“Another great conference from WBS, always staying on the cutting edge with an amazing line-up of headline speakers yet keeping it intimate enough to have loads of interactions between delegates, so the best of both worlds. I have not missed a single one and will not miss one going forward unless I have drowned during the obligatory sunrise swim”
MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets
Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets
The 19th Quantitative Conference by WBS in Valencia exceeded all expectations. The event featured an impressive range of topics, attracting fantastic experts whose insights led to valuable discussions. Plus, the location was simply spectacular. Counting down the days until next year’s event!
SVP, Strategy & ESG, CompatibL
Anastasia Yachmeniova: SVP, Strategy & ESG, CompatibL
Thank you for yet another fantastic conference.
Brian Norsk Huge:
Head of Quant, Saxo Bank
Brian Norsk Huge: Head of Quant, Saxo Bank
Brian Huge is working as the head of Quant at Saxo Bank. Before joining Saxo Bank Brian worked as a quant for 20 years in Danske Bank. Brian has a Ph.D. in Mathematical Finance from University of Copenhagen. In 2012 he was awarded Quant of the Year for his work on Volatility Interpolation and Random Grids.
Thanks again for this great event. I vote for Cannes!
Head of Quantitative Research, Bloomberg
Bruno Dupire: Head of Quantitative Research, Bloomberg
Bruno Dupire is the Global Head of Quantitative Research, CTO Office at Bloomberg, which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Itô Calculus (framework for path dependency) in 2009. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame”. He is the recipient of the 2006 “Cutting edge research” award of Wilmott Magazine and of the Risk Magazine “Lifetime Achievement” award for 2008. He runs and organizes the Bloomberg Quant (BBQ) seminar, the largest monthly event of this kind.
Fantastic event, Neil, thanks a lot!
Managing Director, FICC Quantitative Modelling Lead, Bank Of America
Dominique Bang: Managing Director, FICC Quantitative Modelling Lead, Bank Of America
Dominique Bang received his PhD from Observatory of Paris (2002) in the field of ‘Mathematical Methods applied to Celestial Mechanics’. He moved into quantitative finance in 2006. Dominique has since been working in Bank Of America Merrill Lynch in the Interest Rates Quantitative Team. As a Director, he is now more focusing on Interest Rates Vanilla and Quasi-Vanilla products.
Again a fantastic event by WBS. Great combination of depth of talks and workshops and informal setting, which encourages contacts and communication with fellow quants.
Cannot think of a constructive criticism off the top of my head.
My vote is for Cannes.
Head of Quantitative Modelling, Probability & Partners. Associate Prof, Vrije Universiteit Amsterdam
Svetlana Borovkova: Head of Quantitative Modelling, Probability & Partners and Associate Professor, Vrije Universiteit Amsterdam
Dr Svetlana Borovkova is the partner and Head of Quant Modelling of risk management consulting firm Probability and Partners and an Associate Professor of Quantitative Finance and Risk Management at the Vrije Universiteit Amsterdam. She is the author of over 60 academic and professional publications and a frequent speaker at conferences such as RiskMinds and QuantMinds. Her work encompasses a wide range of topics, ranging from derivatives pricing and risk modelling to sentiment analysis for quant investing and machine learning in quant finance. Find her work at SSRN and her columns on various finance topics in Financial Investigator.
Congrats on yet another successful conference – it was wonderful on all counts: content, quality of speakers, opportunities for interactions with fellow quants etc.
For next year’s venue – My vote most definitely goes to Cannes!
Arun Verma: Head of Quantitative Research Solutions, Bloomberg
Dr. Arun Verma joined the Bloomberg Quantitative Research group in 2003. Prior to that, he earned his Ph.D from Cornell University in the areas of computer science & applied mathematics. At Bloomberg, Mr. Verma’s work initially focused on Stochastic Volatility Models for Derivatives & Exotics pricing and hedging. More recently, he has enjoyed working at the intersection of diverse areas such as data science (for structured & unstructured data), innovative quantitative & machine learning methods and finally interactive visualizations to help reveal embedded signals in financial data.
First of all, thank you for the organization and for the high quality of the presentations!
Head of Quantitative Strategies, RavenPack
Anmar Al-Wakil: Head of Quantitative Strategies, RavenPack
Anmar is the Head of Quantitative Strategies at RavenPack. Before joining RavenPack in 2021, he worked as a quantitative researcher at Natixis Investment Managers for nearly 8 years, where he developed systematic investment strategies within the technology platform. At RavenPack, Anmar excavates cutting-edge insights from news sentiment to elaborate alpha-generating strategies across equity, credit, and derivatives instruments. In addition, he advices some of the world’s top hedge funds and asset managers on the use of NLP-driven analytics in finance.
He holds a PhD in Quantitative Finance from the University of Paris Dauphine-PSL along with a Master’s degree in Mathematical Finance. Anmar has written articles in portfolio selection and machine learning that were presented in multiple conferences. His article about asset pricing won the Best Doctoral Paper of the Multinational Finance Society. He is also a part-time Associate Professor at the University of Paris-Est where he heads the MSc in Portfolio Management.
As always, the conference was great. I personally find WBS events exceptional in our industry because of the (rare) combination of cutting edge topics and leading experts with a friendly and homely environment.
Traded Risk Measurement, PRA, Bank of England
Fabrizio Anfuso: Traded Risk Measurement, PRA, Bank of England
Fabrizio is a leading expert in developing complex risk analytics, quantitative modelling and financial regulations. He has an extensive track-record of heading quant teams onshore and offshore, as well as of taking part in firm-wide programs, such as IMM, BCBS-IOSCO Margin Requirements and IBOR transition.
In his present and previous roles, Fabrizio has gained a comprehensive knowledge of the full model development cycle, including the model design, the validation of model performance, the IT implementation and the attainment of regulatory compliance.
His main areas of expertise are Counterparty credit risk, Monte Carlo simulations, Internal Models for the trading book (IMM and IMA), derivatives pricing, CCPs & collateral modelling, Initial Margin methodologies and regulatory capital.
Fabrizio is chairing the master’s course in Counterparty Credit Risk of the ETH / University of Zurich and taught a number of advanced professional trainings in topics such as CCR, capital management and Initial Margin methodologies.
As part of his academic activities, he has authored numerous research articles in the fields of quantitative finance and condensed matter physics. Fabrizio holds a Ph.D. in Theoretical Physics from the Chalmers University of Technology (Gothenburg, Sweden).
Thanks a lot for organizing this year’s event. Everything was perfect, great people, great talks, location, hope to come back soon!
Quantitative Analyst, Bank of America Merrill Lynch
Elias Daboussi: Quantitative Analyst, Bank of America Merrill Lynch
Elias Daboussi is a quantitative analyst at Bank of America since 2016. After graduating from University Paris-Diderot and Supelec in 2014, he has specialized in the Rates and Hybrids area, first in the Model Risk Management Group, and now as part of the Quantitative Strategies Group.
Thank you for a great conference, it was fantastic to meet in person again!
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.
I’ve very much enjoyed WBS events whenever I’ve attended them or presented my research at them. WBS events provide an excellent place to network with both financial market practitioners and academics. I’ve always learnt a lot from the presentations at WBS events.
Saeed Amen: Turnleaf Analytics / Cuemacro / Visiting Lecturer at QMUL
Saeed has a decade of experience creating and successfully running systematic trading models at Lehman Brothers and Nomura. He is the founder of Cuemacro, Cuemacro is a company focused on understanding macro markets from a quantitative perspective. He is the author of ‘Trading Thalesians – What the ancient world can teach us about trading today’ (Palgrave Macmillan), and graduated with a first class honours master’s degree from Imperial College in Mathematics& Computer Science.
Thank you very much for organising this amazing conference – as I mentioned before, somehow you always manage to improve on the previous year!
Quantitative Research & Development Lead, ADIA
Alexei Kondratyev: Quantitative Research & Development Lead, ADIA
Alexei Kondratyev is Quantitative Research and Development Lead at Abu Dhabi Investment Authority (ADIA). Prior to joining ADIA in July 2021, he held quantitative research and data analytics positions at Standard Chartered, Barclays Capital and Dresdner Bank. Alexei holds MSc in Theoretical Physics from Taras Shevchenko National University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine. He was the recipient of 2019 Risk magazine Quant of the Year award.
“The WBS Quantitative Finance Conference is – as always – a great event to network and talk about recent developments like ML in quantitative finance. The organizers create an atmosphere which makes it easy to get in touch with the speakers and discuss about the talks. As usual a very informative and inspiring event! Please go on this way!”
Quantitative Finance and Machine Learning, Acadiasoft
Jörg Kienitz: Quantitative Finance and Machine Learning (Acadiasoft), Partner (Quaternion), Adjunct Prof (UCT), Assistant Prof (BUW)
Jörg Kienitz is a partner at Quaternion, Acadia’s Quant Services division. He owns the finciraptor.de website – an educational platform for Quantitative Finance and Machine Learning. Jörg consults on the development, implementation, and validation of quantitative models. He is an Assistant Professor at the University of Wuppertal and an Adjunct Associate Professor in AIFMRM at the University of Cape Town. He regularly addresses major conferences, including Quant Minds, RISK or the WBS Quant Conference. Jörg has authored four books, Monte Carlo Frameworks (with Daniel J. Duffy), Financial Modelling (with Daniel Wetterau), and Interest Rate Derivatives Explained I and II (with Peter Caspers). He also co-authored research articles that appeared in leading journals like Quantitative Finance, RISK or Mathematics in Industry.
I was one of the speakers at the conference but had an opportunity to attend other talks as well and enjoyed them thoroughly. The topics were well-chosen and relevant, the three tracks were well-organized and the speakers were extremely impressive. Great conference!
Director, Algo One AI and Head of Quant Research, First Global
Achin Agarwal: Director, Algo One AI and Head of Quant Research, First Global
With research interests ranging from varied investment styles to modern artificial intelligence methods, to statistically significant adaptive ensembles, he has built scalable quantitative models that invest across a wide range of asset classes and in multiple geographies and has successfully managed global funds over a decade.
He has been extensively involved in research in various fields of mathematics and artificial intelligence, including deep learning, natural language processing, genetic algorithms, distributed computing, and their applications in asset management.
He has an MBA from the Indian Institute of Management, Bangalore, India where he was featured in the Director’s Merit List and Bachelors in Technology in Computer Science and Engineering from the Indian Institute of Technology, Kharagpur, India where he stood in the top percentile of the graduating class.