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.
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.
Partner & Director PRMIA
Navin Rauniar: Partner & Director PRMIA
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.
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.
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.
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.