Bruno Dupire: Head of Quantitative Research, Bloomberg

Ioana Boier: Senior Principal Solutions Architect, NVIDIA

I have a Ph.D. in Computer Science from Purdue University. In addition, I have completed graduate coursework in Financial Mathematics at NYU and Big Data at Harvard University. Prior to joining Citadel, I was a Director in the Global Markets Division at BNP Paribas where I managed the Interest Rate Options & Inflation quantitative research team. Before transitioning into Finance, I was a research staff member at the IBM T. J. Watson Research Center.

Julien Guyon: Professor, ENPC, Institut Polytechnique de Paris & Visiting Associate Professor, NYU Tandon

Julien is a former 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.

Francois Bergeaud: Lead Quantitative Analyst, BNP Paribas

Lead Quantitative Analyst / Data analytics at BNP Paribas (current)
Previously , Head of RBS XVA Quantitative Research, Head of Credit Quants Commerzbank and Dresdner Kleinwort, Director of financial engineering @ AppNet (now Refinitiv)
Quantitative Analysis / Data analytics / XVA, Credit Derivatives, Pricing, Risk, FRTB , Rates, Fixed Income, Inflation,

PhD Mathematics ECP / Courant Institute (New York University) ; Graduated from Ecole Centrale Paris

Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets

Andrei Lyashenko: Head of Market Risk and Pricing Models, Quantitative Risk Management (QRM), Inc.

Andrei Lyashenko is the head of Market Risk and Pricing Models at the Quantitative Risk Management (QRM), Inc. in Chicago.  His team is responsible for research, implementation and support of pricing and risk models across multiple asset classes.  In November 2019, he was awarded the prestigious Quant of the Year award, jointly with Fabio Mercurio from Bloomberg, L.P., for their Risk Magazine paper on modeling backward-looking rates.

Andrei is also adjunct professor at the Illinois Institute of Technology.  Before joining the QRM in 1997, Andrei was on the mathematical faculty at the University of Illinois at Chicago and Iowa State University.  Prior to coming to the US, he conducted academic research in applied math in Russia, Japan and Italy and published numerous research papers in the area of fluid stability in major mathematical journals.  He holds a BSc in Mathematics from the Novosibirsk State University, Russia and a PhD in Mathematics from the Russian Academy of Science.

Adolfo Montoro: Director, Global Market Risk Analytics, Bank of America

Adolfo Montoro FRM, is a director in the Global Market Risk Analytics, Bank of America in London. Previously he lead the Market Data Strategy and Analytics team and represented Deutsche Bank 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 honours) 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.

Achintya Gopal: AI Engineer, Millennium

Achintya Gopal is an AI Engineer at Millennium, where he works on applying machine learning and AI to quantitative modeling in finance. Prior to that, he was a Machine Learning Quant Researcher at Bloomberg, working on a wide range of machine learning techniques for finance. His work includes developing foundation models for financial time series, generative modeling and factor modeling of equities with machine learning, causal inference, differential privacy, interpretability of LLMs, and developing novel models for uncertainty modeling using normalizing flows and novel methods to evaluate statistical models with model uncertainty.

Blanka Horvath: Associate Professor in Mathematical and Computational Finance, University of Oxford and Researcher, The Alan Turing Institute

Blanka research interests are in the area of Stochastic Analysis and Mathematical Finance.

Including asymptotic and numerical methods for option pricing, smile asymptotics for local- and stochastic volatility models (the SABR model and fractional volatility models in particular), Laplace methods on Wiener space and heat kernel expansions.

Blanka completed her PhD in Financial Mathematics at ETHZürich with Josef Teichmann and Johannes Muhle-Karbe. She holds a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.

Alexander Sokol: Executive Chairman and Head of Quant Research, CompatibL

Alexander Sokol is the founder, Executive Chairman, and Head of Quant Research at CompatibL, a trading and risk technology company. He is also the co-founder of Numerix, where he served as CTO from 1996 to 2003, and the co-founder of Duality Group, where he served as CTO from 2017 to 2020.

