Andrea Macrina: Professor of Mathematics, University College London (UCL)

Andrea Macrina is Professor of Mathematics and the Director of the Financial Mathematics MSc Programme in the Department of Mathematics, University College London. His current research programme includes projects in climate finance, the development of quantile processes with applications in insurance and finance, and stochastic interpolation. Dr Macrina is Adjunct Professor at the University of Cape Town in the African Institute of Financial Markets and Risk Management where in 2014 he co-founded the Financial Mathematics Team Challenge (FMTC). Andrea is a recipient of the Fields Research Fellowship awarded by The Fields Institute for Research in Mathematical Sciences. He holds a PhD in Mathematics from King’s College, University of London, and an MSc in Physics from the University of Bern, Switzerland. Personal website: https://amacrina.wixsite.com/macrina

Mourad Berrahoui: Managing Director Global Head of Counterparty Pricing and Risk Analytics, Lloyds Banking Group

I am, Head of Counterparty Credit Risk Modelling a LBG Group. In addition, I am sitting at executive risk committee at LCH for the last 4 years, representing LBG group.

I have more than 20 years’ experience in quantitative modelling as front office quant, head of model validation and now head of CCRM, worked for different banks like Natixis, Commerzbank, Morgan Stanely, Nomura, and for the last 7 years LBG. In addition, I worked for couple of years as senior trader on structured credit products.

I authored several papers that have been published in Risk magazine on various topics like new concept of Potential Future Exposure, SA CCR Capital, Wrong Way Risk and more recently I published on the topic of quantitative climate finance.

I hold an MBA from Henley Business School and two DEAs (MSc) in France. One on Probability and Finance from Univestiy Marie Curie and the second one on Economy from Ecole NOrmale Superieure de Cachan.

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.

David Jessop: Head of Investment Risk at Columbia Threadneedle Investments EMEA APAC

David is the Head of Investment Risk at Columbia Threadneedle Investments EMEA APAC. Previously the Global Head of Equities Quantitative Research at UBS. His areas of research include portfolio analysis and construction, style analysis and risk modelling. He also helps clients understand, use and implement the quantitative tools available from UBS. David joined UBS in 2002. Prior to this, he spent seven years at Citigroup as Head of Global Quantitative Marketing. Before moving to the sell side he spent six years at Morgan Grenfell Asset Management, where he managed index funds, asset allocation funds and also an option overwriting fund.

David graduated from Trinity College, Cambridge with an MA in Mathematics.

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.

Rutang Thanawalla: PhD, Visiting Fellow, London Institute of Banking & Finance & Strategic Adviser, Climate Tech

Mike Daly: Senior Data Lead, Transition Risk, BloombergNEF

Chithra Namboodiri: Global Head of ESG Risk Analytics, HSBC

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.

Rita Laura D’Ecclesia: Professor of Quantitative Finance. Sapienza University of Rome, Italy

Maurits Bakker: Risk Lead Benelux, SAS

Maurits is a seasoned Senior Risk Professional with an expansive 20-year career spanning Europe, the UK, and North America, specializing in risk management solutions within the financial services sector. Maurits talks about Risk challenges with all his clients in the Benelux and Climate Risk is most often on the agenda. His most recent research is on both transition and physical risks and how it impacts home- and business owners (and bank’s loan portfolios).

Erik Vynckier: Interim Chief Executive, Foresters Friendly Society

Erik Vynckier is board member of Foresters Friendly Society and chair of the Investment Committee, following a career in investment banking, insurance, asset management and the petrochemical industry. He has been Chief Investment Officer and Chief Executive Officer and frequently consults in investment management, quantitative risk management and derivatives.

He co-founded EU initiatives on high performance computing and big data in finance and co-authored “High-Performance Computing in Finance” and “Tercentenary Essays on the Philosophy and Science of Leibniz”.  Erik graduated as MBA at London Business School and as chemical engineer at Universiteit Gent.

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.”

David Pacheco Aznar: Founding Partner & Chief of AI Research and Development, Raven Risk AI