Managing director, global co-head, risk & quantitative analysis,
Edward Fishwick, Managing Director, is Global Co-Head of Risk & Quantitative Analysis at BlackRock. In addition, he is a member of the European Executive and Global Operating Committees of the firm, and is a member of the Board of BlackRock Group Ltd.
Mr. Fishwick has worked in quantitative finance for over 30 years in London, New York and Boston. Previously he was Head of Risk Management and Investment Process Research at AXA Investment Managers, and Director of Research at Quantec.
Mr. Fishwick is a member of the Editorial Board of the Journal of Asset Management, and is the Chairman of the London Quant Group.
Chairman and chief executive officer
Andrew Dyson is the Chairman and Chief Executive Officer for QMA. Prior to joining QMA, he was an Executive Vice President at Affiliated Managers Group, Inc., responsible for managing central global distribution platform, and Head of BlackRock’s Global Institutional Client Business following the merger of BlackRock and Barclays Global Investors. In prior roles at BlackRock and Merrill Lynch Investment Managers, he held senior distribution positions, including Head of the International Institutional Business and Head of the Institutional Business for Europe, Middle East, Africa and Asia Pacific.
Previously, Andrew was Head of US Multinational Investment Consulting and Head of UK Pension Fund Investment Consulting for William M. Mercer. He earned an MA in mathematics from Cambridge University. Andrew is a Fellow of the Institute of Actuaries.
Global head of equities analytics, automation and optimisation
Hans Buehler heads Analytics, Automation and Optimization in Equities and runs the Equities and Investor Services Data Analytics and Quantitative Research teams. His mandate is data-driven business transformation across derivatives, cash equity, electronic trading, prime, and securities services using both modern machine learning and classic analytical methods. Specific focus in the machine learning space is on AI-driven electronic execution and derivative risk management, and the use of modern machine learning techniques for engaging with our clients. His team is behind JP Morgan’s LOXM AI effort in electronic trading and the recently published “Deep Hedging” research on AI derivative management.
Hans is a Managing Director, having joined JP Morgan in Hong Kong in 2008. Before that, he worked for seven years at Deutsche Bank, also in Equities. He has a PhD from Technical University in Berlin in Financial Mathematics, and a MSc from Humboldt University in Stochastic Analysis.
Hans is based in London.
Professor of behavioural science and finance & fellow
Warwick Business School & The Alan Turing Institute
Tobias Preis is Professor of Behavioural Science and Finance at the University of Warwick and a Fellow of The Alan Turing Institute, the UK's national institute for data science and artificial intelligence. Together with his colleague Prof. Suzy Moat, he directs the Data Science Lab at Warwick Business School.
His recent research has aimed to analyse and predict real world behaviour with the volumes of data being generated by our interactions with technology, using data from Google, Wikipedia, Twitter, Flickr, Instagram and other sources. Preis' research is frequently featured in the news, by outlets including the BBC, the New York Times, the Financial Times, Science, Nature, Time Magazine, New Scientist and the Guardian.
He has given a range of public talks including presentations at TEDx events in the UK and in Switzerland and he frequently advises governmental and commercial stakeholders around the globe. More details can be found on his website https://www.tobiaspreis.com.
Head of R&D of the systematic trading strategies group
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.
Manager, quantitative risk
Federal Reserve Board
Michael Pykhtin is a manager in the Quantitative Risk section at the U.S. Federal Reserve Board. Prior to joining the Board in 2009 as a senior economist, he had a successful nine-year career as a quantitative researcher at Bank of America and KeyCorp. Michael has edited “Margin in Derivatives Trading” (Risk Books, 2018), “Counterparty Risk Management” (Risk Books, 2014) and “Counterparty Credit Risk Modelling” (Risk Books, 2005); he is also a contributing author to several recent edited collections. Michael has published extensively in the leading industry journals; he has been an Associate Editor of the Journal of Credit Risk since 2007. Michael is a two-time recipient of Risk Magazine's Quant of the Year award (for 2014 and 2018). Michael holds a Ph.D. degree in Physics from the University of Pennsylvania and an M.S. degree in Physics and Applied Mathematics from Moscow Institute of Physics and Technology.