Alexander won the Quant of the Year Award in 2018 together with Leif Andersen and Michael Pykhtin, for their joint work revealing the true scale of the settlement gap risk that remains even in the presence of initial margin. Alexander’s other notable research contributions include systemic wrong-way risk (with Michael Pykhtin, Risk Magazine), joint measure models, and the local price of risk (with John Hull and Alan White, Risk Magazine), and mean reversion skew (Risk Books, 2014).

Alexander earned his BA from the Moscow Institute of Physics and Technology at the age of 18, and a PhD from the L. D. Landau Institute for Theoretical Physics at the age of 22. He was the winner of the USSR Academy of Sciences Medal for Best Student Research of the Year in 1988.

Miljana Cvetkovic: Independent researcher

Miljana Cvetkovic is an independent researcher residing in Passau, Germany, specializing in machine learning in finance. She received a full DAAD scholarship to pursue a degree in Germany and earned an MSc in Business Administration from the University of Passau, focusing on quantitative methods. Her research on machine learning in asset pricing began with her thesis at the Chair of Statistics and Data Analytics, and has since expanded, leading to a publication in The Journal of Financial Data Science.

Dmitri Goloubentsev: CTO, Head of Automatic Adjoint Differentiation, Matlogica

Dmitri has 15 years of combined experience in model development working on C++ quant libraries. He worked as a Senior Quant Analyst in interest rate derivatives and played a leading role in delivering XVA solution at a major Canadian bank. Prior to focusing on AAD, he was responsible for construction of SIMM/MVA model. Dmitri earned his degree in Maths and Applied Maths from the Moscow State University.

Alexei Kondratyev: Research Fellow: ADIA Lab and Visiting Professor: Imperial College London

Alexei Kondratyev is Quantitative Research and Development Lead at Abu Dhabi Investment Authority (ADIA). Prior to joining ADIA in July 2021, he held quantitative research and data analytics positions at Standard Chartered, Barclays Capital and Dresdner Bank. Alexei holds MSc in Theoretical Physics from Taras Shevchenko National University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine. He was the recipient of 2019 Risk magazine Quant of the Year award.

Andrew McClelland: Director, Quantitative Research, Numerix

Andrew McClelland’s work at Numerix focuses on counterparty credit risk issues including valuation adjustments and counterparty exposure production for structured products. He also works on numerical methods for efficient production of risk profiles under real-world measures.

Andrew received his Ph.D. in finance at the Queensland University of Technology in financial econometrics. His research involved markets exhibiting crash feedback, option pricing, and parameter estimation using particle filtering methods. His work has been published in the Journal of Banking and Finance, the Journal of Econometrics, and the Journal of Business and Economic Statistics.

Brian Norsk Huge: Head of Financial Modeling, Trafigura

Brian Huge is working as the head of financial modeling at Trafigura. Before joining Trafigura, Brian was head of quants at Saxo Bank and previously as a quant for 20 years at Danske Bank. Brian has a Ph.D. in Mathematical Finance from University of Copenhagen. In 2012 he was awarded Quant of the Year for his work on Volatility Interpolation and Random Grids.

Svetlana Borovkova: Climate Risk Quant Research, Bloomberg

Svetlana Borovkova is Climate Risk Quant Researcher at Bloomberg, developing models and tools for Climate Risk and Climate Stress Testing for a wide variety of financial institutions.
Previously she held a position of an associate professor of Quantitative Finance and Risk Management at the Vrije Universiteit Amsterdam and was heading the quantitative modelling team at Probability & Partners.

Svetlana Borovkova has over 60 publications in academic and professional journals as well as books and book contributions. She is a frequent invited and keynote speaker at major international conferences such as QuantMinds and RiskMinds.

Eduardo Epperlein has 30 years’ experience in the financial industry. Prior to joining Nomura, Eduardo held various roles in risk methodology at Citigroup, including model validation. Eduardo holds a PhD in Plasma Physics from Imperial College, London, and spent 10 years as a research scientist prior to joining the financial industry.

Julien Hok: Head Quantitative Analyst, Investec Bank

Julien Hok holds a PhD in Financial Mathematics from École Polytechnique, France. He began his career as a quantitative analyst in equity derivatives at Santander in London, where he spent six years. He then joined Citi in London, focusing on interest rate products for two years.

