World-Renowned Speaker List
The presenters at the WQF are hand picked to offer you the best learning experience and discuss the latest cutting edge quant research.
Diana Ribeiro: Quant Director, Citi
Diana Ribeiro joined Citi in May 2022 to lead the CCR RWA Front Office team. She joined from Lloyds Banking group where she was the Deputy Head of FO Pricing Models. She started her career in quantitative research at Lehman Brothers in 2005 and has built extensive technical and leadership expertise in Interest Rates and Inflation since then. She is a regular speaker at international conferences, where she both presents her research work and serves as chair. Diana holds a PhD and a MSc in Financial Mathematics from the University of Warwick.
VP, Fixed Income Quantitative Trading: Jefferies International Ltd
Burcu Karabork: Vice President, Fixed Income Quantitative Trading: Jefferies International Ltd
Burcu is a Vice President in the Fixed Income Quantitative Trading team at Jefferies International Ltd. Previously she worked at NWM from 2012 on the Technology Graduate Scheme as a quant developer. 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.
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.
Co-Head of Systematic Strategies, Ocean Leonid Investments
Irene Perdomo: Co-Head of Systematic Strategies, Ocean Leonid Investments
Irene Perdomo is Co-Head of Systematic Strategies at Ocean Leonid Investments. She was 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.
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).
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.
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.
University of Oxford, Academic Visitor & Immersive Finance, co-Founder
Katia Babbar: University of Oxford, Academic Visitor & Immersive Finance, co-Founder
Quantitative Researcher, Bloomberg LP
Aakriti Mittal: Quantitative Researcher, Bloomberg LP
Aakriti Mittal is a researcher in the Quantitative Financial Research group in the CTO Office at Bloomberg LP 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.