World Business StrategiesServing the Global Financial Community since 2000

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

Arnisa Abazi:

Managing Director, Quantitative Risk and Stress Testing, Citi

Arnisa Abazi: Managing Director, Quantitative Risk and Stress Testing, Citi

 

Blanka Horvath:

Honorary Lecturer, Department of Mathematics, Imperial College London

Blanka Horvath: Honorary Lecturer, Department of Mathematics, Imperial College London

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.

Laura Ballotta:

Reader, Financial Mathematics, Cass Business School

Laura Ballotta: Reader, Financial Mathematics, Cass Business School

Dr Ballotta works in the areas of quantitative finance and risk management. She has written on topics including stochastic modelling for financial valuation and risk management, numerical methods aimed at supporting financial applications, and the interplay between finance and insurance.

Recent major contributions have appeared in Journal of Financial and Quantitative Analysis, European Journal of Operational Research and Quantitative Finance among others.
She serves as associate editor and referee for a number of international journals in the field.

Laura Ballotta obtained her PhD in Mathematical and Computational Methods for Economics and Finance from the Università degli Studi di Bergamo (Italy), following her BSc in Economics from Università Cattolica del Sacro Cuore, Piacenza (Italy), and MSc in Financial Mathematics from the University of Edinburgh – jointly awarded with Heriot-Watt University (UK). Laura has previously held positions at Università Cattolica del Sacro Cuore, Piacenza (Italy), and Department of Actuarial Science and Statistics, City University London (UK).

Edith Mandel:

Principal, Greenwich Street Advisors, LLC

Edith Mandel: Principal at Greenwich Street Advisors, LLC
Edith Mandel is a seasoned finance professional with 20 years of experience.   She held a number of senior roles both on the sell and buy sides of the Fixed Income business.
Edith has extensive hands-on experience in developing quantitative trading models, and building systematic risk-taking businesses from the ground up.
As a principal at Greenwich Street Advisors, LLC, Edith advises both established participants in the Fixed Income market and those companies considering opportunities for expansion.   As an expert in the Fixed Income market, Edith evaluates the opportunity cost, advises on trading infrastructure build-out, electronic and quantitative trading, risk management, alpha research and algorithmic execution.
In the last two-and-a-half years, Edith Mandel was the head of Fixed Income Mid-Frequency Trading at KCG (formerly GETCO).   While there, she spearheaded a development of a new quantitative and systematic business within the Global Fixed Income group.
Edith started her professional career at Goldman Sachs, where she held a number of positions in the Fixed Income division.   As a Managing Director, Edith ran a team of quantitative strategists responsible for algorithmic trading in US Treasuries and Swaps, for risk management of a broad set of interest rate products, including vanilla and exotic options, and for the development of a toolkit for systematic risk-taking.
Prior to joining KCG, Edith Mandel worked at Citadel as a Managing Director, Head of Fixed Income Quantitative Research. There she was instrumental to a significant revamp and expansion of the Fixed-Income Asset Management business and a development of new profitable systematic trading strategies in liquid rates.
Edith Mandel is a seasoned finance professional with over 18 years of experience.   She held a number of senior roles both on the sell and buy sides of the Fixed Income business.
Edith has extensive hands-on experience in developing quantitative trading models, and building systematic risk-taking businesses from the ground up.
As a principal at Greenwich Street Advisors, LLC, Edith advises both established participants in the Fixed Income market and those companies considering opportunities for expansion.   As an expert in the Fixed Income market, Edith evaluates the opportunity cost, advises on trading infrastructure build-out, electronic and quantitative trading, risk management, alpha research and algorithmic execution.
In the last two-and-a-half years, Edith Mandel was the head of Fixed Income Mid-Frequency Trading at KCG (formerly GETCO).   While there, she spearheaded a development of a new quantitative and systematic business within the Global Fixed Income group.
Edith started her professional career at Goldman Sachs, where she held a number of positions in the Fixed Income division.   As a Managing Director, Edith ran a team of quantitative strategists responsible for algorithmic trading in US Treasuries and Swaps, for risk management of a broad set of interest rate products, including vanilla and exotic options, and for the development of a toolkit for systematic risk-taking.
Prior to joining KCG, Edith Mandel worked at Citadel as a Managing Director, Head of Fixed Income Quantitative Research. There she was instrumental to a significant revamp and expansion of the Fixed-Income Asset Management business and a development of new profitable systematic trading strategies in liquid rates

Marina Balzac:

Head of Foundational Credit Risk Modeling team for Wholesale and Retail portfolios, Citi

Marina Balzac: Head of Foundational Credit Risk Modeling team for Wholesale and Retail portfolios at Citi

Roza Galeeva:

Research Professor at NYU , Tandon School of Engineering

Roza Galeeva: Research Professor at NYU , Tandon School of Engineering, Commodity Derivatives, Risk Management

Diana Ribeiro: 

Deputy Head of Rates & Credit Quantitative Research, Lloyds Banking Group

Diana Ribeiro: Deputy Head of Rates & Credit Quantitative Research, Lloyds Banking Group

Irene Perdomo:

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.

Ioana Boier:

Head of Quantitative Portfolio Solutions, Alphadyne Asset Management

Ioana Boier: Head of Quantitative Portfolio Solutions, Alphadyne Asset Management

Ioana is the Head of Quantitative Portfolio Solutions, Alphadyne Asset Management.