Global head of quantitative analytics
Fabio is global head of Quantitative Analytics at Bloomberg LP, New York. His team is responsible for the research on and implementation of cross-asset analytics for derivatives pricing, XVA valuations and credit and market risk. Fabio is also adjunct professor at NYU, and a former CME risk committee member. He has jointly authored the book 'Interest rate models: theory and practice' and published extensively in books and international journals, including 16 cutting-edge articles in Risk Magazine. Fabio holds a BSc in Applied Mathematics from the University of Padua, Italy, and a PhD in Mathematical Finance from the Erasmus University of Rotterdam, The Netherlands
Global head of scientific implementation
Bank of America Merrill Lynch
Daniel Giamouridis, PhD, is the Global Head of Scientific Implementation (Scientific Implementation Group, SIG), Global Portfolio Products at Bank of America Merrill Lynch in London. He heads a Team of primarily PhD-trained scientists.
Daniel joined Bank of America Merrill Lynch in January 2016, in Global Portfolio Products in EMEA. He was instrumental in conceptualizing and launching the SIG, and Headed EMEA SIG until August 2017, when he assumed the role of Global Head. Prior to joining Bank of America Merrill Lynch Daniel was an Associate Professor of Finance at the Athens University of Economics and Business and had worked closely for over 10 years with institutional investors, investments banks and asset management organizations in Europe and in the United States in areas covering quantitative equity research, hedge fund replication, pension asset management, and derivatives valuation. His research has appeared in academic and practitioner journals like the Journal of Banking and Finance, European Financial Management, Journal of Financial Research, Journal of Asset Management, Journal of Futures Markets, Journal of Risk, Journal of Derivatives, Journal of Alternative Investments, Journal of Portfolio Management. Daniel’s research has also received grants from professional organizations such as Amundi and the Institute for Quantitative Investment Research (INQUIRE UK) as well as from academic institutions such as CAREFIN-Bocconi and AUEB.
Daniel holds a PhD in Finance from Cass Business School and a MEng in Mechanical Engineering from NTUA. He is currently affiliated as a Visiting/Associate member of staff with Cass Business School (City University), Lancaster University Management School (Lancaster University) and EDHEC-Risk Institute (EDHEC Business School). Daniel is a member of the Governing Board of the Institute for Quantitative Investment Research (INQUIRE) UK and also a Co-Editor of the Financial Analysts Journal, the Journal of the CFA Institute.
Managing director, global head of inflation trading
Deputy head of the global quantitative research
Sandrine Ungari is currently Head of Cross-Asset Quantitative Research team and Deputy Head of the Global Quantitative Research team at Société Générale. The Quantitative Research team is active in risk premia strategies, derivatives and structured products, portfolio risk modelling, and provides research to investors worldwide. The group has been recognised as a market leader in quantitative research, and was ranked #1 in the Extel survey in the Quantitative Strategies category. Sandrine joined Société Générale in 2006. Prior to that, she worked as a quantitative analyst at HBOS Treasury and at Reech Sungard in London. She is a graduate of ENSTA (Paris) and hold a Master's in Quantitative Finance from Paris VI University. She is a guest lecturer at University Paris Diderot.
Global head of quantitative execution services
Michael is the global head of Quantitative Execution Services at Goldman Sachs. He is responsible for the research, development and implementation of quantitative processes for portfolio and electronic trading, as well as the management of the firm's relationships with the quantitative client-base across regions. Michael manages a variety of teams globally, spanning algorithmic research, portfolio quants, client solutions, analytics and quantitative content generation. He joined the firm as a managing director in 2017.
Prior to this, Michael spent eight years at Bank of America Merrill Lynch in a variety of senior roles in London and New York, including the centralisation of risk for the bank’s equities flow, quantitative liquidity management processes and in the last few years running the global agency portfolio trading and quantitative equity businesses. Earlier in his career, he spent more than a decade on the buy-side (most notably BGI and Winton) building quant stock-selection models and managing global market neutral equity portfolios. Before that, Michael was a Financial Econometrics lecturer at City University (CASS) Business School in London. He has a wide range of academic, peer-reviewed and practitioner journal and book publications on a host of finance topics, as well as numerous presentations in global quant and industry conferences.
