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.
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
Currently Head of Quantitative Modelling at Probability & Partners and Associate Professor at Vrije University Amsterdam, Dr Svetlana Borovkova has specialized in applying mathematical and statistical methods to problems within quantitative finance and risk management.
Dr Borovkova’s research extends in many areas, such as news analytics for finance, derivatives pricing, commodity markets and risk management in the face of new regulation. She is also a consultant for the Dutch Central Bank and the founder and principal consultant of DataDecisions: Financial Risk Consultancy.
Dr Borovkova is a frequent speaker on international conferences, such as Global Derivatives, Risk Minds, Bachelier Congress for Mathematical Finance, Sentiment Analysis and Behavioural Finance and others.
Previously she held an assistant professor position in Delft University of Technology and a trading analyst position in Shell Trading, London.
She got her PhD in 1998 from the University of Groningen, The Netherlands, and Oregon State University, USA and MSc degree in applied mathematics and computer science from Moscow and Utrecht.
Director, Quantitative Analyst in Macro, Barclays
Caroline Clement: Director, Quantitative Analyst in Macro, Barclays
Caroline is currently a Director in the Macro Quantitative Analytics team in Barclays. Caroline started her career at Barclays as an intern in the FX quant team in 2011 straight after University before accepting a Graduate position in the same team. She then moved internally to the newly created QA Central team in 2013. She was promoted to Vice President and then Director in QA Central before returning to an asset class role in 2020 focusing on Interest Rates.
In her current role, she works on the development of a new cross-asset analytics library that eliminates duplication and is based on modern software development techniques. She is a graduate of ENSAE (National school of Statistics and Economics in Paris, master’s degree) and holds another master’s degree in Probability and Finance from Paris VI University (ex-DEA El Karoui). She is also the co-leader of the Women in QA initiative in Barclays.
Managing Director, Global Head of Qualitative Model Validation, Citi
Kathy Stokes: Managing Director, Global Head of Qualitative Model Validation, Citi
Kathy assumed her role as the Global Head of Qualitative Model Validation in 2018 and reports to the Head of Model Risk Management. In this role she is responsible for validation of all qualitative models across the firm, including all businesses and functions. She founded the qualitative validation group and developed and implemented the process for validating qualitative models, which is consistent with the overall Model Risk Management (MRM) framework. The group’s initial focus was on models used for Comprehensive Capital Analysis and Review (CCAR) and Dodd Frank Stress Testing (DFAST) but has expanded to other model types and usages as the inventory of qualitative models has grown.
Kathy has over 20 years of experience with Citi and other large firms in Treasury and Risk in a variety of functions. She has experience with building teams and developing new processes in a global environment. Her previous roles at Citi have included coverage of Liquidity Risk, Interest Rate Risk, and Governance. Kathy has a Bachelor’s degree from the Wharton School of the University of Pennsylvania and a Masters in Management from the M.I.T. Sloan School.
Lily (Lihua) Xiong:
Vice President, Quantitative Analytics Modelling Systems, Barclays
Lily (Lihua) Xiong: Vice President, Quantitative Analytics Modelling Systems, Barclays
Lily (Lihua) Xiong is Vice President in Quantitative Analytics Modelling Systems at Barclays. Lily joined Barclays in 2018 after graduating from NYU Courant’s Mathematics in Finance Master’s program. She enjoys creating elegant mathematical & computational solutions to open-ended problems and is one of the core contributors to the in-house graph-based simulation framework used for large-scale financial models
Global Head of Product Valuation Methodologies and VCG Digital, Citi
Milena Imamovic-Tomasovic: Global Head of Product Valuation Methodologies and VCG Digital, Citi
Milena Imamovic-Tomasovic is a quantitative finance professional with over fifteen years of experience in banking. Her current role is Global Head of product valuation Methodologies and VCG Digital in Citi. Prior to that, she was Head of Business-Aligned Valuation Methodology within Global Valuation Group team and Head of CVA and Funding Methodology within GVG Methodology in Deutsche Bank. 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.
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).
Director Quantitative Analytics, Barclays
Dhivya Shankaranarayan: Director Quantitative Analytics, Barclays
Dhivya Shankaranarayan is a Director in Quantitative Analytics at Barclays. She joined Barclays from Lehman Brothers where she started her career as an intern. During her tenure at Barclays, Dhivya has worked on a variety of projects and is passionate about solving computational problems using technological solutions.
