Quant Strategies Specialist at Sarasin & Partners LLP
Iuliia Shpak: Quant Strategies Specialist at Sarasin & Partners LLP
In her multifaceted role, Iuliia extensively focuses on quant investment solutions for institutional asset owners, in particular SWFs and large pension funds and contributes to internal research and selection of external quant managers.
Iuliia’s research experience covers market anomalies, speculative bubbles, volatility modelling and systematic risk factors in equities and commodity futures.
Iuliia serves as an Adjunct Researcher at the World Pensions Council and Member of Scientific Council at the CBBA-Europe. Iuliia holds MSc in Operational Research and PhD in Finance.
Iuliia frequently delivers guest lectures at the London School of Economics (LSE) and other academic institutions.
Tony Guida: Executive Director – Senior Quant Research, RAM Active Investments
Tony Guida is a Quantitative Portfolio Manager and researcher. Tony’s work is focused primarily on extracting market inefficiencies from different sources from traditional fundamentals, market signals, alternative data, and machine learning. His expertise is in mid to low frequency in equities.
Tony started his career at Unigestion in 2006 where he joined the quantitative equity low volatility team to work as a research analyst. He evolved into a member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients. In 2015, he moved to Edhec Risk Scientific Beta as a Senior Consultant for Risk allocation and factor strategies before going to a major UK pension fund in 2016 to build the in-house systematic equity, co-managing 6 billion GBP as a senior quantitative portfolio manager. He joined RAM-Active Investments in January 2019.
Tony holds a Bachelor and Master degrees in Econometry and Finance from the University of Savoy France.
Tony is editor-in-chief for the Journal of Machine Learning in Finance and he is chair of the EMEA machineByte Think Tank. Tony co-wrote and edited the book “Big Data and Machine Learning in Quantitative Investment” Wiley 2018 and is an advisory board member for the Financial Data Professional Institute and a lecturer for Machine Learning at the CQF Institute.
Head of ALM Quantitative Development, Barclays Investment Bank
Daniel Rosengarten: Head of ALM Quantitative Development, Barclays Investment Bank
Daniel Rosengarten is the Head of ALM Quantitative Development at Barclays Investment Bank. Daniel’s previous career history includes time at Morgan Stanley as an ED – Global Quantitative and Structured Solutions Technology, and Citigroup as Global Structured Credit Derivatives IT.
Daniel holds an MBA gained from the University of Arizona, as well as an MIM from Thunderbird School of Global Management.
MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets
Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets
Managing Director, Global Head of Credit and Commodities Quantitative Analysis, Citi
Youssef Elouerkhaoui: Managing Director, Global Head of Credit and Commodities Quantitative Analysis, Citi
Youssed Elouerkhaoui is the global Head of Credit Quantitive Analysis at Citi. His group supports all aspects of modelling and product development across desks, thais includes: Flow Credit Trading, Correlation Trading, CDOs, Exotics and Emering Markets.
He also supports CVA, Funding and Regulatory Capital for Credit Markets. Prior to this, he was a Director in the Fixed Income Derivatives Quantitative Research Group at UBS, where he was in charge of developing and implementing models for the Structured Credit Desk. Before joining UBS, Youssef was a Quantitative Research Analyst at Credit Lyonnais supporting the Interest Rates Exotics business. He has also worked as a Senior Consultant in the Risk Analytics and Research Group at Ernst & Young. He is a graduate of Ecole Centrale Paris and he holds a PhD in Mathematics from Paris-Dauphine University.
David Jessop: Global Head of Quantitative Research, UBS Investment Bank
Until recently David Jessop was the Global Head of Equities Quantitative Research at UBS. His areas of research include portfolio analysis and construction, style analysis and risk modelling. He also helps clients understand, use and implement the quantitative tools available from UBS. David joined UBS in 2002. Prior to this, he spent seven years at Citigroup as Head of Global Quantitative Marketing. Before moving to the sell side he spent six years at Morgan Grenfell Asset Management, where he managed index funds, asset allocation funds and also an option overwriting fund.
David graduated from Trinity College, Cambridge with an MA in Mathematics.
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.
Senior AI Engineer, Graphcore
Alexander Tsyplikhin: Senior AI Engineer, Graphcore
Alexander Tsyplikhin is a Senior AI Engineer at Graphcore. Qualified to PhD level in Speech Biometrics, Alexander has worked in the field of machine learning for 19 years. He is passionate about leveraging technology and innovation to improve lives and generate results for businesses. At Graphcore, Alexander is focused on AI use cases in industry, using his expertise in machine intelligence to help drive customer success.
Partner, Head of Quant, Sarasin & Partners
Andrea Nardon: Partner, Head of Quant, Sarasin & Partners
Andrea has just under 20 years of experience as a Quantitative Analyst, and joined Sarasin & Partners in 2006 to manage and develop the systematic franchise. He is passionate about quantitative research and is currently leading a variety of projects related to factor investing, artificial intelligence and market structures.
