Head of Quantamental Investments, Schroders
Antonia Lim: Head of Quantamental Investments, Schroders
Antonia joined Schroders in 2019 to lead their new initiative in quantamental investments, melding quantitative techniques with fundamental expertise and insight. Prior to Schroders, Antonia was Global Head of Quantitative Research for Barclays UK, designing its asset allocation policy, products and investment tools. She has two decades of experience in investment management, is a CFA charterholder and is on the management committee of the not-for-profit organization 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 real, abstract and complex, Antonia enjoys cross-disciplinary ideas and making those ideas useful.
ENSAE, Institut Polytechnique de Paris and Institut Louis Bachelier
Peter Tankov: ENSAE, Institut Polytechnique de Paris and Institut Louis Bachelier
Peter Tankov is professor of quantitative finance at ENSAE, the French national school for statistics and economic administration, having previously worked at Paris-Diderot (Paris 7) university and Ecole Polytechnique. He is a mathematician, specialist in applied probability and stochastic processes. His current research interests include quantitative finance, energy finance, and green and sustainable finance. Peter is the author of over 50 research articles on these and other topics and of the widely read book, Financial Modelling with Jump Processes. He is the recepient of the 2016 Best Young Researcher in Finance award of the Europlace Institute of Finance and the principal investigator of several national grants. Peter is the scientific director of the Green and Sustainable Finance Research Program at Louis Bachelier Institute, member of the board of directors of GRASFI, the Global Research Alliance for Sustainable Finance and and Investment, and member of editorial boards of the main quantitative finance journals: Mathematical Finance, Finance and Stochastics and SIAM Journal on Financial Mathematics.
Head of Quantitative Modelling, Probability & Partners and Associate Prof, Vrije Universiteit Amsterdam
Svetlana Borovkova: Head of Quantitative Modelling, Probability & Partners and Associate Professor, Vrije Universiteit Amsterdam
Currently Head of Quantitative Modelling at Probability & Partners and Associate Professor at Vrije University Amsterdam, Dr Svetlana Borovkova has specialized in applying mathematical and statistical methods to problems within quantitative finance and risk management.
Dr Borovkova’s research extends in many areas, such as news analytics for finance, derivatives pricing, commodity markets and risk management in the face of new regulation. She is also a consultant for the Dutch Central Bank and the founder and principal consultant of DataDecisions: Financial Risk Consultancy.
Dr Borovkova is a frequent speaker on international conferences, such as Global Derivatives, Risk Minds, Bachelier Congress for Mathematical Finance, Sentiment Analysis and Behavioural Finance and others.
Previously she held an assistant professor position in Delft University of Technology and a trading analyst position in Shell Trading, London.
She got her PhD in 1998 from the University of Groningen, The Netherlands, and Oregon State University, USA and MSc degree in applied mathematics and computer science from Moscow and Utrecht.
Honorary Lecturer, Department of Mathematics, Imperial College London
Blanka Horvath: Honorary Lecturer, Department of Mathematics, Imperial College London
Blanka is a Honorary Lecturer in the Department of Mathematics at Imperial College London and a Lecturer at King’s College London. Her research interests are in the area of Stochastic Analysis and Mathematical Finance.
Her interests include 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.
Senior Data Scientist, Hitachi Vantara
Anya Rumyantseva: Senior Data Scientist, Hitachi Vantara
Dr. Anya Rumyantseva is a Senior Data Scientist at Hitachi Vantara. Anya received a Ph.D. degree from the University of Southampton and BS/MS degree in Physics from Lomonosov Moscow State University. Anya is also a fellow of the Nippon Foundation (Japan). In 2017, Anya was also shortlisted for the Women in IT Excellence Awards in the Rising Star nomination.
Her publications on using IoT technologies in climate research were featured in Nature and were one of the top read papers in Global Biogeochemical Cycles journal. At Hitachi Vantara, Anya is working on projects that use IoT and machine learning techniques to improve business operations across different industries.
