World Business StrategiesServing the Global Financial Community since 2000

Speaker List

Helyette Geman:

Professor of Mathematical Finance, Birkbeck – University of London & Johns Hopkins

Helyette Geman, PhD, PhD: Professor of Mathematical Finance, Birkbeck – University of London & Johns Hopkins

Helyette GEMAN is a Professor of Mathematical Finance at Birkbeck – University of London and at Johns Hopkins University. She is a Graduate of Ecole Normale Supérieure in Mathematics, holds a Masters degree in Theoretical Physics, a PhD in Probability from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne.
She has been a scientific advisor to a number of major energy and mining companies for the last 20 years, covering the trading of crude oil, natural gas, electricity as well as metals in companies such as EDF Trading, Louis Dreyfus or BHP Billiton and was named in 2004 in the Hall of Fame of Energy Risk.
Prof Geman was previously the head of Research and Development at Caisse des Depots. She has published more than 140 papers in major finance journals including the Journal of Finance, Mathematical Finance, Journal of Financial Economics, Journal of Banking and Finance and Journal of Business. She has also written the book entitled Insurance and Weather Derivatives and is a Member of Honor of the French Society of Actuaries.
Her research includes exotic option pricing for which she got the first prize of the Merrill Lynch awards, asset price modeling through the introduction of transaction time (JOF, 2000); she is one of the authors of the CGMY pure jump Levy model (2002). Prof Geman had organized in 2000 at College de France the first meeting of the Bachelier Finance Society, with Paul Samuelson, Robert Merton and Henry McKean as keynote speakers.
Her book, ‘Commodities and Commodity Derivatives’ is the reference in the field. She was a Scientific Expert on Agriculture for the European Commission and is on the Board of the Bloomberg Commodity Index.
She counts among her numerous PhD students Nassim Taleb, author of the Black Swan

Katia Babbar:

MD, Head of e-FX Algorithmic Trading, FX Product | CB Markets, Lloyds Banking Group

Katia Babbar: MD, Head of e-FX Algorithmic Trading, FX Product | CB Markets, Lloyds Banking Group

Romy Shioda:

Managing Director, Head of Equities Stocks Systematic Trading Strategies, Goldman Sachs

Romy Shioda: Managing Director, Head of Equities Stocks Systematic Trading Strategies, Goldman Sachs 

Jessica James: 

Managing Director, Senior Quantitative Researcher, Commerzbank

Jessica James: Managing Director, Senior Quantitative Researcher, Commerzbank

Jessica James is the Senior Quantitative Researcher in the Rates Research team at Commerzbank., where she covers foreign exchange and fixed income.  She joined Commerzbank from Citigroup where she was Global Head of the Quantitative Investor Solutions Group. Previously, she lectured in physics at Trinity College, Oxford.

Significant publications include ‘FX Option Performance’,  ‘Handbook of Foreign Exchange’ (Wiley), ‘Interest Rate Modelling’ (Wiley), and ‘Currency Management’ (Risk books). She is on the Board of the Journal of Quantitative Finance, a Fellow of the Institute of Physics, and is a Visiting Professor at UCL and Cass Business School.

Christoph Burgard:

Head of Risk Analytics For Global Markets, Bank of America Merrill Lynch

Christoph Burgard: Head of Risk Analytics For Global Markets, Bank of America Merrill Lynch

Christoph Burgard heads the Risk Analytics team for Global Markets at Bank of America Merrill Lynch, which he joined in November 2015. Prior to this he spent 16 years at Barclays, where he was leading the Equity Derivatives and XVA front office Quantitative Analytics teams for the investment bank as well as the ALM modelling area for the bank’s treasury department. Christoph was named Risk Magazine’s Quant of the Year 2015 for his pioneering work on FVA. He has a PhD in Particle Physics from Hamburg University and was a research fellow at CERN and DESY.

Felix Breuer:

Vice President, Head of Franchise Analytics Strategists London, Goldman Sachs

Felix Breuer: Vice President, Head of Franchise Analytics Strategists London, Goldman Sachs

Antonella Bucciaglia:

Head of VAR Model Performance Quantitative Research Team, JP Morgan Chase

Antonella Bucciaglia: Head of VAR Model Performance Quantitative Research Team, JP Morgan Chase

Prior to that, she was Head of Rates and Credit Derivatives within the Model Review Group.

During her 20Y career in the industry, she has held various positions as a quantitative analyst either as a front office or as model validation quant.

She holds a DEA in Probabilities applied to Finance from the University of Paris VI and a master in pure Mathematics from the University of Evry Val d’Essonne.

 

Sarah B Tremel:

Global Head of Analytics – Product Control, HSBC

Sarah B Tremel: Global Head of Analytics – Product Control, HSBC

Aytac Ilhan:

Managing Director, Global Head of Systematic Trading Strategies Desk Strats, Goldman Sachs

Aytac Ilhan: Managing Director, Global Head of Systematic Trading Strategies Desk Strats, Goldman Sachs

Roxana Simion: 

Senior Risk Specialist, Prudential Regulation Authority, Bank of England

Roxana Simion: Senior Risk Specialist, Prudential Regulation Authority, Bank of England 

Rebecca Phillips:

EMEA Head of Diversity and Inclusion, Goldman Sachs International

Rebecca Phillips: EMEA Head of Diversity and Inclusion, Goldman Sachs International

Rebecca is the head of Diversity and Inclusion for EMEA at Goldman Sachs.  With over 15 years HR experience her early career was spent in learning and development, specifically leadership development and coaching.  In her current role she is responsible for driving the diversity and inclusion strategy and agenda in the region, working in close partnership with regional leadership, a senior leader governing committees as well as external organisations to establish Goldman Sachs as the employer of choice for diverse talent.

