World Business StrategiesServing the Global Financial Community since 2000

The 2nd Quantitative Finance Conference Spring Edition

We are delighted to announce that in May 2023 we are once again hosting the 2nd running of our new exciting two streamed event, the Quantitative Finance Conference, Spring Edition in-person in London.

Main Conference Topics:

  • Volatility, Pricing & Hedging
  • Latest Modelling Techniques
  • Machine Learning & Deep Learning
  • ESG
  • Alt Data & Decentralized Finance (DeFi)
  • Risk & Regulations

Workshop Day: Wednesday 17th May:

Advanced Topics in Autoencoders and Autoencoder Market Models (AEMM).: 13.30 – 17.30

The workshop day is complimentary to all conference attendees, numbers limited so first come first served.


Alexander Sokol:

Executive Chairman and Head of Quant Research, CompatibL

Alexander Sokol: Executive Chairman and Head of Quant Research, CompatibL

Alexander Sokol is the founder, Executive Chairman, and Head of Quant Research at CompatibL, a trading and risk technology company. He is also the co-founder of Numerix, where he served as CTO from 1996 to 2003, and the co-founder of Duality Group, where he served as CTO from 2017 to 2020.

Alexander won the Quant of the Year Award in 2018 together with Leif Andersen and Michael Pykhtin, for their joint work revealing the true scale of the settlement gap risk that remains even in the presence of initial margin. Alexander’s other notable research contributions include systemic wrong-way risk (with Michael Pykhtin, Risk Magazine), joint measure models, and the local price of risk (with John Hull and Alan White, Risk Magazine), and mean reversion skew (Risk Books, 2014).

Alexander earned his BA from the Moscow Institute of Physics and Technology at the age of 18, and a PhD from the L. D. Landau Institute for Theoretical Physics at the age of 22. He was the winner of the USSR Academy of Sciences Medal for Best Student Research of the Year in 1988.

  • Discount Structure
  • Special Offer
    When two colleagues attend the 3rd goes free!

  • 70% Academic Discount
    (FULL-TIME Students Only)

Event Email Reminder