Director: Head of XVA Quant Modelling, MUFG Securities EMEA plc
Chris Kenyon: Director: Head of XVA Quant Modelling, MUFG Securities EMEA plc
Dr Chris Kenyon is head of XVA Quant Modelling at MUFG Securities EMEA plc. Previously he was Head of XVA Quantitative Research at Lloyds Banking Group, head quant for Counterparty Credit Risk at Credit Suisse, and (post-crisis) Head of Structured Credit Valuation at DEPFA Bank Plc. He is active in XVA research, introducing KVA and MVA, with Andrew Green in 2014-15, their accounting treatment in 2016-17, as well as double-semi-replication and behavioural effects on XVA. He contributes to the Cutting Edge section of Risk magazine (most-cited author in 2016; 5th most-published author 1988-present in 2017), co-edited “Landmarks in XVA” (Risk 2016). He has a Ph.D. from Cambridge University and is an author of the open source software QuantLib.
Director of Sustainable Finance, South Pole
Rebecca Self: Director of Sustainable Finance, South Pole
Rebecca leads South Pole’s work with financial institutions globally, focusing on climate regulations and disclosures, the UN’s Sustainable Development Goal (SDG) environmental impact analysis for financial products and Net Zero. Formerly Chief Financial Officer of Sustainable Finance at HSBC Holdings plc, Rebecca has approximately two decades of holding senior leadership roles in the financial industry. In her previous role, Rebecca oversaw group-wide financial services relating to sustainable finance products, such as sustainability/green bonds, ESG (environmental, social, governance) asset management/private bank funds and commercial lending related to sustainability. In addition, Rebecca was responsible for HSBC’s external ESG reporting and investor relations – including the Task Force on Climate-related Financial Disclosures and corporate reporting on the UN SDGs. Rebecca has chaired the European Banking Federation industry SDG working group and has been a member of other advisory groups to progress non-financial reporting, for example, the Sustainability Accounting Standards Board and CDP. She holds a BSc in Economics and Politics, a Masters from the University of Cambridge (Centre of Sustainability Leadership), and is a Chartered Global Management Accountant.
Professor of Finance at Yale School of Management
Stefano Giglio: Professor of Finance at Yale School of Management
Professor Giglio’s research interests span several topics, including asset pricing, macroeconomics, and real estate, with a particular focus on hedging macroeconomic risks using different financial instruments: crash risk, uncertainty risk, and climate risk.
Before joining Yale, Professor Giglio was an Associate Professor of Finance at the University of Chicago Booth School of Business. He has been awarded several prizes, including the Fama-DFA Prize for the Best Paper in the Journal of Financial Economics, the Jacob Gold & Associates Best Paper Prize, and the UBS Global Asset Management Award for Research in Investments. His work has been featured in several news outlets, including Forbes and the Economist.
Associate Director, Climate Risks and Opportunities, South Pole
Nico Kröner: Associate Director, Climate Risks and Opportunities, South Pole
Nico is a climate science expert (PhD) and environmental scientist. At South Pole, he leads the Climate Risks and Opportunities Team who is working with pioneering companies and investors to better understand the shifting risks and opportunities landscape as a consequence of the transition to low-carbon economies, as well as increased climate impacts. Using his expertise in physical climate risks, climate and weather modelling and data analytics he develops new and innovative sustainability solutions. He is leading the development of an innovative tool which allows to assess physical and transition risks of investment portfolios. He holds an PhD from ETH Zurich in Climate and Atmospheric science.
