World-Renowned Speaker List
The presenters at the WQF are hand picked to offer you the best learning, cutting edge research, careers advice and a wealth of experience to navigate the quants world.
Amira Akkari:
Executive Director, JP Morgan
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
Sian Inch:
Managing Director, QA Credit Risk, Barclays
Sian Inch: Managing Director, QA Credit Risk, Barclays
Helen Flannery:
Managing Director, Goldman Sachs
Helen is head of the Futures product and EMEA Equity Emerging Markets Strats.
Nicole Königstein:
Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
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.
Leila Korbosli:
Quantitative Analyst, UBS
Leila Korbosli: Quantitative Analyst, UBS
Leila is currently a quantitative analyst at UBS where she is part of the firm’s Advanced Cloud-based Quantitative Analytics ACQA Platform, in charge of building and delivering cutting edge trading tools. She started her career in Quantitative Research at Lehman Brothers in 2007 focusing on IR exotics and hybrids and then built an extensive cross-asset modelling experience on the sell-side across different asset classes as a quant and a trader in Rates/FX, Credit and XVA. Leila holds an engineering degree in Applied Mathematics and Computer Science from ENSIMAG (2006) and a masters in Probability and Finance from Paris VI-Ecole Polytechnique (2007). She is the co-author of the book “Global Derivatives: Products, Theory and Practice”, World Scientific.
Mira Zorkot:
Managing Director, Goldman Sachs
Mira manages Fixed Income, Currency and Commodities (FICC) Emerging Markets Macro Strats for EMEA.
Wafaa Schiefler:
Executive Director – Commodities Quantitative Researcher, JP Morgan Chase Speaker
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.
Svetlana Borovkova:
Head of Quantitative Modelling, Probability & Partners. Associate Prof, Vrije Universiteit Amsterdam
Svetlana Borovkova: Head of Quantitative Modelling, Probability & Partners and Associate Professor, Vrije Universiteit Amsterdam
Dr Svetlana Borovkova is the partner and Head of Quant Modelling of risk management consulting firm Probability and Partners and an Associate Professor of Quantitative Finance and Risk Management at the Vrije Universiteit Amsterdam. She is the author of over 60 academic and professional publications and a frequent speaker at conferences such as RiskMinds and QuantMinds. Her work encompasses a wide range of topics, ranging from derivatives pricing and risk modelling to sentiment analysis for quant investing and machine learning in quant finance. Find her work at SSRN and her columns on various finance topics in Financial Investigator.
Maria Paraskevopoulou:
VP, QA Climate Risk, Barclays
Maria Paraskevopoulou: VP, QA Climate Risk, Barclays
Maria joined Barclays in 2018 and worked as a Quantitative Analyst for the Wholesale Credit Risk team before making the switch to Climate Risk in 2023. Prior to Barclays, Maria studied Statistics and obtained BSc. and MSc. degrees from AUEB (2014) and Lancaster University (2016) and an MSc. in Computational Statistics & Machine Learning from UCL (2017). Her research interests focus on extreme event and risk modelling.
Laura Ballotta:
Prof. of Mathematical Finance, Bayes Business School (formerly Cass)
Laura Ballotta: Prof. of Mathematical Finance, Bayes Business School (formerly Cass)
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).
Blanka Horvath:
Associate Professor in Mathematical and Computational Finance, University of Oxford
Blanka Horvath: Associate Professor in Mathematical and Computational Finance, University of Oxford and Researcher, The Alan Turing Institute
Blanka research interests are in the area of Stochastic Analysis and Mathematical Finance.
Including 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.
Mirela Predescu:
Head of RISK Quant Academy, BNP Paribas
Mirela Predescu: Head of RISK Quant Academy, BNP Paribas
Mirela Predescu is a manager at BNP Paribas, London, heading a team responsible for market and counterparty risk models for credit and repo products. Prior to BNP Paribas, Mirela has held positions in the portfolio modelling team at Lloyds Banking Group and the quantitative analytics team at Fitch Solutions. Before moving to the financial industry, Mirela was a University Lecturer at Saïd Business School, University of Oxford. Mirela holds a PhD in Finance from Rotman School of Management, University of Toronto and an MA in Economics from University of Toronto.
Katarina Hunt:
Managing Director, Goldman Sachs
Katarina manages Equity Derivatives Engineering, Marquee Equity Execution and Equity Risk Engineering teams globally.
Imane Loumrhari:
VP, QA XVA – Counterparty Risk Trading, Barclays
Imane Loumrhari: VP, QA XVA – Counterparty Risk Trading
Imane joined Barclays as a graduate in Technology in 2014, gaining experience as a cross stream pricing developer then in Counterparty Risk Trading IT before joining QA as a Quantitative Analyst in the XVA team for the past 7 years.
Imane holds an engineering degree of Computer Science and Applied Mathematics specialising in Advanced Quantitative Methods for Finance from Ensimag (2013).
Cindy Liu:
Quantitative Researcher, Bloomberg
Cindy Liu is a quantitative researcher at CTO Office in Bloomberg.