Michael received a bachelor's degree in Economics & Econometrics from the University of Nottingham, a master's degree in Finance and a PhD in Behavioural Finance from City University (CASS) Business School in London.
Co-head of responsible investment
Jason Mitchell is Man Group’s Co-Head of Responsible Investment. He co-chairs Man Group’s Responsible Investment Committee and its Stewardship and Active Ownership Committee. Besides having managed environmental and sustainability strategies, he speaks and publishes widely on responsible investment. He also hosts the podcast Perspectives Towards a Sustainable Future.
Most recently, Jason was Sustainability Strategist at Man Group. He worked at Man GLG from 2004 to 2008 and from 2010 to present, taking two years off from 2008 to 2010 to advise the UK government on infrastructure development across Sub-Saharan Africa. Prior to this, he was an investment analyst with Pequot Capital and Andor Capital.
Jason serves as one of 15 appointed members on the EFRAG (European Financial Reporting Advisory Group) European Lab Steering Group and sits on the Advisory Board of Imperial College Business School’s Centre for Climate Finance and Investment. Having chaired the United Nations-supported Principles for Responsible Investment (PRI) Hedge Funds Advisory Committee from 2014 to 2018, he now serves on the PRI Academic Advisory Committee and a number of other working groups. He is also co-editor of PRI Perspectives academic journal.
Jason holds a master’s degree in international political economy from the London School of Economics and a bachelor’s degree in English literature and classics. He is a Fellow of the Royal Society of the Arts and the British-American Project. He was named one of Institutional Investor’s 2011 Hedge Fund Rising Stars.
His articles and comments on sustainable investing have appeared in Institutional Investor, Wall Street Journal, CNBC Squawk Box, Responsible Investor, Aftenposten, Global Times, AIMA Journal and Investment Europe. He has also written widely on the European refugee migrant crisis, with articles appearing in the London Review of Books, Christian Science Monitor, Huffington Post and 7x7.
He is a contributing author to Responsible Investing: A Guide to Environmental, Social, and Governance Investments (Routledge: 2018), Sustainable Investing: Revolutions in theory and practice (Routledge: 2017) and Evolutions in Sustainable Investing: Strategies, Funds and Thought Leadership (Wiley Finance: 2012)
Head of quantamental investments
Managing director, global head of data analytics, CCIB
Standard Chartered Bank
In his role as Managing Director and Global Head of Data Analytics, 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, global head of credit and commodities quantitative analysis
Youssef Elouerkhaoui is a Managing Director and the Global Head of Credit and Commodities Quantitative Analysis at Citi. His group supports all modelling and product development activities across businesses. He is also in charge of CVA, Funding and Regulatory Capital for his businesses. Prior to this, he was a Director in the Fixed Income Derivatives Quantitative Research Group at UBS, where he was in charge of model development for the Structured Credit Desk. Before joining UBS, Youssef was a Quantitative Research Analyst at Credit Lyonnais supporting Interest Rates Exotics. He is a graduate of Ecole Centrale Paris and he holds a PhD in Mathematics from Paris-Dauphine University.
Visiting professor & managing partner
University College London & muRisQ Advisory
Marc Henrard is a Managing Partner at muRisQ Advisory and visiting professor at University College London.
Over the last 20 years, Marc has worked in various areas of quantitative finance. Marc’s career includes Head of Quantitative Research at OpenGamma, Global Head of Interest Rate Modeling for Dexia Group, Head of Quantitative Research and Deputy Head of Interest Rate Trading at the Bank for International Settlements (BIS) and Deputy Head of Treasury Risk also at BIS.
Marc's research focuses on interest rate modeling and risk management. More recently he focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and practitioner conferences. He recently authored two books: The multi-curve framework: foundation, evolution, implementation and Algorithmic Differentiation in Finance Explained.
Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been research scientist and university lecturer in Belgium, Italy, Chile and the United Kingdom.
University of Oxford
Professor Cartea is a member of the Mathematical and Computational Finance Group, Mathematical Institute, University of Oxford. Before coming to Oxford Álvaro was a Reader in Mathematical Finance at University College London. He co-authored the book “Algorithmic and High-Frequency Trading”, Cambridge University Press.
Chair in mathematical finance, director of CFM-Imperial Institute of Quantitative Finance
Imperial College London
Johannes holds a Chair in Mathematical Finance at Imperial College London and serves as the director of the CFM-Imperial Institute of Quantitative Finance. Before joining Imperial, he held faculty positions at Carnegie Mellon University, the University of Michigan, and ETH Zurich.
Johannes’ research focuses on “frictions” such as transaction costs, asymmetric information, or model uncertainty, and how these are reflected in optimal investment, risk management, and asset prices.
Senior quantitative researcher
RAM Active Investments
Tony Guida is a Quantitative Portfolio Manager and researcher. Tony’s work is focused primarily on extracting market inefficiencies from different sources from traditional fundamentals, market signals, alternative data, and machine learning. His expertise is in mid to low frequency in equities.
Tony started his career at Unigestion in 2006 where he joined the quantitative equity low volatility team to work as a research analyst. He evolved into a member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients. In 2015, he moved to Edhec Risk Scientific Beta as a Senior Consultant for Risk allocation and factor strategies before going to a major UK pension fund in 2016 to build the in-house systematic equity, co-managing 6 billion GBP as a senior quantitative portfolio manager. He joined RAM-Active Investments in January 2019.
Tony holds a Bachelor and Master degrees in Econometry and Finance from the University of Savoy France.
Tony is editor-in-chief for the Journal of Machine Learning in Finance and he is chair of the EMEA machineByte Think Tank. Tony co-wrote and edited the book “Big Data and Machine Learning in Quantitative Investment” Wiley 2018 and is an advisory board member for the Financial Data Professional Institute and a lecturer for Machine Learning at the CQF Institute.
Equities research quant & PhD student
Natixis & Imperial College London
Aitor is an equities research quant at Natixis. He is currently pursuing a PhD at Imperial College London. His research focuses on theoretical and numerical analysis of fractional volatility models and their applications in finance. He has been awarded the Rising Star in Quant Finance at the risk awards 2020 and won the 2017 Natixis Foundation for Research and Innovation prize for best Master’s thesis.
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.
Helen Bartholomew is editor-at-Large for Risk.net, based in London. Prior to joining Risk, she was derivatives editor for International Financing Review, part of Thomson Reuters, where she previously reported on debt and equity capital markets. Helen holds a bachelor’s degree in Anthropology from the University of Durham, UK.
Managing Director and XVA Lead Quant
Alexandre started is career in 2000 as proprietary trader for SG in London on the credit market. After more than 10 years of proprietary trading he founded an headed the algorithmic credit trading desk in Paris. Since 2016, he has chosen to fully dedicate himself to Data Science and is a senior member of the Core Artificial Intelligence Team of SG CIB.
Global head of risk
La Francaise Asset Management
Pascal Traccucci is group head of risk at La Francaise Asset Management since February 2015. He was previously responsible for enterprise risk management at Allianz Asset Management, holding company of PIMCO and Allianz Global Investors and Global Head of Investment Risk at Invesco in London. After starting his career at JPMorgan in the capital arkets research team he held various positions in portfolio and product management with Invesco in different European locations. He graduated in both business and mathematics from Lyon and Frankfurt universities.
Head of European quantitative equity research
Alix Guerrini is Head of European Quantitative Equity Research at Morgan Stanley and part of both the European equity strategy team and the global quantitative research team. Alix is responsible for quantitative research in Europe and embedding quantitative analysis into the traditional fundamental framework. Prior to joining Morgan Stanley in 2017, Alix was part of the global quantitative research team at AB Bernstein for two years and Nomura for four years. Alix holds an Advanced Master’s degree in Financial Techniques (Fin. Eng) from ESSEC Paris and a Master’s degree in Economics and Statistics from Aix-Marseille University.
Head of engineering and solutions
Prior joining Amundi, Hamza’s spent 12 years with Natixis Asset Management. His latest role was Head of Engineering and Quantitative Research at Seeyond, the active quantitative portfolio management arm of Natixis Investment Managers.
He started his career in 2004 at AON Hewitt Associates as Financial Engineer in the Investment Consulting department.