I have a Ph.D. in Computer Science from Purdue University. In addition, I have completed graduate coursework in Financial Mathematics at NYU and Big Data at Harvard University. Prior to joining Citadel, I was a Director in the Global Markets Division at BNP Paribas where I managed the Interest Rate Options & Inflation quantitative research team. Before transitioning into Finance, I was a research staff member at the IBM T. J. Watson Research Center.

Sandrine Ungari:

Head of Cross-Asset Quantitative Research team, Société Générale

Sandrine Ungari: Head of Cross-Asset Quantitative Research team, Société Générale

Sandrine Ungari is currently Head of Cross-Asset Quantitative Research team at Société Générale. Within the Cross-Asset Research group, the Quantitative Research team is active in risk premia strategies, derivatives and structured products, portfolio risk modelling, and provides research to investors worldwide. The group has been recognised as a market leader in quantitative research, and was ranked #1 in the Extel survey in the Quantitative Strategies category. Sandrine’s research topics cover systematic strategies across asset classes, interest rate modeling, machine learning, statistical analysis and portfolio construction. She joined Société Générale in 2006. Prior to that, she worked as a quantitative analyst at HBOS Treasury and at Reech Sungard in London. She is a graduate of ENSTA (Paris) and hold a Master’s in Quantitative Finance from Paris VI University. She is a guest lecturer at University Paris Diderot.

Jing Xu:

Managing Director – Head of Model Risk Inventory Management at Citibank

Jing Xu: Managing Director – Head of Model Risk Inventory Management at Citibank

Priti Sinha:

Head of SAF Analytics, NatWest Markets

Priti Sinha: Head of SAF Analytics, NatWest Markets

Dr Priti Sinha is a PhD in Pure Mathematics and Theoretical Computer Science. She has over 12 years’ experience as a Fixed Income and Hybrids Quant at NatWest Markets. Over the years, she has developed several models for these divisions and she now heads the SAF Analytics team at NWM. Priti is responsible for core analytics, the curves and algorithms used in pricing, hedging and risk management across all asset classes in NWM.

Automation is her big focus; she and her team are engaged in a range of automation initiatives across the Bank. She is making Quant skills available beyond the traditional trading floor, to other non-trading sections of the bank.

Outside her work Priti enjoys spending time with her 6 year old twins and brainstorming with her husband, who is a founder of an IOT & Tech start-up.

Milena Imamovic-Tomasovic:

Head of Product-Aligned Valuation Methodology, Deutsche Bank

Milena Imamovic-Tomasovic: Head of Product-Aligned Valuation Methodology, Deutsche Bank

Milena Imamovic-Tomasovic is a quantitative finance professional with fifteen years of experience in banking. Her current role is Head of Business-Aligned Valuation Methodology within Global Valuation Group team in Deutsche Bank. Prior to that, she was Head of CVA and Funding Methodology within GVG Methodology and before that Head of Analytics, EMEA at HSBC where she headed a cross-asset Valuation Control quant team. Before joining HSBC, Milena worked at TD Securities as a model validation and subsequently front office equity quant. She holds a Ph.D in theoretical physics from the University of Toronto.

Flavia Barsotti:

Model Risk Oversight, ING Groep N.V.

Flavia Barsotti: Model Risk Oversight, ING Groep N.V.

Flavia is working for ING Bank in Model Risk Oversight. She has joined ING Bank in January 2019 in Model Validation.

Before ING, Flavia has been working for UniCredit Group as quantitative analyst, on design and development of internal models on the trading book side (Counterparty Credit Risk) and stress tests for behavioural models (Interest Rate Risk) on the banking book side.

Before joining the banking sector, Flavia has worked as Maître de Conférences at University of Lyon (Mathematics and Mathematical Applications), after a 1 year Post-Doc position in quantitative finance and applied mathematics at University of Florence. She is still active in scientific research. Flavia holds a PhD in Mathematics for Economic Decisions obtained through a joint program between University of Pisa & University of Toulouse. She believes that research and risk modeling can benefit from synergies between science and business to meet the challenging demands for ‘’future banking’’.

Shreya Gossain:

Market Risk Analyst, Barclays

Shreya Gossain: Market Risk Analyst, Barclays

Shreya recently graduated from NYU Tandon with a Master’s in Financial Engineering where she was also the first elected female President of the Graduate Student Government. Owing to her leadership initiatives and active role in mentoring women in STEM, she was awarded Student Leader of the Year on her graduation. Through her time at NYU, she researched on several quantitative projects, including portfolio management for interest rate volatility and inflation expectations under the guidance of the CIO of Quadratic Capital Management. Last year, she interned with Barclays as a Market Risk Summer Analyst and will be joining them full-time this year. Shreya is passionate about analyzing financial and economic data to generate insightful results about shifts in market dynamics and identifying risk profiles. Prior to her Master’s, Shreya obtained a Bachelor’s degree in Electrical Engineering.

Jeff Scott:

Founder and CEO, Section 810 Communications, LLC,

Jeff Scott: Founder and CEO, Section 810 Communications, LLC,

Jeff Scott is the Founder and CEO of Section 810 Communications, LLC, a global training firm focused on communications, leadership and sales skills.  Prior to founding Section 810, Jeff’s diverse experience included leading a global crowdsourcing initiative in quantitative finance that grew to 130,000 participants in just five years.  During this time he also provided leadership and communication training to hundreds of leaders in quantitative finance.

An internationally recognized speaker, certified DISC personality consultant and published author, Jeff has spoken to tens of thousands of people across dozens of countries.  Section 810 Communications has one primary goal: to help people increase their level of influence through improved communication and greater self-awareness.

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