Quant Summit Europe
Quant Summit Europe returns to London on December 2023. Learn and exchange ideas with renowned industry quants and data scientists from the world’s leading banks and buy-side firms, with an editorially curated program, supported by the leading lights of the quant industry.
Join leaders of quantitative finance for a day of technical debate and learning.
Quant Summit Europe returns to London this December giving you the chance to connect with peers as part of an unrivalled community, hosted by the leading risk management and risk transfer publication in financial services, Risk.net.
With an agenda steered by the editorial team and our global advisory board, focus on innovation and problem solving, ensuring you leave with a better understand of cutting-edge advances in quantitative finance and ultimately improve your team's performance.
Quantitative research & development lead
Abu Dhabi Investment Authority (ADIA)
Alexei is Quantitative Research & Development Lead at ADIA.
Formerly a Managing Director and Global Head of Data Analytics at Standard Chartered Bank, Alexei is responsible for providing data analytics services to Corporate, Commercial and Institutional Banking division of Standard Chartered Bank.
He joined Standard Chartered Bank in 2010 from Barclays Capital where he managed a model development team within Credit Risk Analytics. Prior to joining Barclays Capital in 2004, he was a senior quantitative analyst at Dresdner Bank in Frankfurt.
Alexei holds MSc in Theoretical Nuclear Physics from the University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine.
He was the recipient of the 2019 Quant of the Year award from Risk magazine.
Managing director, head of quantitative analytics and quantitative development
Vladimir Piterbarg is the global head of Quantitative Analytics at NatWest Markets since 2018. He held similar positions at Rokos Capital Management LLP, Barclays Capital/Barclays investment bank, and Bank of America. Vladimir Piterbarg has a PhD in Mathematics (Stochastic Calculus) from the University of Southern California. He serves as an associate editor of the Journal of Computational Finance and the Journal of Investment Strategies. Together with Leif Andersen, Vladimir Piterbarg wrote the authoritative, three-volume set of books “Interest Rate Modelling”. He published multiple papers in various areas of quantitative finance, and won Risk Magazine’s Quant of the Year award twice.
Professor of finance
Mathieu Rosenbaum is a full professor at École Polytechnique, where he holds the chair “Analytics and Models for Regulation”
and is co-head of the quantitative finance (El Karoui) master program. His research mainly focuses on statistical finance problems, regulatory issues and risk management of derivatives.
He published more than 80 articles on these subjects and supervised about 20 PhD students.
He is notably a renowned experts on the quantitative analysis of market microstructure and high frequency trading.
Mathieu Rosenbaum is also at the origin (with Jim Gatheral and Thibault Jaisson) of the development of rough volatility models.
He is one of the editors in chief of the journal “Market Microstructure and Liquidity“ and is associate editor for 10 other journals.
Furthermore, he received the Europlace Award for Best Young Researcher in Finance in 2014, the European Research Council Grant in 2016, the Louis Bachelier prize in 2020 and the Quant of the Year award in 2021.
Associate professor in mathematical and computational finance
University of Oxford and Researcher
Blanka Horvath is a Lecturer in Financial Mathematics at King’s College London as well as a Honorary Lecturer at Imperial College London and a researcher at The Alan Turing Institute, where she is co-lead of the Machine Learning in Finance theme. Blanka holds a PhD in Financial Mathematics from ETH Zurich, a postgraduate Diplom in pure Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong. In her latest research she focusses on non-Markovian models of nancial markets such as Rough Volatility models as well as modern DNN- based market generators. Prior to her position at King’s College, Blanka worked at JP Morgan on the re nements of the Deep Hedging programme and the development of generative market simulation models. Her work on DNN-based calibration of Rough Volatility models was awarded the Rising Star Award 2020 of Risk magazine.
Head of mathematical finance
Johannes us the Head of the Mathematical Finance Section at Imperial College London, where he also directs the CFM-Imperial Institute on Quantitative Finance. Before his appointment at Imperial, Johannes held faculty positions at Carnegie Mellon University, the University of Michigan and ETH Zurich. His research focuses on the impact of "market frictions” such as trading costs or asymmetric information on optimal trading strategies.
What to expect from markets 2024-25
Market and liquidity risk and capital optimisation
Quantum computing in finance
Data science-driven modelling and AI/ML use cases
Alternative Data and alpha
Network & meetMeet and network with our audience of CROs and senior decision makers. Your team can now re-connect and build new connections in person.
Raise your profile, be heard and elevate your brand through speaking and content dissemination opportunities.
Expand your reach
It is easier for delegates to hop onto a computer than travel to an event. We are seeing brand new delegates who have never attended the event before. They can become part of your network too.
For more information regarding Quant Summit Europe, please contact the following:
Portfolio director - events