Professorial Lecturer, School of Engineering & Applied Science | The George Washington University
Bruno Kamdem: Professorial Lecturer, School of Engineering & Applied Science | The George Washington University
Bruno Kamdem is the Co-founder and Principal of a Startup Actuarial Consulting firm, Lepton Actuarial & Consulting, LLC, based in
New York. Dr. Kamdem concomitantly teaches at New York University, Tandom School of Engineering, within the Finance and Risk
Engineering Department. In the past, he has taught at the George Washington University, School of Engineering and Applied Science
in the department of Engineering Management & Systems Engineering. Prior to consulting and teaching, he worked with the
Office of Research, Evaluation, & Statistics at the Social Security Administration where he advised the commissioner on mathematical
statistical trends regarding Medical- Vocational Guidelines and formulated models involving retirement probabilities for multiple
years designed for optimizing individual retirement decisions. Bruno has published articles at the “Renewable & Sustainable Energy
Reviews”, “Energy Policy” journal, and the journal of “Fixed Income”. For several years, Bruno has accumulated experience in
teaching and in working with Analysis & Modeling tools (iThink, GAMS, MINITAB, MATHEMATICA, MAPLE), Applications & Operating
Systems (System Dynamics, SAS-Visual Analytics, e-Enterprise, MATLAB-Simulink), and Data Management applications (VBA, R, SAS,
MATLAB). Bruno’s background encompasses a Ph.D. (Operations Research) from the School of Engineering and Applied Science at
the George Washington University, an M.S. (Applied Mathematics), and B.S. (Mathematics & Economics), both from the University
of Maryland, Baltimore County.
Chief Data Scientist, RavenPack
Peter Hafez: Chief Data Scientist, RavenPack
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.
Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD
Navin Rauniar: Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD
Navin is a Risk Director with 17 years’ experience in advising the sell side on the delivery of prudential regulation such as IBOR Transition, FRTB, IRRBB, Basel III, CRR 2 and CRD V. Navin is currently leading the IBOR workstream for a Tier One bank.
Prior to this, he worked as a Senior Manager at a leading global advisory firm, where he led the analysis of the impact of the IBOR Transition on financial institutions. Additionally, Navin has spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, Risk and Operations.
Navin is a steering committee member of the Professional Risk Managers Association where he represents the Risk Management industry on regulatory initiatives, mentoring of capital markets professionals, and a frequent speaker at banking & thought leadership events.
Head of AI, Financial Services Advisory, Deloitte
Alexander Denev: Head of AI, Financial Services Advisory, Deloitte
Alexander has more than 15 years of experience in finance, financial modelling and machine learning and he is currently Head of AI – Financial Services Advisory in Deloitte. Prior to joining Deloitte, he led the Quantitative Research & Advanced Analytics at IHS Markit where he created and maintained a center of excellence.
He has written several papers and two books on topics ranging from stress testing and scenario analysis to asset allocation. He has provided thought leadership engagements for conferences, journals and global forums. He also worked as a senior advisor to Risk Dynamics, an arm of McKinsey & Company. Previously he was Director of Risk Models at the Royal Bank of Scotland, where his responsibilities included development of the stress testing methodologies and credit models, and a Fixed Income Structurer for a front office desk. He has also held roles at the European Investment Bank and the European Investment Fund and has participated in the engineering of both the European Financial Stability Facility and the European Stability Mechanism.
Alexander Denev attained his Master of Science degree in Physics with a focus on Artificial Intelligence from the University of Rome, Italy, and he holds a degree in Mathematical Finance from the University of Oxford, UK, where he continues as a visiting lecturer.
Professor of Financial Mathematics, Probability and Statistics, King’s College London
Teemu Pennanen: Professor of Financial Mathematics, Probability and Statistics, King’s College London
Teemu Pennanen is the Professor of Financial Mathematics, probability and statistics at King’s College London. Before joining KCL, professor Pennanen worked as Managing Director at QSA Quantitative Solvency Analysts Ltd, with a joint appointment as Professor of Mathematics at the University of Jyvaskyla. His research interests include convex optimization, probability and statistics and their applications to financial economics and risk management. Pennanen has authored over 50 journal publications and he has been a consultant to a number of financial institutions including Bank of Finland, The State Pension Fund and Ministry of Social Affairs and Health.
