Zura Kakushadze (Guest Lecturer):
Ph.D. CEO, Quantigic® Solutions. Author, “151 Trading Strategies”.
Zura Kakushadze: Ph.D. CEO, Quantigic® Solutions. Author, “151 Trading Strategies”
Director, Portfolio Analytics Bank of America Merrill Lynch
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.
Senior Knowledge Engineer in Technology Innovation, Federal Reserve Bank of New York
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.
Quantitative Researcher, Guggenheim Partners
Zhibai Zhang: Quantitative Researcher, Guggenheim Partners
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.
Professor, Courant Institute of Mathematical Sciences, NYU
Petter Kolm: Director of the Mathematics in Finance Master’s Program and Clinical Professor, Courant Institute of Mathematical Sciences, New York University
Petter Kolm is a Clinical Professor and the Director of the Mathematics in Finance Master’s Program at Courant Institute of Mathematical Sciences, NYU. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group’s hedge fund. Petter has coauthored numerous academic articles and four books: Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, 2010). He holds a Ph.D. in Mathematics from Yale, an M.Phil. in Applied Mathematics from the Royal Institute of Technology, and an M.S. in Mathematics from ETH Zurich.
Petter is a member of the editorial boards of the International Journal of Portfolio Analysis and Management (IJPAM), Journal of Investment Strategies (JoIS), Journal of Portfolio Management (JPM) and Journal of Financial Data Science (JFDS). He is an Advisory Board Member of Betterment (one of the largest robo-advisors) and the Alternative Data Group (ADG). Petter is also on the Board of Directors of the International Association for Quantitative Finance (IAQF) and the Yale Graduate School Alumni Association (GSAA).
Petter’s teaching, work and research interests include alternative data, data science, econometrics, forecasting models, high frequency trading, machine learning, portfolio optimization w/ transaction costs and taxes, quantitative and systematic trading, risk management, robo-advisory and investing, smart beta strategies, transaction costs, and tax-aware investing.
Miquel Noguer Alonso:
Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI
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).
Co-Founder, New York Quantum Computing Meet-up & XVA Quant Core Lead, Wells Fargo
Steve Yalovitser: Co-Founder, New York Quantum Computing Meet-up and Director, XVA Quant Core Lead, Wells Fargo
Co-founder and CEO, Yields.io
Jos Gheerardyn: Co-founder and CEO of Yields.io
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.
Technical Consultant, NAG
Edvin Hopkins: Technical Consultant, NAG
Edvin first worked with NAG between 2010 and 2013, as part of a Knowledge Transfer Partnership with the University of Manchester. Long-time NAG collaborator Professor Nick Higham and his team had developed many new algorithms to compute matrix functions. Edvin’s role was to convert these algorithms into code for the NAG Library.
After the successful collaboration, Edvin worked with Professor Higham as a post-doctoral research associate, before finally joining NAG in 2015. He is based in our Manchester Office.
Edvin gained a PhD in Numerical Relativity from the University of Cambridge in 2009. His supervisor was Dr John Stewart. This followed a first class honours degree in Mathematics and a “Certificate of Advanced Study in Mathematics” from the same institution.