Managing Director, Citi
Andreea Pantchev: Managing Director, Citi
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.
Technical University of Munich and The Munich Data Science Institute
Blanka Horvath: Technical University of Munich and The Munich Data Science 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.
University of Oxford, Academic Visitor & QuantBright Consultant
Katia Babbar: University of Oxford, Academic Visitor & QuantBright Consultant
Director, Quantitative Analytics, Barclays
Priya Balan: Director, Quantitative Analytics, Barclays
Priya is a Director in the Quantitative Analytics team in Barclays where she leads a team of quants responsible for developing balance and income projection models used by Treasury and Finance departments for various regulatory and internal purposes. She has 20 years of industry experience in a career spanning quantitative analytics, sell side research and front office technology.
Prior to working in Quantitative Analytics, Priya was a strategist in the Research team at Barclays where she worked in different areas including European securitisation research, structured credit strategy and credit macro strategy.
Before joining Barclays in 2007 she worked in front office technology at Deutsche Bank supporting the credit derivatives and the rates trading desks. Priya has a Masters degree in Financial Engineering from Birkbeck College.
Senior Risk Manager, Citibank
Wendy Lofgren: Senior Risk Manager, Citibank, N.A
Wendy Lofgren is the Senior Risk Manager (SRM) for the Citibank, N.A. (“Citibank”) Chief Risk Officer (CRO) where she serves as a trusted advisor to Citi’s CRO addressing high impact strategic issues across the firm’s portfolio of businesses. Wendy is also a Level 2 Senior Credit Officer (the second highest approval authority in the Bank). She is a standing member of Citibank’s Risk Committee, a member of ALCO, and the Wholesale Credit Senior Governance Group responsible for performing review and challenge of quarterly reserves, as well as other Business Risk and Controls Committees.
Wendy has been in various senior roles across multiple geographies within the Citi organization. Before serving as the SRM of Citibank, Wendy was the North America portfolio head of Power, Chemicals, Metals & Mining and prior to that North America portfolio head of Consumer, Retail, and Healthcare within Citi’s Institutional Corporate Group (ICG) Risk organization. Before her time with the ICG Risk organization, Wendy was a Senior Credit Officer with Citi’s U.S. Commercial Bank managing the New York portfolio.
Wendy began her Citi career in New York in 1997 as a Global Emerging Market Management associate, with rotations in Budapest, Hungary; Mexico City, Mexico; Shanghai, China; and Buenos Aires, Argentina. She is a member of Women in Risk – Citi’s Risk Management senior leadership development program, a senior member of Risk’s Diversity Council and Risk Analyst Program Steering Committee.
Diana Ribeiro: Independent
Head – Credit/Repo Market and Counterparty Risk Methodologies, BNP Paribas
Mirela Predescu: Head – Credit/Repo Market and Counterparty Risk Methodologies, 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.
Consultant – Risk & Compliance/Education/Digital
Olga Pavlova-Harris: Consultant – Risk & Compliance/Education/Digital
Olga holds PhD in mathematics and is an experienced risk management professional. Her current interests are in the area of risk management, education and digital disruption. Prior to becoming an independent consultant she worked in UBS, Barclays Capital and Deutsche Bank as a quantitative risk manager. She managed teams across Atlantic, led bank-wide credit risk system development and obtained regulatory approvals.
Assistant Professor at the Department of Economics, University of Verona
Athena Picarelli: Assistant Professor at the Department of Economics, University of Verona
Athena Picarelli is Assistant Professor at the Department of Economics, University of Verona. Previously, she has been CFM Research Fellow at Imperial and Nomura Research Fellow at the Mathematical and Computational Finance Group in Oxford. Her research spans optimal control, dynamic programming, numerical methods for Hamilton-Jacobi PDEs and computational finance.
PhD Student in Statistics, The University of Warwick
Maud Lemercier: PhD Student in Statistics, The University of Warwick
Maud LEMERCIER is a third year PhD student within the Oxford-Warwick Statistics Programme (OxWaSP) supervised by Theodoros Damoulas. She is also a visiting researcher at the Alan Turing Institute and a member of the DataSig team. Her research interests lie in Bayesian statistics and Machine Learning. I am interesting in developing scalable machine learning algorithms for complex time series data.