Hamza holds a Ph.D in management science (Quantitative Finance) DRM Finance and a Research Master Degree in Finance from University of Paris Dauphine, and a Master Degree in Applied Statistics and Actuarial Science from CNAM- ENSAE.
Bank of America Merrill Lynch
Andrew Dickinson is a Director at Bank of America leading the CCP modelling group. Prior to his current role he was responsible for the funding modelling group at JP Morgan preceded by a number of years working on interest rate modelling. His research interests lie at applying mathematical techniques to problems arising in credit risk, funding risk and the pricing of financial instruments. He holds a doctorate in probability theory from the University of Oxford.
Executive director, core research
Hitendra Varsani, is an Executive Director within MSCI’s Core Index Research team, based in London. His research areas of focus span factor and ESG investing in equities and fixed income.
Prior to joining MSCI, Hitendra was Head of the Quantitative and Derivative Strategies team for EMEA and Asia at Morgan Stanley. Over his career, Hitendra has published a number of papers on dynamic asset allocation, the use of alternative risk premia in portfolio design, as well as the strategic use of options and volatility related derivatives for portfolio risk management.
Hitendra has worked with broad range of investors covering the world’s leading hedge funds, asset managers, as well as asset owners, to provide bespoke services and solutions. Hitendra holds a degree in Mathematics and Computer Science from Kings College London, and a Masters in Mathematical Finance from Imperial College London.
Head of fixed income quantitative research
Nadhem Meziou is currently the Head of Fixed Income Quantitative Research at Natixis CIB, where he looks after modeling & pricing needs of Rates, FX & Credit business lines.
Previous to that, Nadhem was running the Quantitative Research team of Dresdner Equity Derivatives in London. He started his career as a quantitative analyst at Banque Internationale de Placement in Paris.
Nadhem graduated from the Ecole Polytechnique and the Ecole Nationale Supérieure des Techniques Avancées both in Paris. He holds a master's degree in applied mathematics from the University of Paris-Dauphine and an MBA degree in finance from the University of Wisconsin-Madison.
Mathieu Rosenbaum obtained is Ph.D from University Paris-Estin 2007. After being Assistant Professor at École Polytechnique, he became Professor at University Pierre et Marie Curie (Paris 6) in 2011. He is now full-time professor at Ecole Polytechnique, where he is the at the head of the chair "Analytics and Models for Regulation". He is also in charge, with Nicole El Karoui, Gilles Pagès and Emmanuel Gobet, of the Master program “Probability and Finance”.
His research mainly focuses on statistical finance problems, such as market microstructure modeling or designing statistical procedures for high frequency data and on regulatory issues, especially in the context of high frequency trading. In particular, he is one of the organizers of the conference "Market Microstructure, Confronting Many Viewpoints", which takes place every two years in Paris.
Mathieu Rosenbaum has collaborations with various financial institutions, notably BNP-Paribas since 2004. He also has several editorial activities. He is one of the editors in chief of the journal "Market Microstructure and Liquidity", together with F. Abergel, J.P. Bouchaud, J. Hasbrouck and C.A. Lehalle. Furthermore, he is managing editor for "Quantitative Finance" and associate editor for "Electronic Journal of Statistics", "Journal of Applied Probability", "Mathematics and Financial Economics", "Statistical Inference for Stochastic Processes", "SIAM Journal in Financial Mathematics","Springer Briefs" and "Statistics and Risk Modeling".
He received the Europlace Award for Best Young Researcher in Finance in 2014 and the European Research Council Grant in 2015.
Giuliano De Rossi
Giuliano De Rossi is an Executive Director in the Securities division at Goldman Sachs. Prior to joining GS, he headed the European Quantitative Strategy team at Macquarie based in London. He also worked at PIMCO, where he was an analyst in the Credit and Equity Analytics teams, and in the Quant research team at UBS. He has a PhD in economics from Cambridge University, and worked for three years as a college lecturer in economics at Cambridge before joining the finance industry on a full-time basis.
Giuliano has worked on a wide range of topics, including pairs trading, low volatility, the tracking error of global ETFs, cross asset strategies, downside risk and text mining. His academic research has been published in the Journal of Econometrics and the Journal of Empirical Finance.
