Speakers

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: 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.

Burcu Karabork:

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.

Claudia Yip:

Vice President, Quant – Climate Risk: Barclays

Claudia Yip: Vice President, Quant – Climate Risk: Barclays

Claudia joined Quantitative Analytics in Barclays in June 2021 and have been working on climate stress testing and greenhouse gas accounting within the climate risk team.

Claudia started her career in Wholesale Credit Model Validation in the Bank in 2017. She holds a Master’s degree in Mathematics and Statistics from Imperial College London.

Milena Imamovic-Tomasovic:

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.

Sian Inch:

Managing Director, QA BUK Retail Credit Risk. Barclays

Sian Inch: Managing Director, QA BUK Retail Credit Risk. Barclays

Irene Perdomo:

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.

Laura Ballotta:

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).

Ivelina Todorova:

Vice President, UK Cards, Barclays

Ivelina Todorova: Vice President, UK Cards, Barclays

Blanka Horvath:

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.

Svetlana Borovkova:

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

Dr Svetlana Borovkova is the partner and Head of Quant Modelling of risk management consulting firm Probability and Partners and an Associate Professor of Quantitative Finance and Risk Management at the Vrije Universiteit Amsterdam. She is the author of over 60 academic and professional publications and a frequent speaker at conferences such as RiskMinds and QuantMinds. Her work encompasses a wide range of topics, ranging from derivatives pricing and risk modelling to sentiment analysis for quant investing and machine learning in quant finance. Find her work at SSRN and her columns on various finance topics in Financial Investigator.

Katia Babbar:

University of Oxford, Academic Visitor & Immersive Finance, co-Founder

Katia Babbar: University of Oxford, Academic Visitor & Immersive Finance, co-Founder

Lauren Rymill:

Managing Director, Head of QA Wholesale Credit Risk, Barclays

Lauren Rymill: Managing Director, Head of QA Wholesale Credit Risk, Barclays

Aakriti Mittal:

Quantitative Researcher, Bloomberg

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.