Julien later moved to Crédit Agricole CIB, working as a quantitative analyst on the hybrid derivatives desk for four years. He subsequently joined Investec Bank in London as an equity quantitative analyst, before being promoted to manager with responsibilities across both Equity and FX Derivatives, a role he held for three years. He is currently Head of Quantitative Analyst at Investec Bank, leading the quant team and supporting model development and trading across multiple asset classes.

Andrey Chirikhin: Senior Credit Quant, Senior Credit Quant at SchonfeldSchonfeld

During the 30-year career in Finance, including 25 years as a quant, Andrey Chirikhin held a variety of front office QA positions in flow and structured credit, credit hybrid and XVA QA at Dresdner Kleinwort (now Commerzbank), HSBC, Goldman Sachs, Royal Bank of Scotland and Barclays.  He also spent 4.5 years on the buyside, as Head of Risk/Head of QA at LetterOne Treasury Services, a $18bn private investment vehicle, and 1.5 years as a financial risk consultant for PwC and Deloitte.

Petra Posedel Šimović: Assistant Professor in Mathematics and Financial Mathematics, University of Zagreb, Faculty of Agriculture and Faculty of Electrical Engineering and Computing; Founder of FinQuant.

Petra completed her PhD in Statistics at ‘Luigi Bocconi’ University with Friedrich Hubalek, https://fam.tuwien.ac.at/~fhubalek/ and Ole Barndorff-Nielsen. She holds a bachelor and master degree in statistics and computer science from the Faculty of Natural Science, University of Zagreb, and was a postdoctoral researcher at FAM, Technische Univesität Wien as a START-group member, https://people.math.ethz.ch/~jteichma/index.php?content=startgroup

Petra’s research interests are in the area of Mathematical Statistics and Data Science with a special focus on stochastic volatility models, risk modelling and business analytics.

Petra has over 15 years of experience in academia and was a program director of the Quantitative Finance MBA program at the Zagreb School of Economics and Management. She is the leader of  Finquant, a consulting service on business deep analytics and financial risk management

Youssef Elouerkhaoui: Managing Director, Global Head of Markets Quantitative Analysis, Citi

Youssed Elouerkhaoui is the global Head of Credit Quantitive Analysis at Citi. His group supports all aspects of modelling and product development across desks, thais includes: Flow Credit Trading, Correlation Trading, CDOs, Exotics and Emering Markets.

He also supports CVA, Funding and Regulatory Capital for Credit Markets. Prior to this, he was a Director in the Fixed Income Derivatives Quantitative Research Group at UBS, where he was in charge of developing and implementing models for the Structured Credit Desk. Before joining UBS, Youssef was a Quantitative Research Analyst at Credit Lyonnais supporting the Interest Rates Exotics business. He has also worked as a Senior Consultant in the Risk Analytics and Research Group at Ernst & Young. He is a graduate of Ecole Centrale Paris and he holds a PhD in Mathematics from Paris-Dauphine University.

Maurizio Garro: CFO and Head of Business Development, My Alpha investment FZCO

Maurizio Garro works as a CFO and Head of Business Development at My Alpha investment FZCO. Previusly he was the senior Lead BA for the IBOR Transition programme at Lloyds Banking Group, where he lead the delivery of the changes required for models, curves and products for the transition to the alternative risk-free rates for the Front and Back book. His background is in quantitative risk management, Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing.

He has a long-standing experience as an internal auditor, consultant and banker in model risk management and previously worked in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and the U.K. for over 15 years.

Maurizio is a  frequent speaker on various topics in risk management, a member of the Institute of Internal Auditor and the Director of the Global Association of Risk Professional (GARP) London Chapter.

Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management (FRM) from GARP.

Christopher Kantos: Managing Director and Head of Quantitative Research, Alexandria Technology

Mr. Christopher Kantos is a Managing Director and Head of Quantitative Research at Alexandria Technology. In this role, he focuses on maintaining and growing new business in EMEA, and exploring ways in which natural language processing and machine learning can be applied in the financial domain. Prior, he spent 15 years working in financial risk at Northfield Information Services as a Director and Senior Equity Risk Analyst. Mr. Kantos earned a BS in computer engineering from Tufts University.

