Gordon Ritter: Founder, CIO, Ritter Alpha, LP

Gordon Ritter completed his PhD in mathematical physics at Harvard University in 2007, where his published work ranged across the fields of quantum computation, quantum field theory, differential geometry and abstract algebra.

Prior to Harvard he earned his Bachelor’s degree with honours in Mathematics from the University of Chicago. Gordon is currently a senior portfolio manager at GSA Capital, and leader of a team trading a range of high-Sharpe absolute return strategies across geographies and asset classes. GSA Capital has won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times, with numerous other awards including in the long-term performance category.

Prior to joining GSA, Gordon was a Vice President of Highbridge Capital and a core member of the firm’s statistical arbitrage group, which although less than 20 people, was one of the most successful quantitative trading groups in history, responsible for billions in pro_t and trillions of dollars of trades across equities, futures and options.

Concurrently with his positions in industry, Gordon teaches courses ranging from portfolio management to econometrics, continuous-time finance, and market microstructure in the Department of Statistics at Rutgers University, and also in the MFE programs at Baruch College (CUNY) and New York University (both ranked in the top 5 MFE programs).

He has published several articles on modern portfolio theory in top practitioner journals including Risk, and academic journals including European Journal of Operational Research.

Richard V. Rothenberg: Executive Director, Global AI Corporation, New York, NY and Research Affiliate, Lawrence Berkeley National Laboratory, Berkeley, CA

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.

Knarig Arabshian: Senior Associate Knowledge Engineer in Technology Innovation, Federal Reserve Bank of New York

I am a Senior Associate Knowledge Engineer in Technology Strategy & Innovation at theFederal Reserve Bank of New York where I conduct research in semantic web technologies and text analytics for structuring financial data.

Previously, I was an Assistant Professor in the Computer Science Department at Hofstra University in Hempstead, NY and a Member of Technical Staff at Bell Labs in Murray Hill, NJ. I have also taught as an Adjunct Professor at Columbia University twice. I received my PhD in Computer Science from Columbia University in 2008, where I worked in theIRT Lab under the advisment of Henning Schulzrinne.

James Baker: Product Manager, Suite, LLC

James Baker is the Product Manager at Suite, LLC, the provider of the ALib fixed income analytics library. James has worked in quantitative, risk and IT roles, at both banks and vendors, in New York, London and Paris. He has a Computer Science Masters from London’s Imperial College, where he focused on Artificial Intelligence. His recent work on Machine Learning has investigated the scope for uncovering useful insights from news reports.

Ioana Boier: Senior Principal Solutions Architect, NVIDIA

I have a Ph.D. in Computer Science from Purdue University. In addition, I have completed graduate coursework in Financial Mathematics at NYU and Big Data at Harvard University. Prior to joining Citadel, I was a Director in the Global Markets Division at BNP Paribas where I managed the Interest Rate Options & Inflation quantitative research team. Before transitioning into Finance, I was a research staff member at the IBM T. J. Watson Research Center.

Cristian Homescu: Director, Portfolio Analytics Bank of America Merrill Lynch

Cristian is part of the Portfolio Analytics team within Chief Investment Office, Global Wealth and Investment Management division Bank of America Merrill Lynch. He is developing and investigating quantitative solutions in areas such as investment strategies, goals-based wealth management, asset allocation, machine learning and big data analysis, factor-based investing and risk factor models, portfolio risk and attribution, stress testing and scenario construction. He is very interested in application of state-of-the-art algorithms and numerical methods in wealth and investment management, and in high-performance computing. Prior to joining Bank of America Merrill Lynch, Cristian was a front office quant for Wachovia and Wells Fargo. After supporting interest rate trading desk, he was the lead quant for FX and Commodities trading desks. He has a PhD from Florida State University in computational and applied mathematics, and MSc degrees from University of Paris XI and University of Craiova.

 

Miquel Noguer Alonso: Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI

Miquel Noguer is a financial markets practitioner with more than 20 years of experience in asset management, he is currently Head of Development at Global AI ( Big Data Artificial Intelligence in Finance company ) and Head on Innovation and Technology at IEF.

He worked for UBS AG (Switzerland) as Executive Director.for the last 10 years. He worked as a Chief Investment Office and CIO for Andbank from 2000 to 2006.

He is professor of Big Data in Finace at ESADE and Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain).

Jos is the co-founder and CEO of Yields.io. Prior to his current role he has been active in quantitative finance both as a manager and as an analyst. Over the past 15 years he has been working with leading international investment banks as well as with award winning start-up companies. He is the author of multiple patents applying quantitative risk management techniques on imbalance markets. Jos holds a PhD in superstring theory from the University of Leuven.

Vladyslav Ivanov: Quantitative Researcher, Outremont Technologies

Vladyslav Ivanov is a Quantitative Researcher with proven experience in leading systematic trading strategies research and applying statistical learning to problems in quantitative finance. Prior to joining Outremont Technologies, Vladyslav worked at a Chicago Proprietary Trading firm, where he conducted alternative data strategies research and was a product owner of the research framework. He also worked in Quantitative Research at a leading New York Hedge Fund, where he designed and implemented a market regimes analysis system, collaborated with the portfolio manager on alpha strategies, and built large-scale data processing systems.

Vladyslav holds a Bachelor’s degree in Financial Economics with a sequence in Data Science from Claremont McKenna College.

Robert Almgren: Co-Founder and Head of Research, Quantitative Brokers

Robert Almgren, co-founder and Head of Research at Quantitative Brokers, providing agency algorithmic trade execution and transaction cost measurement in US Treasury notes and bonds, as well as a broad range of futures products. Until 2008, Dr Almgren was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group of Bank of America. Before that, he was a professor of mathematics at the University of Chicago and the University of Toronto, directing graduate programs in financial mathematics at both. Dr. Almgren holds a Ph.D. in Applied and Computational Mathematics from Princeton University. He has an extensive research record in applied mathematics, including papers on optimal trading, transaction cost measurement, and portfolio construction. He is a visiting professor at Princeton University, where he teaches a course on High Frequency Trading.

Quantitative Brokers         http://www.quantitativebrokers.com

Alexander Fleiss: CEO, Rebellion Research – The Ai Machine Learning Robo Advisor

Ivailo Dimov: Quant and Data Science Research, Bloomberg LP – Adjunct Professor, NYU Courant Institute

Ivailo Dimov is a senior quant at the Bloomberg L.P. CTO Office, where he provides quantitative and data science solutions to management, external and internal clients. He has worked on both traditional derivative, risk and alpha modeling as well as alternative data research. At Bloomberg, he has led projects on market consensus, broker-algo selection, recommendation systems, automated news and news topic modeling. Ivailo is also an Adjunct Professor at the NYU Courant Institute, where he teaches Data Science in Quantitative Finance.

Yves Hilpisch: CEO Of The Python Quants