World Business StrategiesServing the Global Financial Community since 2000

Quantum Computing in Finance Conference

08.00 - 08.55
Registration and Morning Welcome Coffee
08.55 - 09.00
Quantum Computing in Finance Chair:

David Garvin:

Principal Researcher Quantitative Analysis, Rigetti

 

David Garvin:  Principal Researcher Quantitative Analysis, Rigetti

David focusses on researching, developing and implementing financial industry applications of quantum computing.

David has over 20 years experience as a Front-Office Quant in the Finance Industry. Previously, he has been the Global Head of Quantitative Analysis at the Commonwealth Bank of Australia. Prior to that, he was a Director at Deutsche Bank and a Quant Analyst at Morgan Grenfell. He has covered all asset classes and been involved in management, modelling, risk and analytics, derivatives and structured products, machine learning and electronic trading.

David holds a PhD in Artificial Intelligence from Cambridge University and an MBA (Exec) from the Australian Graduate School of Management. He has authored articles in finance, computing, physics and engineering.

 

09.00 - 09.45
Financial Industry Applications of Quantum Computing

Quantum computing is an emergent technology with the potential to increase computational capabilities for organisations. The financial applications of quantum computing should increase profit, reduce risk and enhance the customer experience. This presentation will cover:

  • Technology and landscape.
  • Important quantum algorithms.
  • Applicability of quantum algorithms to financial use cases.
  • Three developed examples of financial applications using quantum computing, involving Monte Carlo simulation, approximate optimisation, and machine learning algorithms.

David Garvin:

Principal Researcher Quantitative Analysis, Rigetti

 

David Garvin:  Principal Researcher Quantitative Analysis, Rigetti

David focusses on researching, developing and implementing financial industry applications of quantum computing.

David has over 20 years experience as a Front-Office Quant in the Finance Industry. Previously, he has been the Global Head of Quantitative Analysis at the Commonwealth Bank of Australia. Prior to that, he was a Director at Deutsche Bank and a Quant Analyst at Morgan Grenfell. He has covered all asset classes and been involved in management, modelling, risk and analytics, derivatives and structured products, machine learning and electronic trading.

David holds a PhD in Artificial Intelligence from Cambridge University and an MBA (Exec) from the Australian Graduate School of Management. He has authored articles in finance, computing, physics and engineering.

 

09.45 - 10.30
Panel: Preparing the Organization for Quantum Computing
  • How to train the workforce?
  • How to educate management and develop a proper quantum computing strategy?
  • How to identify financial applications with potential to be implemented on quantum computers?
  • How to derive value from your quantum computing activities?

Alexei Kondratyev:

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.

Marco Paini:

Quantum Computing – Program Management and Business Development, Rigetti

Marco Paini: Quantum Computing – Program Management and Business Development, Rigetti

Marco leads Rigetti’s clients programs in the UK and Rigetti’s quantum computing applications portfolio development.

Prior to joining Rigetti, Marco spent more than eighteen years with Accenture, where he has held several roles in technology, working as software engineer and a technology product manager, leading the delivery of technology programs, managing technology accounts and driving innovation, with a focus on artificial intelligence. In the last part of his career with Accenture, Marco oversaw the AI ecosystem and the development of the quantum computing offering for the Accenture UKI Financial Services Technology Advisory practice.

Marco studied physics at the University of Pavia, where he collaborated with the Quantum Information Theory Group of the University of Pavia, contributing to important results in quantum tomography

Paul Warburton:

Professor of Nanoelectronics, University College London

Paul Warburton: Professor of Nanoelectronics, University College London

Short bio: Paul Warburton is a Professor of Nanoelectronics at the London Centre for Nanotechnology and the Department of Electrical Engineering at University College London. He heads a research team working on quantum annealing using superconducting hardware. He is interested in both commercial applications and understanding the role of quantum mechanics in delivering performance benefits in quantum annealing. He also leads the Q-LABS Innovation Centre in quantum computation.

Geoff Kates:

CEO, HTF Group

Geoff Kates: CEO, HTF Group

10.30 - 11.00
Morning Break and Networking Opportunities
11.00 - 11.45
Quantum Computing and Quantum Machine Learning: Quant Finance Perspective
  • Gate model and analog quantum computing
  • Quantum Neural Networks
  • Boltzmann Machines and Born Machines

Alexei Kondratyev:

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.

11.45 - 12.30
Prospects for a Solid-State Quantum Computer

Paul Warburton:

Professor of Nanoelectronics, University College London

Paul Warburton: Professor of Nanoelectronics, University College London

Short bio: Paul Warburton is a Professor of Nanoelectronics at the London Centre for Nanotechnology and the Department of Electrical Engineering at University College London. He heads a research team working on quantum annealing using superconducting hardware. He is interested in both commercial applications and understanding the role of quantum mechanics in delivering performance benefits in quantum annealing. He also leads the Q-LABS Innovation Centre in quantum computation.

