World Business StrategiesServing the Global Financial Community since 2000

Women in Quantitative Finance Conference (WQF)

08.00 - 09.00
Registration and Morning Welcome Coffee
09.00 - 09.45
Keynote: 'From Changes of Numeraire and Changes of Measure to Bitcoins and Blockchains'

‘From Changes of Numeraire and Changes of Measure to Bitcoins and Blockchains’

Helyette Geman:

Professor, Birkbeck – University of London & Johns Hopkins University

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

Helyette Geman is the Director of the Commodity Finance Centre at the University of London and Research Professor at Johns Hopkins University. She is a Graduate of Ecole Normale Supérieure in Mathematics, holds a Masters degree in Theoretical Physics and a PhD in Probability and a PhD in Finance. Professor Geman has been a scientific advisor to major financial institutions, energy and mining and commodity companies for the last 21 years, covering the spectrum of equities, interest rates, electricity, crude oil and natural gas, metals and agriculturals, including fertilizers and land. She was Head of Research at Caisse des Depôts in Paris and later, at EDF Trading in London, and has published more than 145 papers in top international finance Journals. She received in 1993 the first Prize of the Merrill Lynch Awards for her work on exotic derivatives pricing; in 1994 the first AFIR (Actuarial Approach for Insurance Risk) prize for her work on catastrophic risk. She became in 1993 a Member of Honour of the French Society of Actuaries and was in 2000 the first President of the Bachelier Finance Society. Prof Geman was named in 2004 in the Hall of Fame of Energy Risk. Her books include “Insurance and Weather Derivatives” published in 1999 by RISK books, Commodities and Commodity Derivatives: Energy, Metals and Agriculturals published by Wiley Finance in 2005, which has become the reference in the field and is used in all Commodities Master programmes worldwide; and Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy, also published by Wiley Finance in 2009. Prof Geman became in 2010 a Scientific Advisor to the European Union on the subject of Commodities. She has been since 2007 member of the Board of the UBS- Bloomberg Commodity Index. She published in January 2015 the book ‘Agricultural Finance: from Crops to Land, Water and Infrastructure’.

09.45 - 10.30
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 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?

Moderator:

  • Helyette Geman: Birkbeck – University of London & Johns Hopkins University

Panellist:

  • Roxana Simion: Risk Specialist, Prudential Regulation Authority, Bank of England 
  • Diana Ribeiro: Deputy Head of Rates Quantitative Research, CB Markets, Lloyds Banking Group
  • Nicole Sandler: FinTech and Regtech – EMEA Legal Regulatory Policy and Affairs, Barclays
  • Other panelists to be confirmed 

Helyette Geman:

Professor, Birkbeck – University of London & Johns Hopkins University

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

Helyette Geman is the Director of the Commodity Finance Centre at the University of London and Research Professor at Johns Hopkins University. She is a Graduate of Ecole Normale Supérieure in Mathematics, holds a Masters degree in Theoretical Physics and a PhD in Probability and a PhD in Finance. Professor Geman has been a scientific advisor to major financial institutions, energy and mining and commodity companies for the last 21 years, covering the spectrum of equities, interest rates, electricity, crude oil and natural gas, metals and agriculturals, including fertilizers and land. She was Head of Research at Caisse des Depôts in Paris and later, at EDF Trading in London, and has published more than 145 papers in top international finance Journals. She received in 1993 the first Prize of the Merrill Lynch Awards for her work on exotic derivatives pricing; in 1994 the first AFIR (Actuarial Approach for Insurance Risk) prize for her work on catastrophic risk. She became in 1993 a Member of Honour of the French Society of Actuaries and was in 2000 the first President of the Bachelier Finance Society. Prof Geman was named in 2004 in the Hall of Fame of Energy Risk. Her books include “Insurance and Weather Derivatives” published in 1999 by RISK books, Commodities and Commodity Derivatives: Energy, Metals and Agriculturals published by Wiley Finance in 2005, which has become the reference in the field and is used in all Commodities Master programmes worldwide; and Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy, also published by Wiley Finance in 2009. Prof Geman became in 2010 a Scientific Advisor to the European Union on the subject of Commodities. She has been since 2007 member of the Board of the UBS- Bloomberg Commodity Index. She published in January 2015 the book ‘Agricultural Finance: from Crops to Land, Water and Infrastructure’.

Roxana Simion: 

Risk Specialist, Prudential Regulation Authority, Bank of England

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

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

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.

