Bruno Dupire: Head of Quantitative Research, Bloomberg

Nicole Königstein: Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG

Nicole Königstein is a distinguished Data Scientist and Quantitative Researcher, currently working as Data Science and Technology Lead at impactvise, an ESG analytics company, and as Head of AI and Quantitative Research at Quantmate, an innovative FinTech startup focused on alternative data in predictive modeling. Alongside her roles in these organizations, she serves as an AI consultant across diverse industries, leading workshops and guiding companies from the conceptual stages of AI implementation through to final deployment.

As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at various universities. She is a regular speaker at renowned AI and Data Science conferences, where she conducts workshops and educational sessions. In addition, she is an influential voice in the data science community, regularly reviewing books in her field and offering her insights and critiques. Nicole is also the author of the well-received online course, “Math for Machine Learning.

Leif Andersen: Global Co-Head Of Quantitative Strategies Group, Bank of America

Leif B. G. Andersen is the Global Co-Head of The Quantitative Strategies & Data Group at Bank of America, and is an adjunct professor at NYU’s Courant Institute of Mathematical Sciences and at CMU’s Tepper School of Business. He holds MSc’s in Electrical and Mechanical Engineering from the Technical University of Denmark, an MBA from University of California at Berkeley, and a PhD in Finance from Aarhus Business School. He was the co-recipient of Risk Magazine’s 2001 and 2018 Quant of the Year Awards, and has worked for 30 years as a quantitative researcher in the global markets area. He has authored influential research papers and books in all areas of quantitative finance, and is an Associate Editor of Journal of Computational Finance and Mathematical Finance.

Artur Sepp: Head Quant, LGT Bank

Artur Sepp is the Global Head of Quantitative Analytics at LGT Bank in Zurich, where he leads a global quant team and architects the systematic investment platform for portfolio construction. He advances quantitative portfolio management through research, technology, and team development to deliver investment solutions aligned with LGT’s long-term perspective and pursuit of excellence. Named Risk Magazine’s Quant of the Year 2024, he brings over 20 years of experience spanning both the buy-side and sell-side. This cross-domain career has defined his research signature: solving applied problems by connecting ideas across asset classes and disciplines. He holds a PhD in Mathematical Statistics from the University of Tartu, with over 1,200 citations and an H-index of 18, with research spanning portfolio optimization, stochastic volatility, systematic strategies, machine learning, and blockchain/DeFi. His contributions include the ROSAA (Robust Optimization of Strategic and Active Asset Allocation) framework and the log-normal beta stochastic volatility model. He serves on the editorial board of The Journal of Computational Finance and co-develops open-source Python libraries for quantitative finance. Outside of finance, Artur is a dedicated Brazilian Jiu-Jitsu practitioner and purple belt holder, where the lessons from the mat – patience, adaptability, and problem-solving under pressure – carry over to his life.

Achintya Gopal: Quant AI/ML Lead, Millennium

Achintya Gopal is the Quant AI/ML Lead at Millennium, where he works on applying machine learning and AI to quantitative modeling in finance. Prior to that, he was a Machine Learning Quant Researcher at Bloomberg, working on a wide range of machine learning techniques for finance. His work includes developing foundation models for financial time series, generative modeling and factor modeling of equities with machine learning, causal inference, differential privacy, interpretability of LLMs, and developing novel models for uncertainty modeling using normalizing flows and novel methods to evaluate statistical models with model uncertainty.

Matthias Arnsdorf, Managing Director,  JPMorgan

Global Head of Counterparty Credit, Market Risk & Treasury Modelling

Matthias Arnsdorf leads the Counterparty Credit, Market Risk & Markets Treasury Quant teams at JPMorgan. He is responsible for the development of J.P. Morgan’s suite of XVA, VaR, margin & balance sheet models which are used for valuation, risk management as well as credit, market & liquidity risk capital.

Matthias started his career in finance in 2002 working in credit derivatives quant research. Prior to this he spent two years as a post-doctoral researcher at the Niels Bohr Institute in Copenhagen. Matthias holds a PhD in Quantum Gravity from Imperial College London.

Blanka Horvath: Associate Professor in Mathematical and Computational Finance, University of Oxford and Researcher, The Alan Turing Institute

Blanka research interests are in the area of Stochastic Analysis and Mathematical Finance.

