
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.
Wafaa Schiefler | >
Executive Director – Commodities Quantitative Researcher, JP Morgan Chase
Wafaa Schiefler | >
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.
Mirela Predescu | >
Head of RISK Quant Academy, BNP Paribas
Mirela Predescu | >
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.
Milena Imamovic-Tomasovic | >
Global Head of Product Valuation Methodologies and VCG Digital, Citi
Milena Imamovic-Tomasovic | >
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.
Antonia Lim:
Chief Investment Officer, Impact Cubed
Antonia Lim:
Antonia Lim: Chief Investment Officer, Impact Cubed
Antonia Lim, CFA is the Chief Investment Officer at Impact Cubed, a global investment advisory firm specializing in sustainability. She is a distinguished cross-asset investment leader recognized by Business Insider as one of the “Top 100 People Transforming Business”.
At Schroders, Antonia served as the Head of Quantamental Investments, where she established the equity solutions business. She catered to a diverse institutional clientele with efficient, customized fundamental and thematic segregated mandates. Antonia also led a 100-colleague initiative to enhance sustainability measurement and ESG integration.
As the Global Head of Quantitative Research at Barclays, Antonia oversaw the strategic end-to-end investment process for $180 billion, leading cross-asset research, implementation, risk management, governance, and communication. She built a multi-disciplinary investment team that expanded Barclays’ services to mass affluent clients and DC pensions, earning Wealth Briefing’s “Outstanding Contribution to Wealth Management Thought Leadership” award.
Antonia holds a Masters degree in Physics from the University of Oxford, has 24 years of investment experience including senior positions at Dresdner Bank and Kleinwort Benson, and is a recognized thought leader in the investment community.
Svetlana Borovkova:
Climate Risk Quant Research, Bloomberg
Svetlana Borovkova:
Svetlana Borovkova: Climate Risk Quant Research, Bloomberg
Svetlana Borovkova is Climate Risk Quant Researcher at Bloomberg, developing models and tools for Climate Risk and Climate Stress Testing for a wide variety of financial institutions.
Previously she held a position of an associate professor of Quantitative Finance and Risk Management at the Vrije Universiteit Amsterdam and was heading the quantitative modelling team at Probability & Partners.
Svetlana Borovkova has over 60 publications in academic and professional journals as well as books and book contributions. She is a frequent invited and keynote speaker at major international conferences such as QuantMinds and RiskMinds.
Milena Vuletić | >
Milena Vuletić | >
Milena Vuletić: DPhil Candidate at University of Oxford
Milena Vuletić is a DPhil Student in the Centre for Doctoral Training in Mathematics of Random Systems at the University of Oxford. She is supervised by Prof. Rama Cont and Prof. Mihai Cucuringu. Her research is focused on mathematical and data-driven modelling of multi-asset markets.
Amira Akkari | >
Executive Director, JP Morgan
Amira Akkari | >
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
Sanja Hukovic | >
Head of Model and AI Risk Management, London Stock Exchange Group
Sanja Hukovic | >
Sanja Hukovic: Head of Model and AI Risk Management, London Stock Exchange Group
Sanja holds a PhD in Mathematics from Brown University and an MBA from the University of Rochester. She held postdoc positions at UMASS Amherst and the University of Missouri, Columbia.
After 12 years in several leading model validation roles at UBS in both New York and London, Sanja moved to JP Morgan where she was Head of Quality Assurance for Model Risk Governance and Review and developed a model risk score – a novel quantification of model risk.
Sanja now heads the LSEG Model Risk Management function and focuses on new model type risk challenges including ESG and AI.
Laura Ballotta | >
Prof. of Mathematical Finance, Bayes Business School (formerly Cass)
Laura Ballotta | >
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).
Aakriti Mittal:
Quantitative Researcher, Bloomberg
Aakriti Mittal:
Aakriti Mittal: Quantitative Researcher, Bloomberg
Aakriti Mittal is a researcher in the Quantitative Financial Research group in the CTO Office at Bloomberg in New York. Her work has been in the intersection of quantitative finance and machine learning applications to financial problems. Her research interests include time-series modelling, generative methods, causality and building interactive visualization tools to enhance the understanding of data. She holds a Master’s degree in Financial Engineering from Columbia University and a Bachelor of Science in Economics from the Indian Institute of Technology (IIT) Kanpur, India.
Maria Makarova | >
Assistant Vice President Quantitative Analyst, BNP Paribas
Maria Makarova | >
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.
Irene Perdomo | >
Portfolio Manager, DRW
Irene Perdomo | >
Irene Perdomo: Portfolio Manager, DRW
Irene Perdomo is a Portfolio Manager at DRW. She was Co-Head of Systematic Strategies at Ocean Leonid Investments, Managing Director and Head of Systematic Product Strategy at Gresham Investment Management. Prior to joining Gresham, Irene was CEO and Managing Partner of Devet Capital, a boutique commodities-focused quant firm that she co-founded. Before Devet, she traded base metals at Noble Resources in Singapore and was co-responsible for commodities product development in the Commodity Investor Structuring team 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, a degree in Computer Science Engineering from her home university in Uruguay and studied finance at the University of Chicago Booth School of Business.