Executive director, data analytics group
Standard Chartered Bank
editor, quant investing
Rob Mannix is the desk editor for investment, covering systematic investment strategies from quant funds to factor investing. He was previously responsible for Risk.net’s insurance coverage.
Based in the London office, Rob is interested in developments in the use of new types of data, the application of machine learning in investment, and research into systematic sources of return in markets.
Rob joined Infopro Digital (then Incisive Media) in 2008, having previously worked at Euromoney Institutional Investor, covering legal and regulatory issues affecting capital markets.
Head of valuation and quantitative solutions
Banque Pictet & Cie
Head of XVA quant modelling, and AI innovation lead
MUFG Securities EMEA plc
Chris Kenyon is head of XVA Quant Modelling, and AI Innovation lead at MUFG Securities EMEA plc. Previously he was Head of XVA Quantitative Research at Lloyds Banking Group, head quant for Counterparty Credit Risk at Credit Suisse, and (post-crisis) Head of Structured Credit Valuation at DEPFA Bank Plc. He is active in XVA research, introducing KVA and MVA, with Andrew Green, in Risk papers 2014-15 and their accounting treatment in 2016-17, as well as PFL as the replacement for PFE (2019). He publishes mostly in the Cutting Edge section of Risk magazine (5th most published 1988-2018, and 3rd most cited in 2017), co-wrote “Discounting, LIBOR, CVA and Funding” (Palgrave 2012) and co-edited “Landmarks in XVA” (Risk 2016). He has a Ph.D. from Cambridge University and is an author of the open source software QuantLib.
formerly, managing director & chief data scientist
Head of the QIS lab, global markets
Julien Turc is a visiting researcher in economics at Ecole Polytechnique (Palaiseau) and head of the QIS Lab at BNP Paribas. He has 23 years of experience working on quantitative and systematic strategies in all asset classes. His research covers allocation processes, alternative risk premia and hedging. Julien used to be head of cross-asset quant strategy at Societe Generale. He teaches credit derivatives at Paris 6 University and graduated from Ecole Polytechnique in 1997.
Colin Turfus has worked for the last twelve years as a financial engineer, mainly analysing model risk for credit derivatives and hybrids. More recently his interest has been in the application of perturbation methods to risk management, finding efficient analytic methods for computing, e.g., wrong-way risk, CVA, VaR and model risk. He is currently working in Global Model Validation and Governance at Deutsche Bank. He also taught evening courses on C++ and Financial Engineering at City University for seven years. Prior to that Colin worked as a developer consultant in the mobile phone industry after an extended period in academia, teaching applied maths and researching in fluid dynamics and turbulent dispersion. His publications are listed at www.researchgate.net/profile/Colin_Turfus.
Professor for computer science
RWTH Aachen University
Uwe Naumann is the author of the popular text book on (Adjoint) Algorithmic Differentiation (AAD) titled "The Art of Differentiating Computer Programs" and published by SIAM in 2012. He holds a Ph.D. in Applied Mathematics / Scientific Computing from the Technical University Dresden, Germany. Following post-doctoral appointments in France, the UK and the US, he has been a professor for Computer Science at RWTH Aachen University, Germany, since 2004. As a Technical Consultant for the Numerical Algorithms Group (NAG) Ltd. Uwe has been playing a leading role in the delivery of AAD software and services to a growing number of tier-1 investment banks since 2008.
Co-head of client solutions
Neil joined Beacon in 2016. Prior to that he had twenty years' experience in a variety of front office quant and structuring roles - including at RWE Supply & Trading, Goldman Sachs, Constellation Energy, BP and Centrica.
Neil read Mathematics at the University of Cambridge and has a Masters in Mathematical Trading and Finance from Cass Business School.
Associate, execution research
Andreas is working as a Quantitative Researcher at Goldman Sachs Quantitative Execution Services, with an emphasis in control and machine learning techniques for execution algorithms. Andreas has received a PhD in Information Engineering at the University of Cambridge, focusing on the interface of stochastic control theory and Bayesian machine learning, where he developed graph theoretic tools for predicting the shapes of the probability distributions to arise in the observable time-series due to the underlying non-linear stochastic interconnections. Andreas’ teaching experience included several engineering undergraduate courses, including Inference and Machine Learning, Linear Algebra, Probability, Control and Signal Processing. Andreas also holds a BA and an MEng degree in Electrical and Information Sciences from Trinity College, University of Cambridge, during which he has received the G-Research and The Technology Partnership (TTP) awards, while his Master’s thesis was done in collaboration with British Cycling, developing a racing cyclist fitness predictor.
