Nicole Königstein:
Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
Nicole Königstein:
Nicole Königstein: Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
Nicole Königstein is a distinguished Data Scientist and Quantitative Researcher, currently working as Data Science and Technology Lead at impactvise, an ESG analytics company, and as Head of AI and Quantitative Research at Quantmate, an innovative FinTech startup focused on alternative data in predictive modeling. Alongside her roles in these organizations, she serves as an AI consultant across diverse industries, leading workshops and guiding companies from the conceptual stages of AI implementation through to final deployment.
As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at various universities. She is a regular speaker at renowned AI and Data Science conferences, where she conducts workshops and educational sessions. In addition, she is an influential voice in the data science community, regularly reviewing books in her field and offering her insights and critiques. Nicole is also the author of the well-received online course, “Math for Machine Learning.
Chris Kenyon:
Global Head of Quant Innovation, MUFG Securities
Chris Kenyon:
Chris Kenyon: Director: Global Head of Quant Innovation, MUFG Securities
Dr Chris Kenyon is global head of quant innovation at MUFG, and global head of XVA quant modelling for MUFG. Chris is also honorary associate professor of mathematics at University College London, where he teaches on quantitative sustainable finance. Previously Chris was head of XVA quant research at Lloyds Banking Group, worked at Credit Suisse, and at Depfa Bank plc he was the post-crisis head of structured credit valuation, after working on inflation-rates hybrids introducing new smile models. Chris formalized KVA and MVA with Andrew Green. More recently he introduced a climate change valuation adjustment (CCVA), the carbon equivalence principle (CEP), and a CO2-equivalent valuation adjustment (CO2eVA). Chris has degrees from University of Texas – Austin, and Cambridge University; he published 18 papers in the Cutting Edge section of Risk magazine, was an author of the open source software QuantLib, and holds 10 US patents.
Leila Korbosli:
Quantitative Analyst, UBS
Leila Korbosli:
Leila Korbosli: Quantitative Analyst, UBS
Leila is currently a quantitative analyst at UBS where she is part of the firm’s Advanced Cloud-based Quantitative Analytics ACQA Platform, in charge of building and delivering cutting edge trading tools. She started her career in Quantitative Research at Lehman Brothers in 2007 focusing on IR exotics and hybrids and then built an extensive cross-asset modelling experience on the sell-side across different asset classes as a quant and a trader in Rates/FX, Credit and XVA. Leila holds an engineering degree in Applied Mathematics and Computer Science from ENSIMAG (2006) and a masters in Probability and Finance from Paris VI-Ecole Polytechnique (2007). She is the co-author of the book “Global Derivatives: Products, Theory and Practice”, World Scientific.
Miquel Noguer Alonso:
Co – Founder, Artificial Intelligence Finance Institute – AIFI
Miquel Noguer Alonso:
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).
Blanka Horvath:
Associate Professor of Mathematical and Computational Finance, University of Oxford / Director at Oxford x QRT Labs
Blanka Horvath:
Blanka Horvath: Associate Professor of Mathematical and Computational Finance, University of Oxford / Director at Oxford x QRT Labs
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.
Manlio Battaglia Trovato:
Managing Director, Head of Quantitative Research, Lloyds Banking Group
Manlio Battaglia Trovato:
Manlio Battaglia Trovato: Managing Director, Head of Quantitative Research, Lloyds Banking Group
Dmitri Goloubentsev:
CTO, Head of Automatic Adjoint Differentiation, Matlogica
Dmitri Goloubentsev:
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.
Valer Zetocha:
Founder/CEO: Quosentia
Valer Zetocha:
Founder/CEO: Quosentia
Valer Zetocha is the founder of Quosentia AG, a Zurich-based company working at the intersection of quantitative finance and artificial intelligence. He has held senior quantitative roles at Julius Baer, Banco Santander, JPMorgan and Bear Stearns. At Banco Santander, he served as a senior trader, managing the equity correlation book.
His research interests focus on equity derivatives, particularly correlation modelling, gap risk pricing and market data dynamics. More recently, his work has expanded into the development of AI harnesses and agentic systems for quantitative research and trading environments, with a focus on bringing artificial intelligence into the workflows of trading floors.
He holds an M.Sc. in Physics from Comenius University in Bratislava and a Ph.D. in Theoretical Physics from the State University of New York at Stony Brook.
Thomas Obitz:
Director, Risk Transform
Thomas Obitz:
Thomas Obitz: Director, Risk Transform
Thomas Obitz is a management consultant and senior advisor on risk and regulatory driven change. He has designed the operating model transformation in the FRTB implementation of a major global bank and worked on various both operational and quantitative aspects of the regulation.
Thomas has more than 20 years of experience in the Financial Services industry in roles including organizational change, operating model transformation and IT transformation, working as a consultant, project manager and business architect. He has a background in Mathematics, worked for a Big 4 consultancy, is certified as a Financial Risk Manager (GARP FRM) and holds a TOGAF 9 certification. He is founder of RiskTransform, a niche consultancy supporting banks in integrating risk, operating model and IT change, and based in London.
Thomas has published on various aspects of the FRTB and on broader topics of risk change. Special areas of interest are the operational changes required to manage the impact of the regulation, and the data and data quality implications.