Claudio Albanese
Independent Consultant
Jesper Andreasen
Global Head of Quantitative Research, Danske Bank
Martin Baxter
Analyst, Fixed Income Quant Group, Nomura International, plc
Andrey Chirikhin
Global Head of Credit Quants, HSBC
Helyette Geman
Professor of Mathematical Finance Birkbeck, University of London and ESSEC Business School
Victor Gonzalez
Head London Quants Group, Mizuho Corporate Bank
Jon Gregory
Global Head of Credit Derivatives Research, Barclays Capital
Patrick Hagan
Head, Quantitative Analytics, Chief Investment Office, JP Morgan
Juergen Hakala
Head of Quantitative Anallytics, FXO, Commodities & Hybrids, Standard Chartered Bank
Chris Hunter
BNP Paribas
Peter Jaeckel
OTC Analytics
Jeroen Kerkhof
Executive Director, European Head of IR Desk Strategies, Morgan Stanley
Martin Krekel
Senior Financial Engineer, UniCredit Markets & Investment Banking
Joseph Langsam
Managing Director, Global Head of Market Modeling and Model Control, Morgan Stanley
Dilip Madan
Professor of Mathematical Finance, Robert H. Smith School of Business, University of Maryland
Dariush Mirfendereski
Head of Inflation Linked Trading, UBS
Massimo Morini
Head of Credit Models, IntesaSan Paolo Bank
Vladimir Piterbarg
Head of Quantitative Analytics, Barclays Capital
Riccardo Rebonato
Global Head of Market Risk, CM & Head of Quantitative Research, Royal Bank of Scotland
Pierre-Olivier Rieu
Quantitative Anlayst, Deutsche Bank
Lutz Schloegl
European Head of Quantitative Credit Research, Lehman Brothers
Lorenz Schneider
Vice President, Dresdner Kleinwort
Jacob Sidenius
Executive Director, JPMorgan
Jochen Theis
Director of Quantitative Risk Management: Merrill Lynch
Daniel Totouom-Tangho
Quantitative Structurer, Fixed Income/ Securitisation, BNP Paribas
Aleksei Tourkine
Quantitative Analyst, Interest Rates & Hybrid Derivatives, Société Générale
Oldrich Vasicek
Founding Principal of KMV
