Credit Suisse where he was most recently Senior Credit Strategist. Prior to that, he held positions within Interest Rate and FX Controlling at HVB Group.
Christian has a diploma in Financial Mathematics from Technische Universität München.
There are 3 things about Machine Learning and AI that keep him up at night: The maths behind, the commercial opportunities and the impact on society
Associate Quant Finance Editor
Nazneen Sherif is the associate quant finance editor for Risk.net and senior staff writer on the derivatives desk. Based in London, her topics of interest include the Fundamental review of the trading book, market risk, counterparty credit risk, funding risk, valuation adjustments, collateral management and risk modelling.
Head of Research
QUANTICA CAPITAL AG
Artur Sepp is Head of Research at Quantica Capital AG in Zurich focusing on systematic data-driven trading strategies. Artur has extensive experience working as a Quantitative Strategist in leading roles since 2006. Prior to joining Quantica, Artur worked at Julius Baer in Zurich developing algorithmic solutions and strategies for the wealth management and portfolio advisory. Before, Artur worked as a front office quant strategist for equity and credit derivatives trading at Bank of America Merrill Lynch in London and Merrill Lynch in New York. Artur has a PhD in Statistics, an MSc in Industrial Engineering from Northwestern University, and a BA in Mathematical Economics. Artur’s research area and expertise are on econometric data analysis, machine learning, and computational methods with their applications for quantitative trading strategies and asset allocation. He is the author and co-author of several research articles on quantitative finance published in leading journals and he is known for his contributions to stochastic volatility and credit risk modelling. Artur is a member of the editorial board of the Journal of Computational Finance.
Director, Financial Markets, Data Analytics Group
STANDARD CHARTERED BANK
Elena Strbac joined Financial Markets at Standard Chartered Bank in November 2018, where she is a Director in the Data Analytics Group.
After graduating in Mathematics (BSc) and Applied Mathematics (MSc) at Imperial College London, she began her career as a software developer at BAE Systems Applied Intelligence. Two years later she became a Big 4 data analytics consultant focusing on helping clients implement data driven risk management strategies, where she gained experience working in quantitative disciplines across many different industries and organisations.
Since starting her new role on the trade floor in November, she has been excited about applying her data analytics skills and experience to add value to the Bank and its clients, by provide data driven analytical insights to Financial Markets Sales, Trading and Research teams.
Deputy Head of Quantitative Research
Credit Derivatives Model Validation
Colin Turfus, Credit Derivatives Model Validation, DEUTSCHE BANK
Colin Turfus has worked for the last twelve years as a financial engineer, mainly analysing model risk for credit derivatives and hybrids. More recently his interest has been in the application of perturbation methods to risk management, finding efficient analytic methods for computing, e.g., wrong-way risk, CVA, VaR and model risk. He is currently working in Global Model Validation and Governance at Deutsche Bank. He also taught evening courses on C++ and Financial Engineering at City University for seven years. Prior to that Colin worked as a developer consultant in the mobile phone industry after an extended period in academia, teaching applied maths and researching in fluid dynamics and turbulent dispersion. His publications are listed at www.researchgate.net/profile/Colin_Turfus.
Executive Director, Core Research
Hitendra Varsani, is an Executive Director within MSCI’s Core Index Research team, based in London. His research areas of focus span factor and ESG investing in equities and fixed income.
Prior to joining MSCI, Hitendra was Head of the Quantitative and Derivative Strategies team for EMEA and Asia at Morgan Stanley.
Over his career, Hitendra has published a number of papers on dynamic asset allocation, the use of alternative risk premia in portfolio design, as well as the strategic use of options and volatility related derivatives for portfolio risk management. Hitendra has worked with broad range of investors covering the world’s leading hedge funds, asset managers, as well as asset owners, to provide bespoke services and solutions. Hitendra holds a degree in Mathematics and Computer Science from Kings College London, and a Masters in Mathematical Finance from Imperial College London.
Quantitative and Digital Development for Equity & Commodity Trading
Karsten is the Head of Quantitative and Digital Development for Equity & Commodity Trading at UniCredit. The team is responsible for the development and implementation of equity & commodity pricing and risk management models, and is charged with pushing forward the digital development of the equity & commodity trading business. Recently the team has been working on exploring applications of machine learning in the context of front office trading.
Karsten joined UniCredit in 2005 as a front-office quantitative analyst on the equity derivatives side. He graduated in applied mathematics from the University of Ulm, Germany, and holds an MSc in mathematical finance of the University of Southern California