Prior to joining Sarasin & Partners, Andrea worked as a portfolio manager for Deka Investment in Frankfurt, and before that as a quantitative analyst for Commerzbank. He holds a degree in Economics from the University of Venice, and upon graduation spent a year in the Department of Mathematics to study the application of neural networks and fuzzy logic to equity time series. Andrea codes in multiple languages and uses MATLAB extensively.
Vice President, Morgan Stanley
Harsh Prasad: Vice President, Morgan Stanley
Harsh currently works with Morgan Stanley in Quant Analytics Group. He started his career as a programmer focussed on developing data driven algos in the areas of speech recognition, image processing and bioinformatics. He then moved to financial risk management and over the last 12 years has worked in various roles through the life cycle of models. In these roles, he has been continuously enthusiastic to applying machine learning in problems related to behavioural assumptions, data quality, recommender systems, model benchmarking and text analytics. His current role requires him reviewing all Machine Learning models used by the firm and providing direction to shaping AIML governance framework and strategy. He is also a visiting lecturer with universities and training institutions.
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).
Head of SAF Analytics, NatWest Markets
Priti Sinha: Head of SAF Analytics, NatWest Markets
Dr Priti Sinha is a PhD in Pure Mathematics and Theoretical Computer Science. She has over 12 years’ experience as a Fixed Income and Hybrids Quant at NatWest Markets. Over the years, she has developed several models for these divisions and she now heads the SAF Analytics team at NWM. Priti is responsible for core analytics, the curves and algorithms used in pricing, hedging and risk management across all asset classes in NWM.
Automation is her big focus; she and her team are engaged in a range of automation initiatives across the Bank. She is making Quant skills available beyond the traditional trading floor, to other non-trading sections of the bank.
Outside her work Priti enjoys spending time with her 6 year old twins and brainstorming with her husband, who is a founder of an IOT & Tech start-up.
Trading Strategist, Bank of America Merrill Lynch
Georgios Papaioannou: Trading Strategist, Bank of America Merrill Lynch
George Papaioannou, is a VP Trading Strategist within the Scientific Implementation Group of Bank of America Merrill Lynch. A Global quantitative team employing systematic, quantitative and scientifically informed methodologies around execution, portfolio management, and risk management, with emphasis on development of client solutions. George joined BAML in May 2018, following 12 years in energy major Shell, where he worked on a variety of functions. His latest role was in a team of computational science specialists, advising on machine learning, data, cloud, and high performance computing projects. He has previously worked in production operations, oil and gas forecasting, production optimization, reservoir management, development and project execution, for offshore fields in Brunei. The first 5 years of his industry career he worked in R&D as a scientific software developer focusing on scalable solvers and high performance computing. George holds a PhD in Computational Fluid Mechanics from the Massachusetts Institute of Technology, where he also completed two MSc degrees and worked as a post-doctoral associate for a year. He has authored academic articles and acted as referee for several scientific journals.
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.
Head of AI, Financial Services Advisory, Deloitte
Alexander Denev: Head of AI, Financial Services Advisory, Deloitte
Alexander has more than 15 years of experience in finance, financial modelling and machine learning and he is currently Head of AI – Financial Services Advisory in Deloitte. Prior to joining Deloitte, he led the Quantitative Research & Advanced Analytics at IHS Markit where he created and maintained a center of excellence.
He has written several papers and two books on topics ranging from stress testing and scenario analysis to asset allocation. He has provided thought leadership engagements for conferences, journals and global forums. He also worked as a senior advisor to Risk Dynamics, an arm of McKinsey & Company. Previously he was Director of Risk Models at the Royal Bank of Scotland, where his responsibilities included development of the stress testing methodologies and credit models, and a Fixed Income Structurer for a front office desk. He has also held roles at the European Investment Bank and the European Investment Fund and has participated in the engineering of both the European Financial Stability Facility and the European Stability Mechanism.
Alexander Denev attained his Master of Science degree in Physics with a focus on Artificial Intelligence from the University of Rome, Italy, and he holds a degree in Mathematical Finance from the University of Oxford, UK, where he continues as a visiting lecturer.
Andrés Berenguer Alonso:
Market Risk Director, Derivative Valuations Area, Santander
Andrés Berenguer Alonso: Market Risk Director, Derivative Valuations Area, Santander
Andrés Berenguer is currently team director within the derivative valuations area of the Market Risk department in Banco Santander. Since 2009 he has been working on derivative valuations including besides other things, advising on the pricing models of exotic trades, XVA calculation or interest rate curves modelling (basis spreads, collateral, OIS discounting,…). Before working in banking, his experience was in Space and Communications Engineering. He hold a M.Eng. (Laurea) in Telecommunications Engineering from the Miguel Hernández University of Elche, a MBA from the University of Valencia, a M.Sc. in Technologies, Systems and Communications Networks Engineering from the Polytechnic University of Valencia and he is currently working on his PhD in Telecommunications Engineering from the Miguel Hernández University of Elche.
