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.
Managing Director, Head of Data Analytics, Standard Chartered Bank
Alexei Kondratyev: Managing Director, Head of Data Analytics, Standard Chartered Bank
In his role as Managing Director and Head of Data Analytics at Standard Chartered Bank, Alexei is responsible for providing data analytics services to Financial Markets sales and trading.
He joined Standard Chartered Bank in 2010 from Barclays Capital where he managed a model development team within Credit Risk Analytics. Prior to joining Barclays Capital in 2004, he was a senior quantitative analyst at Dresdner Bank in Frankfurt.
Alexei holds MSc in Theoretical Nuclear Physics from the University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine.
Founder and Principal, Benzschawel Scientific, LLC
Terry Benzschawel: Founder and Principal, Benzschawel Scientific, LLC
Terry Benzschawel is the Founder and Principal of Benzschawel Scientific, LLC. The former Managing Director in Citigroup’s Institutional Clients Business. Terry headed the Credit Trading Analysis group which develops and implements quantitative tools and strategies for credit market trading and risk management, both for Citi’s clients and for in-house applications. Some sample tools include models of corporate default and recovery values, relative value of corporate bonds, loans, and credit default swaps, credit portfolio optimization, credit derivative trades, capital structure arbitrage, measuring and hedging liquidity risk, and cross-credit-sector asset allocation.
After six years of post-doctoral research in academia and industry and two years in consumer banking, Terry began his investment banking career in at Salomon Brothers in 1992. Terry built models for proprietary arbitrage trading in bonds, currencies and derivative securities in Salomon’s Fixed Income Arbitrage Group. In 1998, he moved to the Fixed Income Strategy department as a credit strategist with a focus on client-oriented solutions across all credit markets and has worked in related roles since then. Terry was promoted to Managing Director at Citi in 2008.
Terry received his Ph.D. in Experimental Psychology from Indiana University (1980) and his B.A. (with Distinction) from the University of Wisconsin (1975). Terry has done post-doctoral fellowships in Optometry at the University of California at Berkeley and in Ophthalmology at the Johns Hopkins University School of Medicine and was a visiting scientist at the IBM Thomas J. Watson Research Center prior to embarking on a career in finance. He currently serves on the steering committees of the Masters of Financial Engineering Programs at the University of California at Berkeley and the University of California at Los Angeles and Carnegie Mellon University’s Computational Finance Program.
Terry is a frequent speaker at industry conferences and events and has lectured on credit modelling at major universities. In addition, he has published over a dozen articles in refereed journals and is author of CREDIT MODELING: FACTS, THEORIES AND APPLICATIONS. In addition, Terry has been the instructor for courses in credit modelling for Incisive Media and the Centre for Finance Professionals. Finally, Terry has taught a course on credit modelling at Russia’s Sberbank in Moscow.
Vice President, Morgan Stanley
Harsh Prasad: Vice President, Morgan Stanley
Harsh started his career as a programmer working on various search and pattern recognition algorithms including AI techniques, across radio astrophysics, bioinformatics and speech recognition. He then transitioned to the financial risk domain and for the last decade has worked in many regulatory jurisdictions with banks and finance companies as well as consulting firms focussed on quant modelling. In this period he has applied Machine Learning techniques to behavioural modelling for ALM, mortgage risk modelling, derivatives pricing, time series outlier detection and risk data management. He has been a guest faculty with B schools and is currently authoring a book titled ‘Machine Learning for Finance’.
Honorary Lecturer, Department of Mathematics, Imperial College London
Blanka Horvath: Honorary Lecturer, Department of Mathematics, Imperial College London
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.
Adriano Soares Koshiyama:
The Alan Turing Institute
Adriano Soares Koshiyama: The Alan Turing Institute
Recently, an intern at the AI Labs in Goldman Sachs, working as a Machine Learning Strats. Nowadays he is part of the Alan Turing Institute as a Enrichment Scheme Student. Its main research topics are related to Data Science, Machine Learning, Statistical Methods, Optimization, and Finance. A PhD Candidate in Computer Science at University College London (UCL) in the topic of Financial Computing and Analytics. Adriano has a Bachelor’s Degree in Economics from UFRRJ and a Master’s in Electrical Engineering from PUC-Rio.
Associate, Quantitative Analyst, JPMorgan Chase & Co
Ivan Zhdankin: Associate, Quantitative Analyst, JPMorgan Chase & Co
Ivan Zhdankin is a quantitative researcher with experience in diverse areas of quantitative finance, including risk modelling, XVA, and electronic trading across asset classes, including commodity futures and G10 and emerging market currencies. Ivan was consulting various banks in quantitative modeling and has recently joined JP Morgan as a quantitative analyst. He has become one of the first researchers to generate convincing results in electronic alpha with neural nets. He has a solid mathematical background from New Economic School and Moscow State University, where he studied under the celebrated Albert Shiryaev, one of the developers of modern probability theory.
Ph.D. CEO, Quantigic® Solutions. Author, “151 Trading Strategies”.
Zura Kakushadze: Ph.D. CEO, Quantigic® Solutions. Author, “151 Trading Strategies”
Honorary Senior Lecturer – Computer Science, University College London
Nick Firoozye: Honorary Senior Lecturer – Computer Science, University College London
Dr. Nick Firoozye is a mathematician & statistician with over 20 years of experience in the finance industry, in both buy and sell-side firms, largely in research. He started his career in Lehman Brothers doing MBS/ABS modeling, heading teams in portfolio strategy and EM quant research, later taking a variety of senior roles at Goldman Sachs, and Deutsche Bank, and at the asset managers, Sanford Bernstein, and Citadel, in areas ranging from quantitative strategy, relative value strategy and trading, to fixed income asset allocation. He is currently Managing Director and Head of Global Derivative Strategy, part of the Quantitative Strategy Group, at Nomura. He is currently an Honorary Senior Lecturer in Computer Science at University College London, focusing on Robust Machine Learning in finance. He recently co-authored a book, entitled Managing Uncertainty, Mitigating Risk, about the role of uncertainty and imprecise probability in finance, in light of the many recent financial crises, and he is writing a book on Algorithmic Trading Strategies based on his recent Ph.D. course on the same topic offered at UCL.