Angela De Martiis: Economist, Associate Director, UBS

I am an Economist by training and I work at UBS Center of Excellence as Lead Analyst, Associate Director. Previously, I worked at UBS New York as Equity Research Scientific Associate within Investment Banking, Global Research. I also worked as Economist and Policy Advisor at the OECD in Paris, France, where I was involved in research projects on market concentration and business dynamism, as Finance Postdoctoral Researcher at the Institute for Financial Management at the University of Bern, Switzerland, and as Visiting Researcher at Tepper School of Business at Carnegie Mellon University in Pittsburgh, USA, where I performed quantitative research in corporate finance, macroeconomics, monetary policy, and machine learning, with a focus on financially distressed companies. I was also Research Economist at the Einaudi Research Center where I led projects in economics and finance and carried out data analyses for the public and private sector. Views expressed are my own.

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.

Cecile Malinaud: Managing Director, Head of Transaction Controls Strats, Deutsche Bank

Cecile serves as the Head of Transaction Controls Strats at Deutsche Bank, where she sets the strategic direction for the bank’s compliance control‑model landscape. She leads the design and deployment of advanced models that protect client interests and trading integrity, spanning transaction monitoring, internal trader‑fraud analytics, sanctions screening, client‑behaviour insights, and enterprise‑wide risk‑rating frameworks.

Before joining Deutsche Bank, Cecile was the Chief Technology Officer for Conduct & Controls in Investment Banking at BNP Paribas. In that role, she defined the quantitative and technological vision underpinning the markets business global surveillance, AML, anti‑fraud, and record‑keeping capabilities. She previously built and led two of the bank’s flagship innovation teams in the Americas—eCommerce & Digital and the Global Markets AI Lab—driving the adoption of AI, automation, and digital solutions across the front office.

Cecile began her career as a mortgage and credit quant at BNP Paribas. She holds degrees in mathematics and computer science from the École Normale Supérieure in Paris.

Salma Ben LaLouna: Vice President: QA Climate Risk, Barclays

Salma is an economist by training and develops quantitative climate risk models at Barclays.

Her work focuses on climate stress testing and scenario analysis, including the translation of climate drivers into financial risk across portfolios. She contributes to the development of modelling frameworks used to assess physical climate risk at scale.

She holds a PhD in Economics, has experience applying machine‑learning models in fraud and surveillance, and has taught economics and econometrics at City, University of London and King’s Business School. Her work has informed both internal and published research on climate‑aware credit risk capital

Lucette Yvernault: Head of Systematic Fixed Income, Nordea Asset Management

I have served for four years as an Equities Prime and Delta One Front Office Quant at Citi. Prior to this, I spent eight years at HSBC as an xVA quant, where I held the positions of Head of Traded Risk Analytics for HSBC Asia Pacific and Global Head of Cross-Risk Analytics.

My academic background includes a Master of Science in Statistics and Economics from ENSAE Paris and a Master of Science in Management Science and Engineering from Columbia University. I also hold a joint Executive MBA from London Business School and Columbia Business School.

Nicola Kubiak: Managing Director: Head of Systems, Strategy & Governance, Barclays

Nicola has ~25 years’ experience in financial risk management, operations and transformation across a variety of different roles having studied mathematics at Cambridge.

In her first role, she joined a market research publishing company, but decided it wasn’t for her, and took a six month career break in central America where she became a PADI Divemaster.

She worked in New Zealand for five years, at New Zealand’s central bank and then for a consultancy. For the latter, agreeing a flexible part time contract when client demand didn’t match her interests.

Nicola joined Barclays in 2010 as an AVP in Market Risk. She is now an MD and leads Risk Quantitative Analytics’ Systems, Strategy and Governance team. The team is responsible for common standards for model and software development, driving transformation in the data, model and system landscapes for modelling use cases across Risk and Finance.

Lynn Kandakji: Senior Applied AI/ML Researcher, JP Morgan Chase

Lindsay  Nickerson: UK Institutional Distribution Director, Nordea Asset Management

Lindsay is a Distribution Director at Nordea Asset Management, working with institutional clients across the UK. She brings nearly two decades of experience spanning investment consulting and manager research, including senior roles at Aon, where she advised on asset allocation, portfolio construction, and fund selection.