Including asymptotic and numerical methods for option pricing, smile asymptotics for local- and stochastic volatility models (the SABR model and fractional volatility models in particular), Laplace methods on Wiener space and heat kernel expansions.

Blanka completed her PhD in Financial Mathematics at ETHZürich with Josef Teichmann and Johannes Muhle-Karbe. She holds a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.

Alexander Sokol: 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 a co-founder of Numerix, where he served as CTO from 1996 to 2003.

Alexander won the 2018 Quant of the Year Award together with Leif Andersen and Michael Pykhtin for their joint work revealing the true scale of the settlement gap risk that remains in the presence of initial margin. Alexander’s other notable research contributions include systemic wrong-way risk (with Michael Pykhtin), joint measure models and the local price of risk (with John Hull and Alan White), the use of autoencoder manifolds for interest rate modelling (with Andrei Lyashenko and Fabio Mercurio), and the mean reversion skew.

Alexander graduated from high school at the age of 14 and earned 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.

Hans Buehler: Co-CEO XTX, Visiting Researcher, University of Oxford

Julien Guyon: Professor, ENPC, Institut Polytechnique de Paris & Visiting Associate Professor, NYU Tandon

Julien is a former senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York. He is also an adjunct professor in the Department of Mathematics at Columbia University and at the Courant Institute of Mathematical Sciences, NYU. Before joining Bloomberg, Julien worked in the Global Markets Quantitative Research team at Societe Generale in Paris for six years (2006-2012), and was an adjunct professor at Universite Paris 7 and Ecole des ponts. He co-authored the book Nonlinear Option Pricing (Chapman & Hall, CRC Financial Mathematics Series, 2014) with Pierre Henry-Labordere. His main research interests include nonlinear option pricing, volatility and correlation modeling, and numerical probabilistic methods. Julien holds a Ph.D. in Probability Theory and Statistics from Ecole des ponts. He graduated from Ecole Polytechnique (Paris), Universite Paris 6, and Ecole des ponts. A big football fan, Julien has also developed a strong interest in sports analytics, and has published several articles on the FIFA World Cup, the UEFA Champions League, and the UEFA Euro in top-tier newspapers such as The New York Times, Le Monde, and El Pais, including a new, fairer draw method for the FIFA World Cup.

Alexei Kondratyev: Head of Risk at SW7 Group and Visiting Professor: Imperial College London

Alexei Kondratyev is Head of Risk at SW7 Group and previously the Quantitative Research and Development Lead at Abu Dhabi Investment Authority (ADIA). He has also 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.

Youssef Elouerkhaoui: Managing Director, Global Head of Markets 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.

Peter Jaeckel: Independent Financial Mathematics and Analytics Consultant, OTC Analytics

Peter Jäckel received his DPhil from Oxford University in 1995. In 1997, he moved into quantitative analysis and financial modelling when he joined Nikko Securities. Following that he worked as a quantitative analyst at NatWest, Commerzbank Securities, ABN AMRO, and now VTB Capital where he is the Deputy Head of Quantitative Research. Peter is the author of “Monte Carlo Methods in Finance” published by John Wiley & Sons. Some of his publications can be found at WWW.JAECKEL.ORG.

Andrei Lyashenko: Head of Market Risk and Pricing Models, Quantitative Risk Management (QRM), Inc.

Andrei Lyashenko is the head of Market Risk and Pricing Models at the Quantitative Risk Management (QRM), Inc. in Chicago.  His team is responsible for research, implementation and support of pricing and risk models across multiple asset classes.  In November 2019, he was awarded the prestigious Quant of the Year award, jointly with Fabio Mercurio from Bloomberg, L.P., for their Risk Magazine paper on modeling backward-looking rates.

Andrei is also adjunct professor at the Illinois Institute of Technology.  Before joining the QRM in 1997, Andrei was on the mathematical faculty at the University of Illinois at Chicago and Iowa State University.  Prior to coming to the US, he conducted academic research in applied math in Russia, Japan and Italy and published numerous research papers in the area of fluid stability in major mathematical journals.  He holds a BSc in Mathematics from the Novosibirsk State University, Russia and a PhD in Mathematics from the Russian Academy of Science.

Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets

Eduardo Epperlein has 30 years’ experience in the financial industry. Prior to joining Nomura, Eduardo held various roles in risk methodology at Citigroup, including model validation. Eduardo holds a PhD in Plasma Physics from Imperial College, London, and spent 10 years as a research scientist prior to joining the financial industry.

Dmitri Goloubentsev: CTO, Head of Automatic Adjoint Differentiation, Matlogica

Dmitri has 15 years of combined experience in model development working on C++ quant libraries. He worked as a Senior Quant Analyst in interest rate derivatives and played a leading role in delivering XVA solution at a major Canadian bank. Prior to focusing on AAD, he was responsible for construction of SIMM/MVA model. Dmitri earned his degree in Maths and Applied Maths from the Moscow State University.

Christopher Kantos: Managing Director and Head of Quantitative Research, Alexandria Technology

Mr. Christopher Kantos is a Managing Director and Head of Quantitative Research at Alexandria Technology. In this role, he focuses on maintaining and growing new business in EMEA, and exploring ways in which natural language processing and machine learning can be applied in the financial domain. Prior, he spent 15 years working in financial risk at Northfield Information Services as a Director and Senior Equity Risk Analyst. Mr. Kantos earned a BS in computer engineering from Tufts University.

Andrey Chirikhin: Senior Credit Quant, Senior Credit Quant at SchonfeldSchonfeld

During the 30-year career in Finance, including 25 years as a quant, Andrey Chirikhin held a variety of front office QA positions in flow and structured credit, credit hybrid and XVA QA at Dresdner Kleinwort (now Commerzbank), HSBC, Goldman Sachs, Royal Bank of Scotland and Barclays.  He also spent 4.5 years on the buyside, as Head of Risk/Head of QA at LetterOne Treasury Services, a $18bn private investment vehicle, and 1.5 years as a financial risk consultant for PwC and Deloitte.

Antoine Savine: Managing Director, Global Head of Rates Quant Analytics, Barclays

Antoine Savine earned IAQF’s 2025 Innovation Award for decades of deploying and promoting innovation in quantitative finance.

Antoine Savine leads rates quants at Barclays.

In the years 2023-2025, he led macro-analytics at HRT. In the previous decade, he served as chief quantitative analyst at Danske Bank’s Superfly Analytics and adjunct professor of mathematical finance at Copenhagen University. He wrote the book on adjoint differentiation (AAD) with Wiley (Modern Computational Finance, 2018), co-created differential machine learning with Brian Huge, and delivered multiple influential publications and conference talks.

Antoine was previously global head of fixed-income quantitative research at BNP-Paribas and also made noticeable contributions in volatility modeling, Monte-Carlo simulation and derivatives system design / cashflow scripting.

He holds a PhD in mathematical finance from Copenhagen University and a Masters (DEA) of mathematical finance from Paris-Jussieu.

Ignacio Ruiz: Founder, MoCaX Intelligence

Ignacio Ruiz has been the Head of Counterparty Credit Risk Measurement and Analytics, Scotiabank, 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.

Ignacio has several publications in the space of quantitative risk management and pricing. He has also published a comprehensive guide to the subject of XVA Desks and Risk Management.

He holds a PhD in nano-physics from Cambridge University.

Jörg Kienitz: Quant Finance and Machine Learning, Adjunct Prof (UCT), Assistant Prof (BUW), Naturfotograf

Jörg Kienitz is Director of Quantitative Methods, Olaf Dreyer and Ken Lichtner are Principle Consultants for Quantitative Methods at mrig – a Frankfurt based consultancy firm specialized on Quantitative Finance. Before joining mrig all three worked for different consultancy companies, banks or financial infrastructure providers. They cumulate decades of experience in the financial markets sector and are active in the academic research as well.

Marco Bianchetti: Head of Market Risk Methodologies, Intesa Sanpaolo

Marco holds a M.Sc. in theoretical nuclear physics (1995) and a Ph.D. in theoretical condensed matter physics (2000) from Università degli Studi di Milano. In 2000 he joined the Financial Engineering team of Banca Caboto (now IMI CIB Division of Intesa Sanpaolo), developing pricing models and applications for trading desks. In 2008 he moved to the Financial and Market Risk Management area of Intesa Sanpaolo. In 2015 he was appointed head of Fair Value Policy, developing the global fair/prudent/IPV policies and the valuation risk management framework of Intesa Sanpaolo Group. In 2021 he was appointed head of IMA Market Risk, in charge of regulatory market risk models and RWAs under Basel 2.5 and FRTB. Since Sept. 2024 he is head of Market and Counterparty Risk IMA Methodologies for Intesa Sanpaolo Group.

