Thursday 17th June: Day 4 WQF
Quantitative Developer, NatWest Markets
Burcu Karabork: Quantitative Developer, NatWest Markets
Burcu joined NWM in 2012 on the Technology Graduate Scheme and is currently a quant developer at NWM. She holds an MEng (Hons) in Aeronautical Engineering from the University of Bristol. She has spent the last few years working on the bank’s unified risk engine and has more recently returned to her more maths-centric roots in the eFI space.
- Universal Quantum Computers vs Adiabatic Quantum Computers
- Quantum Annealing
- Reverse Quantum Annealing
- Quantum Random Walk
- Overview of some published research on quantum computing in finance
- Overview of the size of the current quantum computing market and its predicted future
PhD Student in Quantum Computing, UCL
Nedeen Alsharif: PhD Student in Quantum Computing, UCL
- Do you think that being a woman is a significant factor in slowing down career progression in QR Financial Services?
- If so, could this be avoided and how?
- Discuss the current career return to work strategies available
- Have you benefited from any such schemes?
- Discuss the Importance and value of mentorship and sponsorship
- What mentoring programs are available for juniors if any?
- Is it still hard to make it to the top positions, if so why and what can do done to change the situation?
- Discuss female role models in finance and significant achievements
- Tips from coaches on career progression (eg having your voice heard)
- Actively managing your career; distribution of opportunity set
- Gender diversity issues (discuss numbers, policies, how to address it)
- Maternity leave
- Has Shared Parental Leave (SPL) helped equality in this area?
- How important are the following:
- Promotions/Career opportunities
- Pay gap elimination
- Agile/Flexible working
- Getting the feedback you need (even if you don’t really want it)
- Supporting each other
Founder/Portfolio Manager, Wright Research
Sonam Srivastava: Founder/Portfolio Manager, Wright Research
Sonam is the founder of Wright Research, an investment advisory firm that uses advanced statistics and quantitative techniques to democratise access to research backed products. She is a leading researcher in the field of machine learning in finance and quantitative methods. She has more than nine years experience in this field. She has led teams at Central Risk Book and Equity Structuring desks at HSBC; at Edelweiss for the Algorithmic Trading desk and Qplum as a quantitative portfolio manager for US and Indian equities.
She is a IIT Kanpur graduate and a Masters in Financial Engineering from Worldquant University.
Managing Director at Gresham Investment Management
Irene Perdomo: Managing Director at Gresham Investment Management
Irene Perdomo is a Managing Director for Systematic Macro Strategies at Gresham Investment Management. Prior to joining Gresham, Irene was CEO and Managing Partner of Devet Capital, a boutique commodities-focused quant firm. Prior to co-founding Devet, she traded base metals at Noble Resources in Singapore after being Co-Head of European Commodities Product Development at Barclays in London.
She is the co-author of “Pricing and hedging financial derivatives: a guide for practitioners” (Wiley, 2013), and has been a guest lecturer in Mathematics and Finance at Queen Mary University and at Imperial College London.
Irene holds an MBA from IESE Barcelona, studied finance at the University of Chicago Booth School of Business and has a degree in Computer Science Engineering from Uruguay.
Deputy Head of Rates & Credit Quantitative Research, Lloyds Banking Group
Diana Ribeiro: Deputy Head of Rates & Credit Quantitative Research, Lloyds Banking Group
Lecturer, King’s College London and Researcher, The Alan Turing Institute
Blanka Horvath: Lecturer, King’s College London and Researcher, The Alan Turing Institute
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.