Mante ZB: Quantitative Research Executive Director, JPMorganChase

I am a quantitative researcher at JPMorganChase, specializing in counterparty credit exposure models for valuation, risk management, and capital allocation. Since joining the firm in 2014, I have held various finance roles within the commodities and rates businesses, gaining extensive experience in counterparty credit risk management.

In 2021, I transitioned to the Quantitative Research team after earning an MSc in Data Science from University College London. I am currently pursuing a PhD in Bayesian Statistical Modelling with a focus on financial applications. In 2023, I relocated to New York to further my career in quantitative research.

As an active member of the QR Diversity, Equity, and Inclusion Council, I am dedicated to promoting inclusive recruitment practices and talent retention initiatives.

Kathryn Zhao: Global Head of Electronic Trading, Cantor Fitzgerald

Kathryn Zhao is the Global Head of Electronic Trading at Cantor Fitzgerald. She has successfully rolled out the algorithmic trading suite (the Precision Algo Platform) cross asset classes, including equity, foreign exchange and fixed income. Now it is expanding into cryptocurrencies.

Kathryn joined Cantor Fitzgerald from JPMorgan where she was the Global Head of Algorithmic Quantitative Research. She started at JPMorgan as the Head of Linear Quantitative Research in Asia where she spent about five years before relocating to New York to take on the role as Global Head of Algorithmic Quantitative Research. She was leading quantitative research efforts for Electronic Trading, Delta-One, ETF Market Making, Automated Market Making, Cash, Central Risk Book, as well as Block Trading.

Prior to JPMorgan, Kathryn worked at Deutsche Bank, based in Hong Kong, where she started as a portfolio trader before she took over the Electronic Trading team for APAC. Her portfolio trading experience, deep knowledge in Asian markets microstructure as well as her strong quantitative background builds a unique and strong foundation for her electronic trading career.

Strong research professional graduated from Cornell University, Kathryn is an experienced quant with a demonstrated history in the financial services industry, skilled in Electronic Trading across Asset Classes, Market Microstructure, Data Analysis and Portfolio Management.

Kathryn graduated from Cornell University and Purdue University with double degrees in Statistics and Finance.

Christina Qi: CEO, Databento

Christina Qi is the CEO of Databento, an institutional market data provider. She formerly founded Domeyard LP, a hedge fund focused on high frequency trading (HFT) that traded up to $7.1 billion USD per day. Failing to earn a job offer after a Wall Street internship, Christina started Domeyard from her dorm room with $1000 in savings, in 2012. Her fund was a tiny minnow amongst the tigers of the hedge fund world, but after Michael Lewis’s Flash Boys came out in 2014 and HFT firms hid from the spotlight, Domeyard accidentally found itself in the center of the ring. Over the next decade, her company’s story was featured on the front page of Forbes and Nikkei, and quoted in the Wall Street Journal, Bloomberg, CNN, NBC, and the Financial Times as a result of the controversy and fascination with HFT. By a series of accidents, Christina became a voice in her industry, contributing to the World Economic Forum’s research on AI in finance, guest lecturing at dozens of universities, and teaching Domeyard’s case study at Harvard Business School. She is grateful to be able to open up about her mistakes, and to help people turn failures into opportunities. After a decade, Domeyard winded down gracefully after facing increased headwinds to its strategies, scalability, and operational resources.

No amount of therapy has quashed Christina’s impostor syndrome, but she will always be proud of her non-profit volunteer work. Christina is a member of the MIT Corporation Development Committee, a standing committee of the MIT Corporation (the board of trustees), charged with raising critical financial resources to uphold the Institute’s academic rigor, promote student life, and advance global initiatives. From 2018 to 2023, she co-chaired the Development Committee and eventually became Co-Chair of the Board of Invest in Girls, bringing financial literacy education to underserved populations across the US. Christina also sits on the Board of Directors of The Financial Executives Alliance (FEA) Hedge Fund Group, drove entrepreneurship efforts at the MIT Sloan Boston Alumni Association (MIT SBAA), and served on the U.S. Non-Profit Boards Committee of 100 Women in Finance. Although “X Under X” lists are a gimmick, she’ll admit that Forbes 30 Under 30 made a positive impact on her life by giving her a community – friends who dragged her out of bed during the lowest days of her life. Christina holds a Bachelor of Science in Management Science from MIT and is a CAIA Charterholder.