His work covers pricing and risk management of financial instruments, market risk, valuation risk, interest rates, XVAs, quasi-Monte Carlo, financial bubbles and portfolio optimization. He is the author of a few research papers, adjunct professor at Università di Bologna (2015-present) and at Università di Torino (2018-2023), member of Conference/Ph.D/Master Advisory Boards, and a frequent speaker at international conferences.

See also the LinkedIn profile.

Nikolai Nowaczyk: Quantitative Analytics, Director, NatWest Group

Julien Hok: Head Quantitative Analyst, Investec Bank

Julien Hok holds a PhD in Financial Mathematics from École Polytechnique, France. He began his career as a quantitative analyst in equity derivatives at Santander in London, where he spent six years. He then joined Citi in London, focusing on interest rate products for two years.

Julien later moved to Crédit Agricole CIB, working as a quantitative analyst on the hybrid derivatives desk for four years. He subsequently joined Investec Bank in London as an equity quantitative analyst, before being promoted to manager with responsibilities across both Equity and FX Derivatives, a role he held for three years. He is currently Head of Quantitative Analyst at Investec Bank, leading the quant team and supporting model development and trading across multiple asset classes.

Sergei Kucherenko: Senior Research Fellow, Imperial College

Sergei Kucherenko earned his MSc and PhD in applied mathematical physics from the Moscow Engineering Physics Institute in Russia. He has held several research and academic positions at universities across Russia, the United States, the UK, and Italy. Additionally, he has experience working in investment banking. Currently, he is a Senior Research Fellow at Imperial College London. He is also affiliated with BRODA Ltd., specialising in the application of Monte Carlo and Quasi-Monte Carlo methods, along with other advanced numerical techniques, in quantitative finance.

Maurizio Garro: CFO and Head of Business Development, My Alpha investment FZCO

Maurizio Garro works as a CFO and Head of Business Development at My Alpha investment FZCO. Previusly he was the senior Lead BA for the IBOR Transition programme at Lloyds Banking Group, where he lead the delivery of the changes required for models, curves and products for the transition to the alternative risk-free rates for the Front and Back book. His background is in quantitative risk management, Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing.

He has a long-standing experience as an internal auditor, consultant and banker in model risk management and previously worked in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and the U.K. for over 15 years.

Maurizio is a  frequent speaker on various topics in risk management, a member of the Institute of Internal Auditor and the Director of the Global Association of Risk Professional (GARP) London Chapter.

Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management (FRM) from GARP.

Olaf Dreyer: Principle Consultants for Quantitative Methods, m|rig GmbH

Jörg Kienitz is Director of Quantitative Methods, Olaf Dreyer and Ken Lichtner are Principle Consultants for Quantitative Methods at mrig – a Frankfurt based consultancy firm specialized on Quantitative Finance. Before joining mrig all three worked for different consultancy companies, banks or financial infrastructure providers. They cumulate decades of experience in the financial markets sector and are active in the academic research as well.

Nicola Zaugg: Quantitative Researcher, LGT Private Banking

Nicola Zaugg is a quantitative researcher in fixed income and derivatives at LGT Private Banking in Zurich. Alongside his industry role, he conducts academic research in financial mathematics in collaboration with Utrecht University in the Netherlands, contributing to research on derivatives pricing and volatility modeling. Prior to joining LGT, Nicola worked as a quantitative researcher at Rabobank in the Netherlands and at swissQuant in Zurich, Switzerland.

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.

Saeed Amen: Turnleaf Analytics / Cuemacro / Visiting Lecturer at QMUL

Maria Makarova: Vice President Quantitative Analyst, BNP Paribas

Maria Makarova has been a Risk Methodology Quantitative Analyst at BNP Paribas since 2018. She splits her time between performing research of interest rate modelling, and delivering improvements to the Market and Counterparty Risk methodologies. Maria has previously worked for Barclays, developing Market Risk models and helping to adapt the bank’s framework to FRTB requirements. Before starting her career in Financial Markets, she has briefly worked as a managements consultant with McKinsey. Maria holds a Master degree in Applied Maths from Moscow Institute of Physics and Technology.

