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.

Hosted by Risk.net 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. 

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

Iacopo Mastromatteo

Executive direction – head of directional portfolio construction

Capital Fund Management

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

Deputy director

Oxford-Man Institute of Quantitative Finance

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

Managing director, head of R&D, portfolio construction and XA one-delta strategies

Goldman Sachs

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

Vice president, quantitative researcher

Bank of America Merrill Lynch

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.

Network & meet
Meet and network with our audience of CROs and senior decision makers. Your team can now re-connect and build new connections in person.
Thought leadersip

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.

Quant Summit content hub

We've put all our content for Quant Summit in one easy to access place. 

This includes all Risk.net articles, special reports, webinars, event content, and podcasts.


website with latest risk management reports

Risk Library

Check out our latest whitepapers on AI/ML, data, automation, next generation risk management and more.


For more information regarding Quant Summit Europe, please contact the following: