Jessica James: Managing Director, Senior Quantitative Researcher, Commerzbank

Jessica James is the Senior Quantitative Researcher in the Rates Research team at Commerzbank., where she covers foreign exchange and fixed income.  She joined Commerzbank from Citigroup where she was Global Head of the Quantitative Investor Solutions Group. Previously, she lectured in physics at Trinity College, Oxford.

Significant publications include ‘FX Option Performance’,  ‘Handbook of Foreign Exchange’ (Wiley), ‘Interest Rate Modelling’ (Wiley), and ‘Currency Management’ (Risk books). She is on the Board of the Journal of Quantitative Finance, a Fellow of the Institute of Physics, and is a Visiting Professor at UCL and Cass Business School.

Angela De Martiis: Economist, Associate Director, UBS

I am an Economist by training and I work at UBS Center of Excellence as Lead Analyst, Associate Director. Previously, I worked at UBS New York as Equity Research Scientific Associate within Investment Banking, Global Research. I also worked as Economist and Policy Advisor at the OECD in Paris, France, where I was involved in research projects on market concentration and business dynamism, as Finance Postdoctoral Researcher at the Institute for Financial Management at the University of Bern, Switzerland, and as Visiting Researcher at Tepper School of Business at Carnegie Mellon University in Pittsburgh, USA, where I performed quantitative research in corporate finance, macroeconomics, monetary policy, and machine learning, with a focus on financially distressed companies. I was also Research Economist at the Einaudi Research Center where I led projects in economics and finance and carried out data analyses for the public and private sector. Views expressed are my own.

Wafaa Schiefler: Executive Director – Commodities Quantitative Researcher, JP Morgan Chase Speaker

Wafaa Schiefler joined J.P.Morgan in 2011 as a Commodities Quant. She leads the Base Metals, Precious Metals and Agricultural Products Quantitative Research, as well as the Commodities Data Science team. Her main responsibilities include the development and support of pricing and risk management models, and the implementation of data-driven tools to help the Trading and Sales desks. Prior to this, Wafaa was a Quant on Energy. Wafaa is also part of the Diversity, Equity and Inclusion Council of J.P.Morgan. She has been encouraging women to join the world of Quantitative Finance since the beginning of her career and mentored many students. She created a large network of Women in Quantitative Research on LinkedIn (860+ members).

Wafaa started her career in finance in 2008. She holds a MSc in Applied Mathematics from Ecole Centrale Paris and a MSc in Quantitative Finance from University Paris VII.

I have served for four years as an Equities Prime and Delta One Front Office Quant at Citi. Prior to this, I spent eight years at HSBC as an xVA quant, where I held the positions of Head of Traded Risk Analytics for HSBC Asia Pacific and Global Head of Cross-Risk Analytics.

My academic background includes a Master of Science in Statistics and Economics from ENSAE Paris and a Master of Science in Management Science and Engineering from Columbia University. I also hold a joint Executive MBA from London Business School and Columbia Business School.

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.

Maria Makarova: Assistant Vice President Quantitative Analyst, BNP Paribas

Maria Makarova has been a Risk Methodology Quantitative Analyst at BNP Paribas since 2018. She splits her time between performing research of interest rate modelling, and delivering improvements to the Market and Counterparty Risk methodologies. Maria has previously worked for Barclays, developing Market Risk models and helping to adapt the bank’s framework to FRTB requirements. Before starting her career in Financial Markets, she has briefly worked as a managements consultant with McKinsey. Maria holds a Master degree in Applied Maths from Moscow Institute of Physics and Technology.

Amira Akkari: Executive Director, JP Morgan

Amira is an Executive Director at JP Morgan CIB. She is one of the leads of the Quantitative Research team for Equity Derivatives Exotics. She has 15 years’ experience in the quant industry and has worked with industry leaders in this space.

The Front Office quant team works closely with traders to enhance and expand Equity models for Exotic products’ risk management. Amira has expanded her focus in the last years to cover AI models and data-driven solutions’ development and adoption for financial applications in Markets.

Models include classic supervised learning as well as reinforcement learning models for derivatives risk management, such as Deep Hedging. JP Morgan was elected Equity House of the Year by Risk Magazine, twice in the last three years; quant innovative models were cited as key factors in this success

Dr. Samar Gad is an Associate Professor in Finance and MBA Director at Kingston Business School. Over the past 15 years, her research has focused on portfolio optimisation, spillover risk, and interconnectedness in financial systems, with particular emphasis on emerging markets and how behavioural biases affect financial market dynamics and asset performance predictability. She teaches corporate finance and alternative investments on Kingston’s MBA and executive programmes, and mentors professionals, helping them progress in their careers and secure leading managerial roles across various industries.

Imane Bakkar: Founder and Managing Director at Logarisk Ltd. 

Imane Bakkar is a risk management expert, and the founder of LogaRisk, a new boutique risk advisory. Through LogaRisk, she is aiming to democratise access to expertise, targeting small and medium institutions, and hoping to evolve the company into a use-case based AI RiskTech.

With nearly 25y of experience in risk management, she has worked in senior risk roles at two large US Banks, and spent 7y as a policy maker and regulator at an advanced economy Central Bank, where she focused mainly on financial stability risks related to Asset management, Algorithmic Trading, and Traded Risks at banks.

Imane started her career as an Equities exotics pricing and Commodities risk modelling quant, in charge of implementing models and flexible APIs for various European banks as well as optimising scripts for trading strategies. She also worked as a quant for a rating agency focusing on cross-asset notes and CVA.  Her wide-ranging experience includes a stint as the lead Director for AI risk management at Big 4 consultancy.