Maria Makarova: Assistant Vice President Quantitative Analyst, BNP Paribas

Maria Makarova has been a Risk Methodology Quantitative Analyst at BNP Paribas since 2018. She splits her time between performing research of interest rate modelling, and delivering improvements to the Market and Counterparty Risk methodologies. Maria has previously worked for Barclays, developing Market Risk models and helping to adapt the bank’s framework to FRTB requirements. Before starting her career in Financial Markets, she has briefly worked as a managements consultant with McKinsey. Maria holds a Master degree in Applied Maths from Moscow Institute of Physics and Technology.

Michael Pykhtin: Manager, Policy Research and Analytics, U.S. Federal Reserve Board

Michael Pykhtin is a manager in the Policy Research and Analytics function at the U.S. Federal Reserve Board. Prior to joining the Board in 2009 as a senior economist, he had a successful nine-year career as a quantitative researcher at Bank of America and KeyCorp. Michael has edited “Margin in Derivatives Trading” (Risk Books 2018), “Counterparty Risk Management” (Risk Books, 2014) and “Counterparty Credit Risk Modelling” (Risk Books, 2005); he is also a contributing author to several recent edited collections. Michael has published extensively in the leading industry journals; he has been an Associate Editor of the Journal of Credit Risk since 2007. Michael is a two-time recipient of Risk Magazine’s Quant of the Year award (for 2014 and 2018). Michael holds a Ph.D. degree in Physics from the University of Pennsylvania and an M.S. degree in Physics and Applied Mathematics from Moscow Institute of Physics and Technology.

Matthias Arnsdorf: Global head of Counterparty Credit Risk Quantitative Research, J.P. Morgan

Since 2012 Matthias has been heading the counterparty credit risk quantitative research team globally.

His main responsibilities include the development & support of J.P. Morgan’s suite of credit exposure models which are used for valuation and risk management as well as credit capital.

Prior to his work in credit risk, Matthias headed the market risk capital modelling effort in EMEA for two years. Matthias started his career in finance in 2002 as a credit derivatives quantitative researcher at UBS and J.P.Morgan.

Matthias holds a PhD in Quantum Gravity from Imperial College London and has spent two years as a post-doctoral researcher at the Niels Bohr Institute in Copenhagen prior to his move to quantitative finance.

Valer Zetocha: Senior Quantitative Analyst, ED, Julius Baer

Ignacio Ruiz: Founder, MoCaX Intelligence

Ignacio Ruiz has been the Head of Counterparty Credit Risk Measurement and Analytics, Scotiabank, the head strategist for Counterparty Credit Risk, exposure measurement, for Credit Suisse, as well as the Head of Risk Methodology, equities, for BNP Paribas. In 2010, Ignacio set up iRuiz Consulting as an independent advisory business in this field. In 2014, Ignacio founded iRuiz Technologies to develop and commercialise MoCaX Intelligence.

Ignacio has several publications in the space of quantitative risk management and pricing. He has also published a comprehensive guide to the subject of XVA Desks and Risk Management.

He holds a PhD in nano-physics from Cambridge University.

Alejandro Rodríguez Domínguez: Head of Quantitative Research & Analysis, Miraltabank

Alejandro Rodriguez Dominguez is Head of Quantitative Analysis at Miralta Bank since 2018, a Spanish bank with a focus on private and institutional investments, and more than 1 Bn of AUM. His team is responsible for the R&D of data-driven and AI-based solutions across the institution. His research focuses mainly on the applications of machine learning and statistics to portfolio risk diversification, correlation structures and causality, and developing risk management indicators. He is also a quant advisor at Inspiration-Q, working in the R&D of quantum-inspired systematic investment strategies.

Previously, Alejandro worked in London and Paris for several years in Société Générale, Nomura, BBVA and BNP Paribas since 2012, in trading and financial engineering roles. Alejandro pursues a PhD at University of Reading in Artificial Intelligence, and holds a M. Eng in Mining Engineering, a MSc in Financial Engineering from Imperial College London, a MSc in Computational Statistics, and a MSc in Artificial Intelligence from Cork Institute of Technology.