Research Fellow at UCL and Co-Founder of Holistic AI
Adriano Koshiyama: Research Fellow at UCL and Co-Founder of Holistic AI
Dr Adriano Koshiyama is a Research Fellow at University College London department of Computer Science. His research interests include Machine Learning, Finance, and Algorithmic Assessment. He is a specialist in designing trustworthy autonomous systems.
Jan De Spiegeleer:
Visiting Professor, KU Leuven
Jan De Spiegeleer – Visiting Professor, KU Leuven
Graduated in 1988 from the Royal Military Academy with a Msc. in Civil Engineering. After a 10 year stint as an officer in the army, Jan accumulated over 20 years of experience in the financial markets. He holds both an MBA and a PhD from KU Leuven University (Belgium). Before founding RiskConcile in 2015, he was based both in London and Brussels, where he was a managing director at KBC Financial Products. He was responsible for the equity derivatives desk (trading and structuring). After that he took an assignment as a risk manager and became in 2007 head of risk management at Jabre Capital Partners, a Geneva-based hedge fund. Since 2015, he combines his role as CEO of RiskConcile, a FinTech company, with his teaching assignment at KU Leuven. He is a visiting professor at KU Leuven where he teaches courses in Stochastic Processes, Data-Analytics, Probability Theory and Statistics. Together with Prof. Schoutens, he does research on Hybrid Securities and their application into the Green Bonds landscape.
Manager, ESG Product Management and Development, S&P Global
Simone Kramer: Manager, ESG Product Management and Development, S&P Global
Simone Kramer is a Manager for the ESG Product Development team at S&P Global where she focuses on the delivery of ESG, Climate Analytics, and Environmental data solutions on strategic platforms. Prior to this, she worked as a quantitative energy analyst at S&P Global Platts where she specialized in Non-OPEC oil supply and production forecasting, as well as in the analysis of environmental and emissions focused regulations and their net impact on the oil & gas sector. Before joining S&P Global, Simone worked in a product management function addressing carbon market and commodity focused financial data products at IHS Markit. She also has project experience in the solar industry in the Dominican Republic, and has done sustainability focused research for the Linden Trust for Conservation and Columbia University. Simone has a B.A in Political Science from Columbia University, as well as a Master of International Affairs degree in Global Energy Management & Policy from the Columbia University School of International and Public Affairs.
Quant and Data Science Research, Bloomberg LP – Adjunct Professor, NYU Courant
Ivailo Dimov: Quant and Data Science Research, Bloomberg LP – Adjunct Professor, NYU Courant Institute
Ivailo Dimov is a senior quant at the Bloomberg L.P. CTO Office, where he provides quantitative and data science solutions to management, external and internal clients. He has worked on both traditional derivative, risk and alpha modeling as well as alternative data research. At Bloomberg, he has led projects on market consensus, broker-algo selection, recommendation systems, automated news and news topic modeling. Ivailo is also an Adjunct Professor at the NYU Courant Institute, where he teaches Data Science in Quantitative Finance.
Research Fellow at UCL and Co-Founder of Holistic AI
Emre Kazim: Research Fellow at UCL and Co-Founder of Holistic AI
Research Fellow in the Computer Science department of University College London, working in the field of AI ethics. His research interests include – public awareness of AI and the moral and legal issues that arise within this context.
Miquel Noguer Alonso:
Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI
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).
Software Engineer, Bloomberg LP
Tyler Parsons: Software Engineer, Bloomberg LP
Tyler Parsons is a data scientist and engineer in the Bloomberg Geospatial Analytics group, and works primarily on modeling the impact of spatial factors such as weather and climate risk on companies and their physical assets. Before his current role at Bloomberg, he has worked on a variety of areas in the geospatial domain ranging from spatial data warehousing and GIS application development to location aware mobile applications and geofencing.