World Business StrategiesServing the Global Financial Community since 2000

Arik Ben Dor:

Managing Director and Head of Quantitative Equity Research, Barclays

Arik Ben Dor: Managing Director and Head of Quantitative Equity Research, Barclays

Over the past 15 years, Dr. Ben Dor oversaw large scale research projects in rates, credit, equities, and hedge funds used by the largest institutional investors globally, including central banks, Sovereign wealth funds, asset managers, insurance companies, pensions and hedge funds. He co-authored two books on quantitative investing in credit securities and over a dozen articles in leading industry journals such as the Journal of Portfolio Management, Journal of Fixed Income, Journal of Investment Management, and Journal of Alternative Investments. One of his articles received the Martello award for the 2007 best practitioner paper.

Dr. Ben Dor research on ‘DTS (Duration Times Spread)’, a new approach to measuring the spread risk of corporate bonds and credit default swaps changed industry practices and was widely adopted by credit investors globally. In 2018, he was ranked 1st in the II All-America Fixed Income Research survey in the Quantitative Analysis category. Dr. Ben Dor also conducted research on ‘cloning’ hedge funds was the basis for several products and was awarded a U.S. patent.

His work on exploring the cross-asset relation between stocks and bonds was the basis for constructing systematic equity strategies such as momentum and ‘value’ based on credit signals, and the usage of equity derivatives for hedging high-yield bonds. His systematic strategies were adopted by some of the most prominent quantitative hedge funds and ‘long-only’ asset managers and were presented in leading industry conferences.

Prior to Barclays, Dr. Ben Dor worked at Lehman Brothers and Morgan Stanley. He holds a PhD in Finance from the Kellogg Business School at Northwestern University, and completed his B.A. and M.A. in Economics from Tel Aviv University, Cum Laude.

Helyette Geman:

Professor of Mathematical Finance, Birkbeck – University of London & Johns Hopkins

Helyette Geman, PhD, PhD: Professor of Mathematical Finance, Birkbeck – University of London & Johns Hopkins

Helyette GEMAN is a Professor of Mathematical Finance at Birkbeck – University of London and at Johns Hopkins University. She is a Graduate of Ecole Normale Supérieure in Mathematics, holds a Masters degree in Theoretical Physics, a PhD in Probability from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne.
She has been a scientific advisor to a number of major energy and mining companies for the last 20 years, covering the trading of crude oil, natural gas, electricity as well as metals in companies such as EDF Trading, Louis Dreyfus or BHP Billiton and was named in 2004 in the Hall of Fame of Energy Risk.
Prof Geman was previously the head of Research and Development at Caisse des Depots. She has published more than 140 papers in major finance journals including the Journal of Finance, Mathematical Finance, Journal of Financial Economics, Journal of Banking and Finance and Journal of Business. She has also written the book entitled Insurance and Weather Derivatives and is a Member of Honor of the French Society of Actuaries.
Her research includes exotic option pricing for which she got the first prize of the Merrill Lynch awards, asset price modeling through the introduction of transaction time (JOF, 2000); she is one of the authors of the CGMY pure jump Levy model (2002). Prof Geman had organized in 2000 at College de France the first meeting of the Bachelier Finance Society, with Paul Samuelson, Robert Merton and Henry McKean as keynote speakers.
Her book, ‘Commodities and Commodity Derivatives’ is the reference in the field. She was a Scientific Expert on Agriculture for the European Commission and is on the Board of the Bloomberg Commodity Index.
She counts among her numerous PhD students Nassim Taleb, author of the Black Swan

Thierry Roncalli:

Head of Quantitative Research at Amundi Asset Management

Thierry Roncalli: Head of Quantitative Research at Amundi Asset Management
Thierry Roncalli is Head of Quantitative Research at Amundi Asset Management, Professor of Finance at the University of Paris-Saclay/Evry and member of the AMF’s Scientific Advisory Board (French Securities & Financial Markets Regulator).

Navin Rauniar:

Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD, HSBC

Navin Rauniar: Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD, HSBC

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.

Adriano Koshiyama:

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.

Simone Kramer:

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.

Emre Kazim:

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).

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