With a background in economics, Lindsay has a strong focus on quantitative strategy, systematic investment opportunities and the modelling of asset/liability dynamics. She specialises in translating complex quantitative research and sophisticated investment frameworks into clear, actionable insights.

Her work supports institutional investors in navigating funding challenges, identifying efficient portfolio solutions, and implementing strategies that align assets with long-term liabilities. By combining rigorous modelling with practical application, she helps clients make informed decisions across both traditional and systematic investment approaches.

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.

Caroline Clement: Director, Quantitative Analytics Macro Rates team, Barclays.

She 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 has held various roles in the Quantitative Analytics department and is now working as the QA Rates Strategy Execution lead.

Caroline has also been leading the Inclusion & Opportunity initiatives for the Quants department, creating women networking and support communities and a women quant mentoring program among other things.

She is a graduate of ENSAE Paris and also holds a Master of Science degree in Probability and Finance from Sorbonne University (ex-DEA El Karoui).

Maria Makarova: 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.

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

Camillia Zedan: Director, Trading and Client Controls, Deutsche Bank

Camillia Zedan leads a specialist quantitative modelling team within Deutsche Bank’s Group Strategic Analytics division, focusing on anomaly detection and the identification of cross‑asset behavioural patterns at a global scale. She holds a PhD in Complex Systems Simulation from the University of Southampton and an MEng in Computing from Imperial College London.

Prior to joining Deutsche Bank, Camillia led EU Execution Analytics for Morgan Stanley’s Electronic Trading desk, established the EU/US equity trade analytics function at Redburn, and held quantitative and analytical roles at London Stock Exchange Group and UBS. She is a strong advocate for women in quantitative finance.

Dr. Samar Gad is an Associate Professor in Finance and MBA Director at Kingston Business School. Over the past 15 years, her research has focused on portfolio optimisation, spillover risk, and interconnectedness in financial systems, with particular emphasis on emerging markets and how behavioural biases affect financial market dynamics and asset performance predictability. She teaches corporate finance and alternative investments on Kingston’s MBA and executive programmes, and mentors professionals, helping them progress in their careers and secure leading managerial roles across various industries.

Imane Bakkar: Founder and Managing Director at Logarisk Ltd. 

Imane Bakkar is a risk management expert, and the founder of LogaRisk, a new boutique risk advisory. Through LogaRisk, she is aiming to democratise access to expertise, targeting small and medium institutions, and hoping to evolve the company into a use-case based AI RiskTech.

With nearly 25y of experience in risk management, she has worked in senior risk roles at two large US Banks, and spent 7y as a policy maker and regulator at an advanced economy Central Bank, where she focused mainly on financial stability risks related to Asset management, Algorithmic Trading, and Traded Risks at banks.

Imane started her career as an Equities exotics pricing and Commodities risk modelling quant, in charge of implementing models and flexible APIs for various European banks as well as optimising scripts for trading strategies. She also worked as a quant for a rating agency focusing on cross-asset notes and CVA.  Her wide-ranging experience includes a stint as the lead Director for AI risk management at Big 4 consultancy.

Mirela Predescu: Global Head of Exotic, Structural, Transversal Risks and XVA, RISK MFI, BNP Paribas

Mirela Predescu is Global Head of Exotic, Structural, Transversal Risks and XVA within RISK Markets and Financial Institutions at BNP Paribas. Previously she held different positions within BNP Paribas as the Head of the RISK Quant Academy for the RISK Quant Community and as a manager of the 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.

Diana Ribeiro: Managing Director, Markets Quantitative Analysis, 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.

Gargi Lahiri: Vice President, Quantitative Strategist, Deutsche Bank

Gargi Lahiri works in a quantitative strategic role, focusing on valuation frameworks, risk, and pricing processes, and has over 18 years of experience across technology and global markets. She began her career as a software developer and holds a Bachelor’s degree in Computer Science from the University of Mumbai. She has been with Deutsche Bank for 12 years, and prior to this worked in consulting and software development roles. She spent much of her career in Mumbai, including leading a tactical automation team within Valuation Control to drive efficiency and process improvements, and has been in her current role for 3.5 years.