World Business StrategiesServing the Global Financial Community since 2000

Women in Quantitative Finance Conference (WQF)

08.30 - 09.00
Registration and Morning Welcome Coffee
09.00 - 09.45
Reinforcement Learning Algorithms

Svetlana Borovkova:

Head of Quantitative Modelling, Probability & Partners and 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.

09.45 - 10.30
Topic and Presenter to be Confirmed
10.30 - 11.00
Morning Break and Networking Opportunities
11.00 - 11.45
Topic to be confirmed

Laura Ballotta:

Reader, Financial Mathematics, Cass Business School

Laura Ballotta: Reader, Financial Mathematics, Cass Business School

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).

11.45 - 12.45
PANEL: Talent Attraction & Retention

Topics:

  • What are QR Financial Services currently doing and what should they be doing to attract more female talent?
  • What can Universities and Recruitment companies do to help?
  • What strategies are financial companies using at present if any?
  • What are QR Financial Services currently doing and what should they be doing to retain female talent?
  • What top positions besides Asset Management can QF- profiled women occupy?
  • For each position open, the percentage of female CVs submitted is very small (if not none). Why is this happening and how can universities/headhunters/companies work together to improve the numbers?
  • At more senior levels the number of women is even lower than at entry level which means that the female population retention rate is low or/and women are not being promoted. Discuss.
  • Mentoring programmes that could specifically help Diversity & Inclusion.
  • Are quantitative positions too specialised which prevents women (and men) to move horizontally to different (and possibly more senior) roles?

Mirela Predescu:

Deputy Head of Credit – Market and Counterparty Risk, BNP Paribas

Mirela Predescu, Deputy Head of Credit – Market and Counterparty Risk, BNP Paribas

Mirela Predescu is a manager at BNP Paribas, Risk Analytics & Modelling in London.  Mirela is also a Visiting Lecturer at Cass Business School, City University London. 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: 

Deputy Head of Pricing Models Quantitative Research, Lloyds Banking Group

Diana Ribeiro: Deputy Head of Pricing Models Quantitative Research, Lloyds Banking Group

Katia Babbar:

University of Oxford”, Academic Visitor & “QuantBright” Consultant

Katia Babbar: University of Oxford”, Academic Visitor & “QuantBright” Consultant

12.45 - 13.45
Lunch
13.45 - 14.30
Topic and Presenter to be Confirmed
14.30 - 15.15
Topic to be Confirmed

Milena Imamovic-Tomasovic:

Head of Product-Aligned Valuation Methodology, Deutsche Bank

Milena Imamovic-Tomasovic: Head of Product-Aligned Valuation Methodology, Deutsche Bank

Milena Imamovic-Tomasovic is a quantitative finance professional with fifteen years of experience in banking. Her current role is Head of Business-Aligned Valuation Methodology within Global Valuation Group team in Deutsche Bank. Prior to that, she was Head of CVA and Funding Methodology within GVG Methodology and 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.

15.15 - 16.00
Beyond Convexity

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.

16.00 - 16.30
Afternoon Break and Networking Opportunities
16.30 - 17.15
Topic and Presenter to be Confirmed
17.15 - 18.15
PANEL: Career Progression

Topics:

  • Do you think that being a woman is a significant factor in slowing down career progression in QR Financial Services?
    • If so, could this be avoided and how?
  • Discuss the current career return to work strategies available
    • Have you benefited from any such schemes?
  • Discuss the Importance and value of mentorship and sponsorship
    • What mentoring programs are available for juniors if any?
  • Is it still hard to make it to the top positions, if so why and what can do done to change the situation?
  • Discuss female role models in finance and significant achievements
  • Tips from coaches on career progression (eg having your voice heard)
  • Actively managing your career; distribution of opportunity set
  • Gender diversity issues (discuss numbers, policies, how to address it)
  • Maternity leave
    • Has Shared Parental Leave (SPL) helped equality in this area?
  • How important are the following:
    • Promotions/Career opportunities
    • Pay gap elimination
    • Agile/Flexible working
    • Getting the feedback you need (even if you don’t really want it)
    • Supporting each other

Irene Perdomo:

Managing Director at Gresham Investment Management

Irene Perdomo: Managing Director at Gresham Investment Management

Irene Perdomo is a Managing Director for Systematic Macro Strategies at Gresham Investment Management. Prior to joining Gresham, Irene was CEO and Managing Partner of Devet Capital, a boutique commodities-focused quant firm. Prior to co-founding Devet, she traded base metals at Noble Resources in Singapore after being Co-Head of European Commodities Product Development 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, studied finance at the University of Chicago Booth School of Business and has a degree in Computer Science Engineering from Uruguay.

Olga Pavlova-Harris:

Consultant – Risk & Compliance/Education/Digital

Olga Pavlova-Harris: Consultant – Risk & Compliance/Education/Digital

Olga holds PhD in mathematics and is an experienced risk management professional. Her current interests are in the area of risk management, education and digital disruption. Prior to becoming an independent consultant she worked in UBS, Barclays Capital and Deutsche Bank as a quantitative risk manager. She managed teams across Atlantic, led bank-wide credit risk system development and obtained regulatory approvals.

Blanka Horvath:

Lecturer, King’s College London and Researcher, The Alan Turing Institute

Blanka Horvath: Lecturer, King’s College London and Researcher, The Alan Turing Institute

Blanka is a Honorary Lecturer in the Department of Mathematics at Imperial College London and a Lecturer at King’s College London. Her research interests are in the area of Stochastic Analysis and Mathematical Finance.

Her interests include 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.

18.15 - 19.30
Drinks Reception

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