Quant Summit Europe

Quant Summit Europe returns to London on July 5, 2022. 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.

The premier industry event hosted by Risk.net where leaders of quantitative finance grow their knowledge of cutting-edge solutions

Quant Summit Europe returns in-person this July giving you the chance to connect with your peers as part of an unrivalled community. With an agenda steered by the Risk.net editorial team and our global advisory board, this long-awaited reunion will facilitate learning and networking with a 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. 

AI/ML use cases
XVA modeling
Quantum computing in finance
Cloud computing
Alternative Data and alpha

Arik Ben Dor

Head of quantitative equity research


Over the past 15 years, Dr. Ben Dor oversaw large scale research projects in rates, credit, equities, and hedge funds used by the largest institutional investors globally, including central banks, Sovereign wealth funds, asset managers, insurance companies, pensions and hedge funds. His research focused on asset allocation, smart beta, alpha generation, portfolio optimization, risk management, cost of investment constraints and hedging.

He published two books on quantitative investing in credit securities and over a dozen articles in leading industry journals such as the Journal of Portfolio Management, Journal of Fixed Income, Journal of Investment Management, and Journal of Alternative Investments.

He co-authored the influential articles on ‘DTS (Duration Times Spread)', a new approach to measuring the spread risk of corporate bonds and credit default swaps. It changed industry practices and was widely adopted by credit investors globally. One of his articles received the Martello award for the 2007 best practitioner paper, and his research on ‘cloning' hedge funds was the basis for several products and was awarded a U.S. patent.

His recent work on exploring the cross-asset relation between stocks and bonds was the basis for constructing systematic equity strategies such as momentum and ‘value' based on credit signals, and the usage of equity derivatives for hedging high-yield bonds. His systematic strategies were adopted by some of the largest global asset managers and were presented in leading industry conferences.

Prior to his current role, Dr. Ben Dor worked at Lehman Brothers and Morgan Stanley. He holds a PhD in Finance from the Kellogg Business School at Northwestern University, and completed his B.A. and M.A. in Economics from Tel Aviv University, Cum Laude.

Blanka Horvath

Lecturer in financial mathematics

King's College London

Dr Blanka Horvath is a Lecturer at the Department of Mathematics, King's College London. Blanka’s current research interests evolve around a new generation of option pricing models (Rough Stochastic Volatility models), and their asymptotic and numerical properties. Prior to her current appointment, she was at ETH Zurich, specialising in functional analytic and numerical properties of SABR-type stochastic models. Blanka holds a PhD in Mathematical Finance from ETH Zurich, a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.

David Jessop

Head of investment risk

Columbia Threadneedle Investments

David Jessop is the Head of Investment Risk in EMEA for Columbia Threadneedle Investments. Prior to this he spent 17 years at UBS as the Global Head of Quantitative Research. Before joining UBS he spent time at Citigroup acting as the Head of Quantitative Marketing. He started his career at Morgan Grenfell; initially as a derivative analyst, and then as a quantitative fund manager. He has a MA in Mathematics from Trinity College, Cambridge. 


Jessica James

Managing Director, Senior Quantitative Researcher


Jessica James, Managing Director, Senior Quantitative Researcher, COMMERZBANK AG

Jessica James is the Senior Quantitative Researcher in the Rates Research team at Commerzbank., where she covers foreign exchange and fixed income. She joined Commerzbank from Citigroup where she was Global Head of the Quantitative Investor Solutions Group. Previously, she lectured in physics at Trinity College, Oxford.

Significant publications include ‘FX Option Performance', ‘Handbook of Foreign Exchange' (Wiley), 'Interest Rate Modelling' (Wiley), and 'Currency Management' (Risk books).

She is on the Board of the Journal of Quantitative Finance, a Fellow of the Institute of Physics, and is a Visiting Professor at UCL and Cass Business School.



Mauro Cesa

Quantitative Finance Editor


Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.

Risk Library

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Quant Summit content hub

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