12.30 - 13.30
Lunch
13.30 - 14.15
Prospects and Challenges in Quantum Computing Research for the Pricing of Financial Derivatives

Ángel Rodríguez-Rozas:

Associate Director, Quantitative Analyst, Model Validation, Banco Santander

Ángel Rodríguez-Rozas: Associate Director, Quantitative Analyst, Model Validation, Banco Santander

Ángel Rodríguez Rozas holds a Ph.D. in Computational and Applied Mathematics from the University of Lisbon and an M.Sc. in Artificial Intelligence from the Universitat Rovira i Virgili (URV) and the Polytechnic University of Catalonia (UPC). He has authored more than 20 research articles in international peer-reviewed journals in many different areas, including artificial intelligence, numerical methods for PDEs, high-performance computing, plasma physics, the finite element method, seismic wave propagation, and oil&gas simulation and inversion of petrophysical measurements.

Ángel joined Banco Santander in 2018 where he is working as a Quant Analyst in the Internal Validation team, within the Risk Department. As part of his role, Ángel is responsible for leading the design and development of a numerical library for the internal validation of pricing models, including interest rates, FX, credit, commodities, equity, inflation, and xVA. His research efforts are currently focusing on the finance industry, investigating efficient numerical methods (Quasi- and Monte Carlo methods, Finite Elements) and quantum computing algorithms (digital and analog) for the pricing of financial derivatives.

14.15 - 15.00
The Path to Realizing Practical Quantum Computers

Abstract:

The challenge to build a universal quantum computers has been described as difficult as manned space travel to Mars. By inventing a new method where voltages applied to a quantum computer microchip are used to implement entanglement operations, we have managed to remove one of the biggest barriers traditionally faced to build a large-scale quantum computer, namely having to precisely align billions of lasers to execute quantum gate operations.

In order to be able to build large scale device, a quantum computer needs to be modular. One approach features modules that are connected via photonic interconnect, however, with only very small connection speeds between modules demonstrated so far.  We have invented an alternative method where modules are connected via electric fields, allowing ions to be transported from one module to another giving rise to much faster connection speeds.

Incorporating these two inventions, we recently unveiled the first industrial blueprint on how to build a large-scale quantum computer which I will discuss in this talk. I will show progress in constructing a quantum computer prototype at the University of Sussex featuring this technology. So far only proof-of-principle quantum computers exist. I will explain the development path towards building practical quantum computers with sufficiently many qubits capable of solving problems intractable for the even fastest supercomputers. Such machines should then be capable for highly disruptive applications in the financial sector.

Winfried Hensinger:

Professor of Quantum Technologies, University of Sussex

Prof. Winfried Hensinger: Professor of Quantum Technologies, University of Sussex

Prof Winfried Hensinger heads the Sussex Ion Quantum Technology Group and he is the director of the Sussex Centre for Quantum Technologies. Hensinger’s group works on developing and constructing practical trapped-ion quantum computers as well quantum sensors. Hensinger produced the first ion trap microchip in the world and more recently, his group developed a new generation of quantum microchips featuring world record specifications. In 2016, Hensinger and his group invented a new approach to quantum computing with trapped ions where voltages applied to a quantum computer microchip can replace billions of laser beams which would have been required in previous proposals on how to build a quantum computer. In 2017, Hensinger announced the first practical blueprint for building a quantum computer in a paper published in Science Advances (http://advances.sciencemag.org/content/3/2/e1601540.full) giving rise to the assertion that is now possible to construct a large scale quantum computer. Hensinger recently founded, Universal Quantum, a full stack quantum computing company where he serves as Chief Scientist and Chairman.

15.00 - 15.30
Afternoon Break and Networking Opportunities
15.30 - 16.15
“The Quest for Quantum Advantage in the Financial Sector”

Mattia Fiorentini:

Head of Machine Learning and Quantum Algorithms, Cambridge Quantum Computing

Mattia Fiorentini: Head of Machine Learning and Quantum Algorithms, Cambridge Quantum Computing

Dr. Mattia Fiorentini heads the Machine Learning and Quantum Algorithms group at CQC. He supervises the research on quantum algorithms for machine learning and optimization, and their implementation on the noisy, intermediate-scale quantum hardware that is available right now. With his team, he focuses on quantum algorithms that are applicable to operational research and finance. Previously, he earned a Ph.D. in Theory and Simulation of Condensed Matter from King’s College London, focusing on the simulation of first-principles electronic transport by means of high-performance computing.

16.15 - 16.45
Quantum Computing for Securities Transaction Settlement

Lee Braine:

Director of Research and Engineering, Barclays

Lee Braine: Director of Research and Engineering, Barclays

16.45 - 17.30
Panel: Which Financial Applications will become Quantum Computing Killer Apps?
  • Which applications are causing the most pain for financial institutions, or provide the most opportunity, due to their characteristics as potential candidates for a quantum computing solution?
  • What algorithms do you think will create quantum advantage for the financial industry?
  • What proof would a bank need to see to believe advantage?
  • What hardware characteristics will provide the best potential to obtain value?
  • Which parts of a financial organization should investigate quantum computing?

