Claudio Albanese
Global Valuation Limited and King’s College London
Jesper Andreasen
Global Head of Quantitative Research, Danske Bank
Alexander Antonov
Senior Quantitative Analyst, Numerix
Dominique Bang
Quantitative Analyst, Bank of America Merrill Lynch
Norddine Bennani
Director Global Credit Trading, Deutsche Bank
Marco Bianchetti
Senior Quant & Risk Manager, Intesa SanPaolo Bank
Damiano Brigo
Gilbart Professor Of Mathematical Finance, King's College London
Christoph Burgard
Global Head of Equity, EM & Credit-Counterparty Derivatives Modelling, Barclays Capital
Vladimir Chorniy
Head of Risk Methodology and Analytics, Group Risk Management, BNP Paribas
Birgitta Drwenski
Head of Pricing and Analysis Team, FIC, CVA Trading & Risk Optimisation, Commerzbank
Christian Fries
Head of Model Development, Group Risk Control, DZ Bank
Moises Gerstein
Director, CVA Trading Desk, ING Bank
Jon Gregory
Partner, Solum Financial Partners
Marc Henrard
Quantitative Research, OpenGamma
Lane P. Hughston
Chair in Mathematical Finance, Department of Mathematics, Imperial College London
Peter Jaeckel
Deputy Head of Quantitative Research at VTB Capital
Jörg Kienitz
Head of Quantitative Analysis, Treasury, Deutsche Postbank
Fabio Mercurio
Head of Quant Business Managers, Bloomberg LP New York
Lee Moran
Deputy Head of Risk Methodology and Analytics, Group Risk Management, BNP Paribas
Massimo Morini
Head of Credit Models & Coordinator of Model Research, Banca IMI
Andrea Pallavicini
Head of Equity, FX and Commodity Models, Banca IMI - Intesa SanPaolo Group
Riccardo Rebonato
Head of Front-Office Risk Management & Head of Quantitative Analytics, GBM, Royal Bank of Scotland
Dan Rosen
CEO, R2 Financial Technologies
Igor Smirnov
Head of Fixed Income Quantitative Research Europe, Banco Santander
Manuel Torrealba
Head of Interest Rates Quantitative Analysis, BBVA
Manlio Trovato
Head of Rates & Inflation Quantitative Research, Lloyds Banking Group
Marlene Wickenhauser
Counterparty Risk Management and Analysis, Unicredit Bank
