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World Business StrategiesServing the Global Financial Community since 2000

Francesca Lazzeri:

Principal Manager, Cloud & AI & Machine Learning, Microsoft

Francesca Lazzeri: Principal Manager, Cloud & AI & Machine Learning, Microsoft

Francesca Lazzeri is a machine learning scientist on the cloud advocacy team at Microsoft. An expert in big data technology innovations and the applications of machine learning-based solutions to real-world problems, she has worked with these issues in a wide range of industries, including energy, oil and gas, retail, aerospace, healthcare, and professional services. Previously, she was a research fellow in business economics at Harvard Business School, where she performed statistical and econometric analysis within the Technology and Operations Management Unit and worked on multiple patent data-driven projects to investigate and measure the impact of external knowledge networks on companies’ competitiveness and innovation. Francesca periodically teaches applied analytics and machine learning classes at universities in USA and Europe. and is a mentor for PhD and postdoc students at the Massachusetts Institute of Technology. She enjoys speaking at academic and industry conferences to share her knowledge and passion for AI, machine learning, and coding. Francesca holds a PhD in innovation management.

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.

Diana Iercosan:

Principal Economist, Federal Reserve Board

Diana Iercosan: Principal Economist, Federal Reserve Board

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

Knarig Arabshian:

Senior Knowledge Engineer in Technology Innovation, Federal Reserve Bank of New York

Knarig Arabshian: Senior Associate Knowledge Engineer in Technology Innovation, Federal Reserve Bank of New York

I am a Senior Associate Knowledge Engineer in Technology Strategy & Innovation at theFederal Reserve Bank of New York where I conduct research in semantic web technologies and text analytics for structuring financial data.

Previously, I was an Assistant Professor in the Computer Science Department at Hofstra University in Hempstead, NY and a Member of Technical Staff at Bell Labs in Murray Hill, NJ. I have also taught as an Adjunct Professor at Columbia University twice. I received my PhD in Computer Science from Columbia University in 2008, where I worked in theIRT Lab under the advisment of Henning Schulzrinne.

Burcu Karabork:

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.

Xue Rui:

Senior Associate, Enterprise Architecture, Federal Reserve Bank of New York

Xue Rui: Senior Associate, Enterprise Architecture, Federal Reserve Bank of New York

Xue graduates from University of Notre Dame with Ph.D in physics and Master in Electric Engineering. She is a Senior Associate in Federal Reserve Bank of New York. Her work focuses on developing and deploying NLP and AI technology in the bank. Prior to joining the Federal Reserve Bank, Xue has been working as Scientist in General Electric Global Research Center. Xue’s research interests focus on artificial intelligence, including natural language processing, image analysis, and computer vision.  She holds 20 + peer reviewed publications and 10 + patents.

Blanka Horvath:

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.

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

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.

Nedeen Alsharif:

PhD Student in Quantum Computing, UCL

Nedeen Alsharif: PhD Student in Quantum Computing, UCL

Katia Babbar:

AI Wealth Technologies Founder & Visiting Research Fellow, Oxford Mathematical Institute

Katia Babbar: AI Wealth Technologies Founder & Visiting Research Fellow, Oxford Mathematical Institute

Diana Ribeiro: 

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

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

Sonam Srivastava:

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.

Diana Ouamar:

Co-Founder and Managing Director, Rima Consulting

Diana Ouamar: Co-Founder and Managing Director, Rima Consulting

Diana is the Co-Founder and Managing Director of Rima Consulting Limited. She has more than 14 years’ experience in risk management developed in rating agencies, investment banking, consulting, and private equity.

As a Senior Regulatory Risk consultant, she follows closely and interprets the banking regulations focusing on Market Risk, Counterpart Credit Risk and Climate Risk. She has participated in numerous strategic programs to comply with the regulatory requirements and has a proven track record in delivering high profile regulatory driven change projects within the Risk Management and Operations functions across the US & European Tier-1 Investment Banks.

Diana began her career at Calyon Investment Bank in Paris and Fitch Ratings Agency in London as a corporate credit analyst. She developed her risk management experience at Moody’s Investors Services in London, and then at Rule Financial (GFT) as a Regulatory Risk Consultant.

Diana holds a Msc in Finance from the University of London and an Msc in Economics from University of Paris-Panthéon-Sorbonne. She recently received the Certificate of Achievement on “Climate Change: Financial risks and opportunities” from Imperial College Business School and she is currently attending courses on “Sustainable Finance” from University of Cambridge.

Sophia Kazinnik:

Senior Quantitative Analyst, Federal Reserve Bank of Richmond

Sophia Kazinnik: Senior Quantitative Analyst, Federal Reserve Bank of Richmond

Sophia is currently a Sr. Quantitative Analyst within the Supervision, Regulation and Credit (QSR) department at the Federal Reserve Bank of Richmond. Prior to joining the Richmond Fed, Sophia worked at the University of Houston, teaching courses in economics. She received her bachelor’s degree from the Tel Aviv University (Tel-Aviv, Israel), and earned her doctoral degree in economics from the University of Houston. In her current role, she works on development and production of analytical tools related to financial risk management. Her research interests focus on applying Natural Language Processing (NLP) techniques in the realm of financial economics.

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