Lech Grzelak: Quantitative Analyst, Rabobank and Assistant Professor, TUDelft

Peter Jaeckel: Independent financial mathematics and analytics consultant. OTC Analytics

Peter Jäckel received his DPhil from Oxford University in 1995. In 1997, he moved into quantitative analysis and financial modelling when he joined Nikko Securities. Following that he worked as a quantitative analyst at NatWest, Commerzbank Securities, ABN AMRO, and now VTB Capital where he is the Deputy Head of Quantitative Research. Peter is the author of “Monte Carlo Methods in Finance” published by John Wiley & Sons. Some of his publications can be found at WWW.JAECKEL.ORG.

Miquel Noguer Alonso: Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI

Miquel Noguer is a financial markets practitioner with more than 20 years of experience in asset management, he is currently Head of Development at Global AI ( Big Data Artificial Intelligence in Finance company ) and Head on Innovation and Technology at IEF.

He worked for UBS AG (Switzerland) as Executive Director.for the last 10 years. He worked as a Chief Investment Office and CIO for Andbank from 2000 to 2006.

He is professor of Big Data in Finace at ESADE and Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain).

Dr. David A. Mascio: Clinical Associate Professor, Executive Director of the FinTech Research Centre and the Faculty Director of the MS in Finance & Technology, University of Florida. 

Dr. David A. Mascio is a seasoned financial economist, an academic and quantitative strategist with over twenty-five years of experience designing and managing sophisticated investment solutions bridging rigorous financial-economic research with real-world portfolio management. David is the Founder and Managing Partner of Della Parola, where he has developed systematic multi-asset strategies leveraging advanced statistical techniques and sentiment analysis to deliver consistent, risk-adjusted returns for institutional investors, family offices, and high-net-worth individuals. Earlier in his career, he served as the Chief Investment Officer at a major trust bank, where he pioneered quantitative overlay programs and established robust risk-management frameworks.

David is Clinical Associate Professor and the Executive Director of the FinTech Research Center at the University of Florida. He participates in cutting-edge research in AI-driven investment models and mentors emerging financial analyst as the Faculty Director of the Masters of Science in Finance and Technology program in the Warrington College of Business. He is co-authoring two textbooks in Natural Language Processing & Gen AI and Financial Modeling. He is an active contributor to peer-reviewed academic journals, and is a frequent speaker, moderator and panelist at industry conferences. He holds a PhD in Finance, an MBA, and a BA in Economics.

Saeed Amen: Turnleaf Analytics / Cuemacro / Visiting Lecturer at QMUL

Sébastien Valeyre: Portfolio Manager, Machina Capital

Sébastien Valeyre is the portfolio manager of Machina Capital’s systematic futures strategy, Machina Electron. Machina Capital is a Paris-based investment firm, founded by seasoned equity derivatives traders and quantitative researchers. The firm specializes in mid-frequency systematic strategies for equities and futures, aiming to generate absolute and uncorrelated returns.

Prior to joining Machina Capital, Sébastien was a partner at John Locke Investments, where he launched a statistical arbitrage fund, the John Locke Equity Market Neutral Fund. Sébastien successfully managed this equity strategy while also contributing research to the firm’s systematic CTA strategy. Before that, Sébastien was head of research at BPHI Capital, which employed a blended fundamental and quantitative approach. Sébastien began his career at France’s Authority of Nuclear Safety and Atomic Energy Commission.

Sébastien holds a PhD in Economics from Sorbonne Paris Cité University, a Master of Science from Imperial College, a Master of Science in Finance from Dauphine University, and a Master of Science in Physics from École Supérieure de Physique et Chimie Industrielles de Paris (ESPCI).

Harsh Prasad: Principal & CEO, Qxplain

Harsh is the CEO of Qxplain, where he is working to help clients in the financial institutions develop and adopt more trustworthy AI models.  He specializes in model risk management, AI/ML applications in finance, and GenAI product development. Prior to starting Qxplain, Harsh has over 20 years of experience in model development and validation where he led groundbreaking work in applying machine learning to the financial services industry. He has worked with Morgan Stanley, Nomura, EY and provided consultancy to GE Capital, Mubadala, Citi, BNP Paribas, London Stock Exchange Group and several other banks, funds, asset managers and family offices. He has taught at various universities, is the chair of CQF industry working group for data science and machine learning and conducts advanced trainings for machine learning in finance. He is an active researcher, thought leader and contributor in shaping the industry and regulatory best practice of model risk management for AI/ML models.