Diana Ribeiro: 

Deputy Head of Rates Quantitative Research, CB Markets, Lloyds Banking Group

Diana Ribeiro: Deputy Head of Rates Quantitative Research, CB Markets, Lloyds Banking Group

Priti Sinha:

Head of SAF Analytics, NatWest Markets

Priti Sinha: Head of SAF Analytics, NatWest Markets

Dr Priti Sinha is a PhD in Pure Mathematics and Theoretical Computer Science. She has over 12 years’ experience as a Fixed Income and Hybrids Quant at NatWest Markets. Over the years, she has developed several models for these divisions and she now heads the SAF Analytics team at NWM. Priti is responsible for core analytics, the curves and algorithms used in pricing, hedging and risk management across all asset classes in NWM.

Automation is her big focus; she and her team are engaged in a range of automation initiatives across the Bank. She is making Quant skills available beyond the traditional trading floor, to other non-trading sections of the bank.

Outside her work Priti enjoys spending time with her 6 year old twins and brainstorming with her husband, who is a founder of an IOT & Tech start-up.

Nicole Sandler: 

FinTech and Regtech – EMEA Legal Regulatory Policy and Affairs, Barclays

Nicole Sandler: FinTech and Regtech – EMEA Legal Regulatory Policy and Affairs, Barclays

Nicole Sandler is a lawyer in the Global Regulatory Policy team at Barclays. She currently focuses on the future impact of fintech related regulation and initiatives on Barclays in the UK and globally, including advising on various regulatory initiatives proposed by regulators such as the FCA, MAS and the CFTC. Nicole engages with regulators both in the UK and globally on fintech matters for Barclays and represents Barclays in various regulatory forums and industry groups. For example, Nicole has been participating in the BBA Digital Strategy Group and also represented Barclays at the EDCAB virtual currency and blockchain roundtables at the European Parliament.

Hanna Assayag:

Director eFX, HSBC Bank Plc

Hanna Assayag: Director eFX, HSBC Bank Plc

Hanna Assayag is a Director, leading the FX Swaps & NDF algo trading quant team at HSBC. Her career started in 2003 at Societe Generale then Dresdner Bank where she held a number of positions designing a variety of electronic trading models and algorithms across products and asset-classes.  At HSBC she’s worked primarily on FX Spot, STIRTs, NDFs and Cash Bonds eTrading.

She also set up and ran a programme of events across London, Hong-Kong and Bangalore to embed skills in data science, machine learning and coding across HSBC. She has been promoting new ways of working by encouraging code sharing, creating a large community of Python users by open-sourcing internally a cross-asset Python platform she created in 2017, allowing colleagues across functions and asset-classes to acquire new skills.

Hanna holds an Msc in Engineering from Telecom ParisTech, and a DEA in Probabilities and Finance from University Pierre and Marie Curie Paris VI.

Paul Bilokon:

Founder, CEO, Thalesians & Senior Quantitative Consultant, BNP Paribas

Paul Bilokon: Founder, CEO, Thalesians & Senior Quantitative Consultant, BNP Paribas

Dr. Paul Bilokon is CEO and Founder of Thalesians Ltd and an expert in electronic and algorithmic trading across multiple asset classes, having helped build such businesses at Deutsche Bank and Citigroup. Before focussing on electronic trading, Paul worked on derivatives and has served in quantitative roles at Nomura, Lehman Brothers, and Morgan Stanley. Paul has been educated at Christ Church College, Oxford, and Imperial College. Apart from mathematical and computational finance, his academic interests include machine learning and mathematical logic.

Siobhán Cooper:

Managing Director: Model Review and Governance, JP Morgan

Siobhán Cooper: Managing Director: Model Review and Governance, JP Morgan

Siobhán Cooper is the global head of model governance for Macro in the CIB and EMEA head of Legal Entity Model Risk. She leads a team of 13, owning the conversation with regulators on model risk is a key part of her role.  Siobhán joined the bank in 2000 having graduated with a Masters in Cryptography at NUI Cork and a First in Mathematics at NUI Galway. Siobhán has led teams in Technology, Risk Exploration and Transparency and MRGR.  Outside work Siobhán campaigns for disability rights, a passionate cause for her as one of her sons has profound disabilities. JPMorgan supported Siobhán greatly in adapting to life as the mother of a disabled child.

George Trewhella:

Associate Director, BSM Group

George Trewhella: Associate Director, BSM Group

Natalie Basiratpour:

Director, Octavius Finance

Natalie Basiratpour: Director, Octavius Finance

Saeed Amen

Founder: Cuemacro

Saeed Amen: Founder: Cuemacro

Saeed has a decade of experience creating and successfully running systematic trading models at Lehman Brothers and Nomura. He is the founder of Cuemacro, Cuemacro is a company focused on understanding macro markets from a quantitative perspective. He is the author of ‘Trading Thalesians – What the ancient world can teach us about trading today’ (Palgrave Macmillan), and graduated with a first class honours master’s degree from Imperial College in Mathematics& Computer Science.

Nozha Karmous:

Head of Algos and Valuation Model Review, HSBC Bank Plc

Nozha Karmous: Head of Algos and Valuation Model Review | Markets IMR EMEA
Independent Model Review | HSBC Bank Plc

Mikhail Zlotnik:

EMEA Head of Macro 1 Delta Trading, Goldman Sachs

Mikhail Zlotnik: EMEA Head of Macro 1 Delta Trading, Goldman Sachs  

  • Discount Structure
  • 50% Academic Discount
    (FULL-TIME Students Only)

Event Email Reminder

Error