Quantitative Analyst at ABN AMRO CLEARING Bank
Thiyagu Dhandapani: Quantitative Analyst at ABN AMRO CLEARING Bank
I am a Senior Quantitative Analyst at ABN AMRO CLEARING Bank, and have been developing financial risk models since 2013. ABN AMRO Clearing Bank is recognised as a leading provider for integrated solutions in the domain of execution, clearing, custody, financing and risk management across asset classes, on a wide range of markets globally. Part of ABN AMRO Group, ABN AMRO Clearing has 11 offices globally employing more than 800 staff. ABN AMRO Clearing services clients on 160+ exchanges, MTFs, dark pools and FX liquidity centres and consistently ranks as a top 3 clearer in most time zones. I am currently employing machine learning to do volatility prediction, liquidity forecast and anomaly detection in input data.
I have done my Bachelor’s in Electronics and Communication Engineering and Master’s in Quantitative Finance at Duisenberg school of finance / Vrije Universiteit.
Founder & CEO, MoCaX Intelligence
Ignacio Ruiz: Founder & CEO, MoCaX Intelligence
Ignacio Ruiz has been the head strategist for Counterparty Credit Risk, exposure measurement, for Credit Suisse, as well as the Head of Risk Methodology, equities, for BNP Paribas. In 2010, Ignacio set up iRuiz Consulting as an independent advisory business in this field. In 2014, Ignacio founded iRuiz Technologies to develop and commercialise MoCaX Intelligence.
He holds a PhD in nano-physics from Cambridge University.
Head of Quant Team, Algebris Investments
Gianluca Lobefalo: Head of Quant Team, Algebris Investments
Gianluca joined Algebris in 2018 as Head of Quant. In 2008 he co-funded QW Capital LLP, a London-based independent asset manager where he developed proprietary algorithms and a quant equity market neutral strategy.
Prior to launching his own venture, Gianluca was an Executive Director at Morgan Stanley International, where he worked in the in Interest Rate Derivatives department and, before that he worked as a fixed income analyst/ PM at Schroder Investment Management. He started his career in 1997 as FX analyst at JP Morgan.
Gianluca holds a degree in Economics from Università Commerciale Luigi Bocconi and a MSc in Economics from Université Catholique de Louvain à Louvain-La-Neuve, Belgium. He sits on the Advisory Board of the 14-10 Club at the Royal Institution of Great Britain and is a regular speaker at several post graduate degrees in the UK (Oxford) and in Italy. Italian national, Gianluca is fluent in English, French, Spanish and Portuguese.
Partner, Quaternion Risk Management
Jörg Kienitz: Partner, Quaternion Risk Management
Jörg Kienitz is a partner at Quaternion Risk Management and owner of the Finciraptor website (finciraptor.de). He is primarily involved in consulting on the development, implementation and validation of models. Jörg lectures at the University of Wuppertal as an Assistant Professor and is an Adjunct Associate Professor at UCT. He has addressed major conferences including Quant Minds and WBS Quant Conference. Jörg has authored four books “Monte Carlo Object Oriented Frameworks in C++” (with Daniel J. Duffy), “Financial Modelling” (with Daniel Wetterau), “Interest Rate Derivatives Explained I” and “Interest Rate Derivatives Explained II” (with Peter Caspers).
His SSRN author page is https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=744396″
Head of Fair Value Policy, Intesa Sanpaolo
Marco Bianchetti: Head of Fair Value Policy, Intesa Sanpaolo
Marco Bianchetti joined the Market Risk Management area of Intesa Marco joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2008. His work covers pricing and risk management of financial instruments across all asset classes, with a focus on new products development, model validation, model risk management, interest rate modelling, funding and counterparty risk, fair and prudent valuation, applications of Quasi Monte Carlo in finance. He is in charge of the global Fair Value Policy of Intesa Sanpaolo group since Nov. 2015. Previously he worked for 8 years in the front office Financial Engineering area of Banca Caboto (now Banca IMI), developing pricing models and applications for interest rate and inflation trading desks. He is adjunct professor of Interest Rate Models at University of Bologna since 2015, and a frequent speaker at international conferences and trainings in quantitative finance. He holds a M.Sc. in theoretical nuclear physics and a Ph.D. in theoretical condensed matter physics.
Saeed Amen: Founder: Cuemacro
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.
Quant and Data Science Research, Bloomberg LP – Adjunct Professor, NYU Courant
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.
Senior Consultant, Quaternion Risk Management
Nikolai Nowaczyk: Senior Consultant, Quaternion Risk Management
Quant Risk Analyst, Fair Value Policy Office, Intesa Sanpaolo
Marco Scaringi: Quant Risk Analyst, Fair Value Policy Office, Intesa Sanpaolo
Marco Scaringi joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2017 as quantitative analyst in the Fair Value Policy Office. His work focuses on interest rate models, XVAs, financial bubble analysis and portfolio optimization.
He holds a M.Sc. in theoretical physics from University of Milan, with a thesis on advanced statistical mechanics techniques applied to the description and detection of financial bubbles through optimization heuristics. He also holds a post lauream degree Executive Course of Quantitative Finance from MIP, Graduate School of Business, Polytechnic of Milan, with a thesis concerning interest rate and XVAs modelling.