Winfried Hensinger:

Professor of Quantum Technologies, University of Sussex

Prof. Winfried Hensinger: Professor of Quantum Technologies, University of Sussex

Prof Winfried Hensinger heads the Sussex Ion Quantum Technology Group and he is the director of the Sussex Centre for Quantum Technologies. Hensinger’s group works on developing and constructing practical trapped-ion quantum computers as well quantum sensors. Hensinger produced the first ion trap microchip in the world and more recently, his group developed a new generation of quantum microchips featuring world record specifications. In 2016, Hensinger and his group invented a new approach to quantum computing with trapped ions where voltages applied to a quantum computer microchip can replace billions of laser beams which would have been required in previous proposals on how to build a quantum computer. In 2017, Hensinger announced the first practical blueprint for building a quantum computer in a paper published in Science Advances (http://advances.sciencemag.org/content/3/2/e1601540.full) giving rise to the assertion that is now possible to construct a large scale quantum computer. Hensinger recently founded, Universal Quantum, a full stack quantum computing company where he serves as Chief Scientist and Chairman.

David Garvin:

Principal Researcher Quantitative Analysis, Rigetti

 

David Garvin:  Principal Researcher Quantitative Analysis, Rigetti

David focusses on researching, developing and implementing financial industry applications of quantum computing.

David has over 20 years experience as a Front-Office Quant in the Finance Industry. Previously, he has been the Global Head of Quantitative Analysis at the Commonwealth Bank of Australia. Prior to that, he was a Director at Deutsche Bank and a Quant Analyst at Morgan Grenfell. He has covered all asset classes and been involved in management, modelling, risk and analytics, derivatives and structured products, machine learning and electronic trading.

David holds a PhD in Artificial Intelligence from Cambridge University and an MBA (Exec) from the Australian Graduate School of Management. He has authored articles in finance, computing, physics and engineering.

 

Mattia Fiorentini:

Head of Machine Learning and Quantum Algorithms, Cambridge Quantum Computing

Mattia Fiorentini: Head of Machine Learning and Quantum Algorithms, Cambridge Quantum Computing

Dr. Mattia Fiorentini heads the Machine Learning and Quantum Algorithms group at CQC. He supervises the research on quantum algorithms for machine learning and optimization, and their implementation on the noisy, intermediate-scale quantum hardware that is available right now. With his team, he focuses on quantum algorithms that are applicable to operational research and finance. Previously, he earned a Ph.D. in Theory and Simulation of Condensed Matter from King’s College London, focusing on the simulation of first-principles electronic transport by means of high-performance computing.

Ángel Rodríguez-Rozas:

Associate Director, Quantitative Analyst, Model Validation, Banco Santander

Ángel Rodríguez-Rozas: Associate Director, Quantitative Analyst, Model Validation, Banco Santander

Ángel Rodríguez Rozas holds a Ph.D. in Computational and Applied Mathematics from the University of Lisbon and an M.Sc. in Artificial Intelligence from the Universitat Rovira i Virgili (URV) and the Polytechnic University of Catalonia (UPC). He has authored more than 20 research articles in international peer-reviewed journals in many different areas, including artificial intelligence, numerical methods for PDEs, high-performance computing, plasma physics, the finite element method, seismic wave propagation, and oil&gas simulation and inversion of petrophysical measurements.

Ángel joined Banco Santander in 2018 where he is working as a Quant Analyst in the Internal Validation team, within the Risk Department. As part of his role, Ángel is responsible for leading the design and development of a numerical library for the internal validation of pricing models, including interest rates, FX, credit, commodities, equity, inflation, and xVA. His research efforts are currently focusing on the finance industry, investigating efficient numerical methods (Quasi- and Monte Carlo methods, Finite Elements) and quantum computing algorithms (digital and analog) for the pricing of financial derivatives.

Kiran Bhagotra:

CEO/Founder, ProtectBox Ltd

Kiran Bhagotra: CEO/Founder, ProtectBox Ltd 

In her current role, as founder/CEO/CTO of award-winning cybersecurity comparison website/marketplace www.ProtectBox.com, Kiran is not only making buying cybersecurity quick, simple & affordable for small & medium businesses (SMBs) but also challenging the norms of how SMBs engage with cybersecurity – trusting it again. Also, changing the norms of who can work in it. Resulting in them winning 6 Awards & finalist in 25+ other awards with coverage in The Times, Telegraph, CityAM, Wired amongst 25+ others. She is doing the same for the Quantum market with QRNG & PQC products for sale on ProtectBox.

Prior to this she has held various careers across government, industry (JPMorgan Chase, Cazenove, 3i, Lonmin and Brunswick Group amongst others), not-for-profits and consulted for several start-ups. This included managing the UK government’s bi-lateral & multi-lateral relations on cyber globally & the #WeProtect (children online) Summit. As well as Ministerial Reviews on critical national infrastructure resilience & use of machine learning in digital redaction.

Kiran regularly speaks & advocates for Quantum Computing/Cybersecurity (https://www.wired.co.uk/article/blockchain-quantum-security, https://www.cityam.com/wp-content/uploads/2019/10/022-023-crypto-1oct2019.pdf), Resilience/Data, Equailty/STEM & Youth Empowerment at international fora. Kiran has judged and mentored the CyberSecurity Challenge, Founders4Schools, Forbes #Under30 Summit’s hackathon and various new venture competitions.

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