Vice-president, trading research
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.
Senior lead, Ibor transition programme
Lloyds Banking Group
Maurizio Garro works as a Senior Lead BA for the IBOR Transition programme at Lloyds Banking Group, where he is leading the delivery of the changes required for models, curves and products for the transition to the alternative risk-free rates for the Front and Back book. His background is in quantitative risk management, Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing.
He has a long-standing experience as an internal auditor, consultant and banker in model risk management and previously worked in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and the U.K. for over 15 years.
Maurizio is a frequent speaker on various topics in risk management, a member of the Institute of Internal Auditor and the Director of the Global Association of Risk Professional (GARP) London Chapter.
Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management (FRM) from GARP.
Miquel Noguer Alonso
Miquel is a co-founder at Artificial Intelligence Finance Institute. He is a financial markets practitioner with more than 20 years of experience in asset management. Additionally to his role at AIFI, he is currently Head of Development at Global AI (Big Data Artificial Intelligence in Finance company) and Head on Innovation and Technology at IEF.
He worked for UBS AG (Switzerland) as Executive Director for the last 10 years and previously worked as a Chief Investment Officer and CIO for Andbank from 2000 to 2006.
He is a professor of Big Data in Finance at ESADE and Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He received an MBA and a Degree in business administration and economics in ESADE (1993).
In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain).
Rohini Grover is an FX strategist at Deutsche Bank in London. Her areas of interest and research include FX volatility modelling and forecasting, and market microstructure. She holds a PhD and a masters in economics from Indira Gandhi Institute of Development Research (IGIDR), Mumbai.
Shreyas Gopal is an FX Strategist at Deutsche Bank covering G10 currencies. His macro focuses include long term currency valuations, global trade patterns, and UK politics. On the more quantitative side he has worked on modelling month-end hedging flows and investigating what happens to liquidity provision around flash crashes in FX. Shreyas graduated from the University of Cambridge in 2017 with a BA (Hons) in Economics.
Mehdi Tomas is a PhD student at Ecole Polytechnique. His research focuses on market microstructure, in particular on generalisations of market impact to many assets, dubbed cross impact.
Director of finance and economics programme
The Alan Turing Institute
Lukasz is a Reader (Associate Professor) at the School of Mathematics, University of Edinburgh. He is also a Turing Fellow at The Alan Turing Institute, London. Before moving to Edinburgh, he was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of the Oxford-Man Institute for Quantitative Finance.
Quantitative execution services, associate
Ryoko is an Equities Execution Research Strat in the Quantitative Execution Services (QES) team at Goldman Sachs. Prior to this, she worked at UBS, during which she managed a team of quants and economists responsible for designing and executing a large set of econometric models in firm-wide regulatory stress tests. She also spent two-years as a postdoctoral researcher at Oxford University, during which she lectured financial econometrics at Saïd Business School. She has published academic papers on time series analysis and financial econometrics. Her recent work on modelling time series with zero-valued observations appeared in the Journal of Econometrics in 2019. Ryoko has a PhD in economics from Cambridge University. She undertook research projects with her PhD sponsors; one on liquidity prediction and order-book analysis in high-frequency FX at Morgan Stanley, and another on modelling systemic risk in the European banking system at the International Monetary Fund. Ryoko also completed Part III of the Mathematical Tripos at Cambridge University.
Senior rates strategist
Antoine is a Senior Rates Strategist covering developed rates markets, mainly in EUR and USD. He bases his views on macro developments spanning economics, central banks, supply, and cross-markets dynamics. He also focuses on the rates benchmarks transition and on keeping clients up to date of the latest developments. He previously worked at Mizuho international as a Rates Strategist and at MUFG as a Rates Trader.
Deputy head of rates & credit quantitative research
Head of automatic adjoint differentiation