Quant Summit Europe is giving financial institutions and academics an exclusive opportunity to showcase your original papers for presentation. We have set aside a limited number of conference sessions for which we are inviting a select number of participants to submit original papers for presentation.

Papers will be short-listed by our independently commissioned advisory board and the technical editors of Risk.net where approval is based on relevance and technical innovation.

For more information or to submit your paper please contact: [email protected]

The Advisory Board 


  • Joe Bonnaud, Global Head of Global Markets Quantitative Research, Data and AI labs, ‎BNP PARIBAS 
  • Damiano Brigo, Chair of Mathematical Finance and co-Head of the MF Research Group and Stochastic Analysis Group, Department of Mathematics, IMPERIAL COLLEGE LONDON 
  • Mauro Cesa, Quant Finance Editor, RISK.NET
  • Rama Cont, Professor of Mathematics & Chair of Mathematical Finance, Department of Mathematics, IMPERIAL COLLEGE LONDON 
  • Eduardo Epperlein, Managing Director, Global Head of Risk Methodology, NOMURA INTERNATIONAL 
  • Youssef Elouerkhaoui, Managing Director, Global Head of Credit and Commodities Quantitative Analysis, CITI
  • David Jessop, Managing Director, Global Head of Equities Quantitative Research, UBS
  • Massimo Morini, Head of Interest Rate and Credit Models, BANCA IMI 
  • Stefano Pasquali, Managing Director, Head of Liquidity Research, BLACKROCK