Sébastien Valeyre: Portfolio Manager, Machina Capital

Sébastien Valeyre is the portfolio manager of Machina Capital’s systematic futures strategy, Machina Electron. Machina Capital is a Paris-based investment firm, founded by seasoned equity derivatives traders and quantitative researchers. The firm specializes in mid-frequency systematic strategies for equities and futures, aiming to generate absolute and uncorrelated returns.

Prior to joining Machina Capital, Sébastien was a partner at John Locke Investments, where he launched a statistical arbitrage fund, the John Locke Equity Market Neutral Fund. Sébastien successfully managed this equity strategy while also contributing research to the firm’s systematic CTA strategy. Before that, Sébastien was head of research at BPHI Capital, which employed a blended fundamental and quantitative approach. Sébastien began his career at France’s Authority of Nuclear Safety and Atomic Energy Commission.

Sébastien holds a PhD in Economics from Sorbonne Paris Cité University, a Master of Science from Imperial College, a Master of Science in Finance from Dauphine University, and a Master of Science in Physics from École Supérieure de Physique et Chimie Industrielles de Paris (ESPCI).

Founder/CEO: Quosentia

Fabrice Deschâtres: Founder and CEO, Volptima

Fabrice Deschâtres is the founder and CEO of Volptima, a Swiss fintech company commercialising Convex Volatility Interpolation (CVI), a high-performance, arbitrage-free volatility surface fitting methodology published in Risk.net’s Cutting Edge section in February 2026. Before founding Volptima, Fabrice held quantitative roles in derivatives pricing at Goldman Sachs, Millennium and Flow Traders. He is a graduate of the École Normale Supérieure (Ulm).

Ken Lichtner: Principle Consultants for Quantitative Methods, m|rig GmbH

Jörg Kienitz is Director of Quantitative Methods, Olaf Dreyer and Ken Lichtner are Principle Consultants for Quantitative Methods at mrig – a Frankfurt based consultancy firm specialized on Quantitative Finance. Before joining mrig all three worked for different consultancy companies, banks or financial infrastructure providers. They cumulate decades of experience in the financial markets sector and are active in the academic research as well.

Harsh Prasad: Principal & CEO, Qxplain

Harsh is the CEO of Qxplain, where he is working to help clients in the financial institutions develop and adopt more trustworthy AI models.  He specializes in model risk management, AI/ML applications in finance, and GenAI product development. Prior to starting Qxplain, Harsh has over 20 years of experience in model development and validation where he led groundbreaking work in applying machine learning to the financial services industry. He has worked with Morgan Stanley, Nomura, EY and provided consultancy to GE Capital, Mubadala, Citi, BNP Paribas, London Stock Exchange Group and several other banks, funds, asset managers and family offices. He has taught at various universities, is the chair of CQF industry working group for data science and machine learning and conducts advanced trainings for machine learning in finance. He is an active researcher, thought leader and contributor in shaping the industry and regulatory best practice of model risk management for AI/ML models.

Dorinel Bastide: Senior Quantitative Analyst, BNP Paribas

Dorinel Bastide is a 20-year experienced senior quantitative researcher in risk management at BNP Paribas, covering clearing, systemic, operational, market, credit and climate modelling risks for XVAs, Reserves, Stress Test, ICAAP & IFRS9 metrics. He is a also member of BNP Paribas Risk Model Fundamentals and Research Lab. Dorinel is the coordinator for BNP Paribas of the research Chair Stress Test with Applied Mathematics Lab of French Ecole Polytechnique since 2018, responsible for organizing research events, designing and mentoring PhD projects in applied mathematics. He is a lecturer at French École Polytechnique within the MSc&T Data Science and AI for Business track. Dorinel holds a PhD in Applied Mathematics from University Paris-Saclay.

Kaizhen Tan: Quant Researcher Alexandria Technology, Inc.

Evgeny Lakshtanov: Traded Risk Model Validation Validator, Standard Chartered

Evgeny spent many years in academia working on mathematical research and Electric Impedance Tomography. In 2018 Evgeny joined Dmitry Goloubentsev to co-found Matlogica where he focused on AAD and a new paradigm for programming and parallel computations. In 2022 he left academia to work on Traded Risk Model Validation at Standard Chartered Bank.

Mariano Zeron: Head of Intelligence, Cognext