10.30 - 11.00
Morning Break and Networking Opportunities
11.00 - 11.45
Usage of Machine Learning in Finance 
  • What is Machine Learning
  • Current usage in Finance, e.g. algo trading, fraud, etc
  • Other possible applications in the future
  • How to implement these technics

Sarah B Tremel:

Global Head of Analytics, Global Valuation Group, HSBC Bank

Sarah B Tremel: Global Head of Analytics, Global Valuation Group, HSBC Bank

11.45 - 12.30
From Artificial Intelligence to Machine Learning, from Logic to Probability

Applications of Artificial Intelligence (AI) and Machine Learning (ML) are rapidly gaining steam in quantitative finace. These terms are often used interchangeably. However, the pioneering work on AI by participants of the Dartmouth Summer Research Project — Marvin Minsky, Nathaniel Rochester, and Claude Shannon — was more symbolic than numerical, and often used the language of logic. Recent advances in ML — especially Deep Learning — are more numerical than symbolic, and often use the language of probability. In this talk we shall show how to connect these two worldviews.

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.

12.30 - 13.30
Lunch
13.30 - 14.15
"Black-box Machine Learning: Improving Transparency"

“Many of the state of the art machine learning applications are based on black-box models which are difficult to interpret and explain. With more ML-based models being integrated into live decision-making systems, new challenges will be faced by various functions within banks as well as by the regulators. This talk disucsses the challenges faced and presents techniques to help provide more transparency and better understanding of the results of a given ML black-box model.”

Abdel Lantere:

Data Scientist, Quantitative Consultant, HSBC

Abdel Lantere: Data Scientist, Quantitative Consultant, HSBC

Abdel Lantere is a data scientist and quantitative consultant. He has extensive experience in the financial industry spanning over 15 years covering pricing, risk and quantitative trading models. He holds a MSc in Machine Learning from University College London and a DEA in Probability Theory and Finance from UPMC Paris.

14.15 - 15.00
PANEL: Machine Learning, AI & Quantum Computing in Quantitative Finance 

Topics:

  • What is the current state of utilisation of machine learning in finance?
  • What are the distinct features of machine learning problems in finance compared to other industries?
  • What are the best practices to overcome these difficulties?
  • What’s the evolution of a team using machine learning in terms of day to day operations?
  • What is a typical front office ‘Quant’ skillset going to look like in three to five years time?
  • How do we deal with model risk in machine learning case?
  • How is machine learning expected to be regulated?
  • What applications can you list among its successes?
  • How much value is it adding over and above the “classical” techniques such as linear regression, convex optimisation, etc.?
  • Do you see high-performance computing (HPC) as a major enabler of machine learning?
  • What advances in HPC have caused the most progress?
  • What do you see as the most important machine learning techniques for the future?
  • What are the main pitfalls of using Machine Learning currently in trading strategies?
  • What new insights can Machine Learning offer into the analysis of financial time series?
  • Discuss the potential of Deep Learning in algorithmic trading?
  • Do you think machine learning and HPC will transform finance 5-10 years from now?
  • If so, how do you envisage this transformation?
  • Can you anticipate any pitfalls that we should watch out for.
  • Discuss quantum computing in quant finance:
    • Breakthroughs
    • Applications
    • Future uses

Moderator:

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

Panellists:

  • Sarah B Tremel: Global Head of Analytics, Global Valuation Group, HSBC Bank
  • O. Ediz Ozkaya: Executive Director, Machine Learning Labs, Securities, Goldman Sachs (to be confirmed)
  • Abdel Lantere: Data Scientist, Quantitative Consultant, HSBC 
  • Other panelists to be confirmed 

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.

Sarah B Tremel:

Global Head of Analytics, Global Valuation Group, HSBC Bank

Sarah B Tremel: Global Head of Analytics, Global Valuation Group, HSBC Bank

Abdel Lantere:

Data Scientist, Quantitative Consultant, HSBC

Abdel Lantere: Data Scientist, Quantitative Consultant, HSBC

Abdel Lantere is a data scientist and quantitative consultant. He has extensive experience in the financial industry spanning over 15 years covering pricing, risk and quantitative trading models. He holds a MSc in Machine Learning from University College London and a DEA in Probability Theory and Finance from UPMC Paris.

15.00 - 15.30
Afternoon Break and Networking Opportunities
15.30 - 16.15
Deep Learning in Finance – LSTN’s 
  • Modern Data Analysis
  • Times Series Models Univariate
  • Linear Factor Models
  • Multivariate Time Series
  • Modern Financial Engineering
  • Long Short Term Memory Networks
    • Results
    • Conclusions
16.15 - 17.00
Topic to be confirmed

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

17.00 - 18.00
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?
  • 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)
  • Gender diversity issues (discuss numbers, policies, how to address it)
  • How important are the following:
    • Promotions/Career opportunities
    • Pay gap elimination
    • Agile/Flexible working

Moderator:

  • To be confirmed

Panelists:

  • Katia Babbar: MD, Head of e-FX Algorithmic Trading, FX Product | CB Markets, Lloyds Banking Group
  • Jessica James: Managing Director, Commerzbank AG
  • Christoph Burgard: Head of Risk Analytics For Global Markets, Bank of America Merrill Lynch
  • Other panelists to be confirmed

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

Jessica James: 

Managing Director, Commerzbank AG

Jessica James: Managing Director, Commerzbank AG

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.

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

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