Marco Bianchetti: Head of Market and Counterparty Risk IMA Methodologies, Intesa Sanpaolo

Marco holds a M.Sc. in theoretical nuclear physics (1995) and a Ph.D. in theoretical condensed matter physics (2000) from Università degli Studi di Milano. In 2000 he joined the Financial Engineering team of Banca Caboto (now IMI CIB Division of Intesa Sanpaolo), developing pricing models and applications for trading desks. In 2008 he moved to the Financial and Market Risk Management area of Intesa Sanpaolo. In 2015 he was appointed head of Fair Value Policy, developing the global fair/prudent/IPV policies and the valuation risk management framework of Intesa Sanpaolo Group. In 2021 he was appointed head of IMA Market Risk, in charge of regulatory market risk models and RWAs under Basel 2.5 and FRTB. Since Sept. 2024 he is head of Market and Counterparty Risk IMA Methodologies for Intesa Sanpaolo Group.

His work covers pricing and risk management of financial instruments, market risk, valuation risk, interest rates, XVAs, quasi-Monte Carlo, financial bubbles and portfolio optimization. He is the author of a few research papers, adjunct professor at Università di Bologna (2015-present) and at Università di Torino (2018-2023), member of Conference/Ph.D/Master Advisory Boards, and a frequent speaker at international conferences.

See also the LinkedIn profile.

Sergei Kucherenko: Senior Research Fellow, Imperial College

Sergei Kucherenko earned his MSc and PhD in applied mathematical physics from the Moscow Engineering Physics Institute in Russia. He has held several research and academic positions at universities across Russia, the United States, the UK, and Italy. Additionally, he has experience working in investment banking. Currently, he is a Senior Research Fellow at Imperial College London. He is also affiliated with BRODA Ltd., specialising in the application of Monte Carlo and Quasi-Monte Carlo methods, along with other advanced numerical techniques, in quantitative finance.

Robert Dargavel Smith: Director of Machine Learning Engineering , Clarity AI

“Robert Smith is the Director of Machine Learning Engineering at Clarity AI. Previously he was Head of Data Science at IHS Markit (now part of S&P Global). He has worked in capital markets for over 25 years in Banco Santander and ABN Amro, holding various positions from Head of CVA Desk to Global Head of Quantitative Analysis.”

Nikolai Nowaczyk: Quantitative Analytics, Director, NatWest Group

Zoran Stoiljkovic: Independent researcher

Zoran Stoiljkovic is an independent researcher based in Passau, Germany. He holds an MSc from the School of Business, Economics and Information Systems at the University of Passau, where his thesis focused on applying reinforcement learning to option pricing and hedging. He has since continued his research in this area, and his work was published in The Journal of Derivatives in 2025. His broader interests include quantitative finance and model interpretability.

Andrew Greene: Director, CVA Quantitative Analyst, NatWest Markets

Andrew gained a degree in Physics and Theoretical Physics at Cambridge University, followed by a PhD degree in experimental High Energy Physics at Imperial College London.  This was followed by a transition from FORTRAN to C++ in the computer game industry, which set him up for a move into quantitative finance.  After a stint at JPMorgan working for the commodity exotics desk, he moved to the then RBS, now NatWest Markets, and has been developing the xVA model and systems at NatWest Markets ever since.

Valentin Tissot-Daguette: Quantitative Researcher, Bloomberg

Valentin Tissot-Daguette is a quantitative researcher in the CTO office at Bloomberg. He earned his PhD in financial mathematics from Princeton University in 2024, under the supervision of Prof. Mete Soner and Bruno Dupire. His doctoral research was recognized with the 2024 Nicola Bruti Liberati Prize for “Best PhD Thesis in Quantitative Finance,” awarded by the Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano. His research interests include exotic derivatives, volatility modeling, and stochastic control.