Ioana Boier: Senior Principal Solutions Architect, NVIDIA

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.

Irene Aldridge: CEO and Founder, AbleBlox and AbleMarkets

Irene Aldridge is CEO of AbleMarkets and Able Blox, as well as Adjunct Professor at Cornell University Operations Research and Information Engineering Department, Cornell Financial Engineering Manhattan (CFEM) program. Irene separately teaches at Cambridge University Master in Finance program. To date, Aldridge started 6 companies, and has previously successfully brought to market 2 platforms, Able Alpha and Able Markets, both in the Financial Services space. Aldridge holds a BE in Electrical Engineering from Cooper Union (NYC), M.S. in Financial Engineering, MBA from INSEAD (France) and has studied in two PhD programs: Industrial Engineering and Operations Research and Finance. She is a noted researcher, having authored or co-authored six books (all published by Wiley), including Real-Time Risk (2017, with Steve Krawciw, Wiley, ISBN: 9781119318965), High-Frequency Trading (2nd ed., 2013, Wiley, ISBN: 9781118343500) and multiple research articles. Over the years, Irene has held various senior positions in most aspects of financial services, beginning with back office with large scale integration of financial systems and mission-critical security implementations, through system architecture for distributed web-secure applications, through risk management where she ran quantitative teams, through front office and trading, where she developed and built out cutting-edge quantitative financial tools for designing, trading and marketing of financial products.

Irene’s most recent publications include: “Synthetic KYC: Detecting Irregularities and Money Laundering on Blockchains” (patent pending, presented at Columbia Math Finance Seminar, Economic and Computation Conference 2024 (poster), INFORMS Security 2024, University of Florida Blockchain conference), “The AI Revolution: From Linear Regression to ChatGPT and Beyond and How It All Connects to Finance” (2023, Journal of Portfolio Management) and Big Data Science in Finance (2021, with Marco Avellaneda, Wiley, ISBN: 9781119602989).

Nancy Davis: CIO and Managing Partner, Quadratic Capital

Nancy Davis founded Quadratic Capital Management in 2013. Ms. Davis began her career at Goldman Sachs where she spent nearly ten years, the last seven at the proprietary trading group where she rose to become the Head of Credit, Derivatives and OTC Trading.

 

Prior to starting Quadratic, she served as a portfolio manager at Highbridge where she managed $500 million of capital in a derivatives-only portfolio. She later served in a senior executive role at AllianceBernstein.

 

Ms. Davis writes and speaks frequently about markets and investing. She has been published in Institutional Investor, Absolute Return and Financial News, and has contributed papers to two books. She has been interviewed by The Economist, The Wall Street Journal, The Financial Times, New York Magazine and Le Figaro. Ms. Davis has also appeared on CNBC, CNN, Reuters, Sina, Bloomberg and MSNBC.

Katrin Tinn: Associate Professor of Finance, Desautels Faculty of Management, McGill University

Katrin Tinn’s research focuses on theoretical modelling, technological innovation, financial economics, information economics. Her most recent work is on FinTech: the role of crowdfunding and distributed ledger technologies (blockchain) in raising external capital and facilitating learning about future demand, and on central bank digital currency design. Her research has been published in prominent journals, such as the American Economic Review, Management Science and Journal of Economic Theory. She has also written book chapters for editions focused on alternative finance, blockchain, and digital currencies (Palgrave-MacMillan, World Scientific Publishers, and VoxEU’s e-book series).

Prior joining McGill in 2019, she worked as an Assistant Professor of Finance at Imperial College Business School, London, and has been a member of the Centre for Global Finance and Technology, and the Imperial College multidisciplinary Fintech Network. She is a member of the Centre for Economic Policy Research (CEPR). In addition to academic positions, she has also worked in commercial banking and asset management, at the European Central Bank, the International Monetary Fund, and the European Bank for Reconstruction and Development. Katrin holds a MSc in Economics from University College London and a PhD in Economics from London School of Economics.