Quant Summit Europe

Iacopo Mastromatteo is Vice President in Capital Fund Management since 2015, where he is in charge of Transaction Costs Analysis, design of execution models and portfolio construction. He holds a PhD in Statistical Physics from the International School for Advanced Studies of Trieste. His main interests involve statistical learning and market microstructure. He has contributed to the research in these fields with more than twenty research papers.      

Stefan Zohren is deputy director of the Oxford-Man Institute of Quantitative Finance and an associate professor at the Department of Engineering Science at the University of Oxford. He is a fellow of the Turing Institute, the UK’s national institute for artificial intelligence (AI) and data science. Zohren’s research is focused on machine learning in finance, including deep learning, reinforcement learning, network and natural language processing approaches, and early use cases of quantum computing. He works with Man Group on commercial research projects and is a frequent speaker on AI in finance, representing the Oxford-Man Institute at academic conferences, industry panels and corporate events.

Nick Baltas, Ph.D., is a managing director and head of R&D of the Systematic Trading Strategies (STS) Group at Goldman Sachs. He is responsible for providing thought leadership in the space of factor and risk premia investing, portfolio construction, and strategy design. Alongside, he maintains a visiting academic position at Imperial College Business School and has been appointed as the co-executive editor of the newly launched Journal of Systematic Investing.

Prior to joining Goldman Sachs in 2017, Nick was an executive director in the quantitative research unit of UBS. Previously, he was a Lecturer in Finance at Imperial College Business School, a visiting Lecturer at Queen Mary University of London, as well as a risk manager in a London-based hedge fund. He has received several teaching awards and his research has been awarded with numerous grants and prizes, has been published in academic finance journals and practitioner books, and has been quoted by the financial press. Most recently he was the recipient of the 2019 EQDerivatives Best Academic Research Paper Award in Alternative Risk Premia (joint with Bernd Scherer).

Nick holds a DEng in electrical and computer engineering from the National Technical University of Athens, an MSc in communications & signal processing from Imperial College London and a PhD in financial economics from Imperial College Business School.

Ilya Sheynzon is currently Vice President, Quantitative Researcher in Quantitative Strategies and Data Group for EMEA Equities Execution at BofA Securities. Ilya brings 9 years’ experience designing and building execution algorithms. Before joining BofA Securities in 2018, Ilya worked in the Linear Quantitative Research group at J.P. Morgan and as a fellow in Statistics and Finance at LSE. He studied Mathematics at Moscow State University, Economics at New Economic School, Operations Research at Cornell University, and holds a PhD in Statistics from LSE.