MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets
Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets
Managing Partner muRisQ Advisory and Visiting Professor, University College London
Marc Henrard: Managing Partner muRisQ Advisory and Visiting Professor, University College London
Over the last 20 years, Marc has worked in various areas of quantitative finance. Marc’s career includes Head of Quantitative Research at OpenGamma, Global Head of Interest Rate Modeling for Dexia Group, Head of Quantitative Research and Deputy Head of Interest Rate Trading at the Bank for International Settlements (BIS) and Deputy Head of Treasury Risk also at BIS.
Marc’s research focuses on interest rate modeling and risk management. More recently he focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and practitioner conferences. He recently authored two books: The multi-curve framework: foundation, evolution, implementation and Algorithmic Differentiation in Finance Explained.
Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been research scientist and university lecturer in Belgium, Italy, Chile and the United Kingdom.
Quantitative Analyst, Bank of America Merrill Lynch
Elias Daboussi: Quantitative Analyst, Bank of America Merrill Lynch
Elias Daboussi is a quantitative analyst at Bank of America since 2016. After graduating from University Paris-Diderot and Supelec in 2014, he has specialized in the Rates and Hybrids area, first in the Model Risk Management Group, and now as part of the Quantitative Strategies Group.
Maria R Nogueiras:
Head of Collateral Risk Analytics, Global Risk Analytics, HSBC
Maria R Nogueiras: Head of Collateral Risk Analytics, Global Risk Analytics, HSBC
Director, Head of Interest Rates Vanilla Modelling, Bank of America Merrill Lynch
Dominique Bang: Director, Head of Interest Rates Vanilla Modelling, Bank of America Merrill Lynch
Dominique Bang received his PhD from Observatory of Paris (2002) in the field of ‘Mathematical Methods applied to Celestial Mechanics’. He moved into quantitative finance in 2006. Dominique has since been working in Bank Of America Merrill Lynch in the Interest Rates Quantitative Team. As a Director, he is now more focusing on Interest Rates Vanilla and Quasi-Vanilla products.
Deputy Head of Rates Quantitative Research, CB Markets, Lloyds Banking Group
Diana Ribeiro: Deputy Head of Rates Quantitative Research, CB Markets, Lloyds Banking Group
Global Head of Market Data Strategy & Analytics, Deutsche Bank
Adolfo Montoro: Director, Global Head of Market Data Strategy & Analytics, Market Valuation Risk Management Deutsche Bank
Adolfo Montoro FRM, is a Director within Deutsche Bank’s Market Risk Management & Risk Methodology department in London. He currently leads the Market Data Strategy and Analytics team and represents DB in the Industry FRTB Working Group supporting elements of the FRTB implementation and advocacy for the Bank over the last five years. Previously he has been in charge of the Strategic implementation of Full Revaluation-based suite of VaR model ensuring as well the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II). He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honours) from Universita’ della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005. Adolfo is currently affiliated with the Global Association of Risk Professionals, where he serves both as a Regional Director for the UK Chapter as well as member of the FRM Committee.
Senior Advisor, EBRD
Piotr Karasinski: Senior Advisor, EBRD
Piotr Karasinski is a pioneering quantitative analyst, best known for the Black–Karasinski short rate model which he co-developed with the late Fischer Black. His contributions to quantitative finance include models for interest rates, equity and hybrid products and random volatility.
He is currently Senior Advisor at the European Bank for Reconstruction and Development. He is on the editorial board of the journal, Quantitative Finance.  Previously, he has held a number of positions at leading firms in New York and London including: Managing Director at HSBC, Director and Head Derivatives Research at Citibank, MD at Chemical Bank, Director at Deutsche Bank and Vice President at Goldman Sachs.
Director, Valuations Methodology, RBC Capital Markets
Rishaar Rawal: Director, Valuations Methodology, RBC Capital Markets