QuantMinds International 2020 | Knect365 Informa Business | 2 November 2020 | Virtual Event

We sat down with the industry’s thought leaders to find out more about the future of quantitative finance and the areas which will have the most innovation. Key speakers share their views on active and passive asset management, diversification of strategies, the future of algorithmic trading, and the impact of climate change in quantitative finance. We asked the leading experts in machine learning to find out what the latest trends are and the future of machine learning in quant finance.

2020 Speakers

Marcos López de Prado
Global Head - Quantitative Research & Development, ABU DHABI INVESTMENT AUTHORITY

Hannah Fry
Associate Professor in the Mathematics of Cities at the Centre for Advanced Spatial Analysis, UCL

Liv Boeree
Poker Champion, Strategic Thinker, Broadcaster & Founder, Raising for Effective Giving

Peter van Manen
Former Managing Director, McLaren Applied Technologies Limited

Alexei Kondratyev
Managing Director, Global Head of Data Analytics, CCIB, Standard Chartered Bank

Michael Steliaros
Global Head of Quantitative Execution Services, Goldman Sachs

Bruno Dupire
Head Of Quantitative Research, Bloomberg L.P.

John Hulsman
Geopolitical Expert & Life Member, U.S. Council On Foreign Relations

Sam Livingstone
Head of Data Science, Jupiter Asset Management

Antonia Lim
Head of Quantamental Investments, Schroders

Tyler Ward
Local Search Modeler, Google

Oliver Watson
Managing Partner, Tudor Investment Corporation

Peter Carr
Department Chair, Finance and Risk Engineering, NYU Tandon School

John Hull
Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management, University Of Toronto

Fabio Mercurio
Global Head of Quant Analytics, Bloomberg L.P.

Vladimir Piterbarg
MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets

Luca Capriotti
Head of Quantitative Strategies Credit, Credit Suisse

Youssef Elouerkhaoui
Managing Director And Global Head Of Credit & Commodities Quantitative Analysis, Citigroup

Jessica James
Managing Director, Senior Quantitative Researcher, Commerzbank AG

Hamza Bahaji
Head of Engineering and Solutions, Amundi

Michael Dempster
Professor Emeritus & Founder, Centre For Financial Research, Department Of Pure Mathematics And Statistics, University Of Cambridge

Andrey Itkin
Director, Senior Research Associate, Bank Of America Merrill Lynch

Chris Kenyon
Head of XVA Quant Modelling, MUFG Securities EMEA

Gregory Pelts
Quant, Wells Fargo & Co

Matteo Rolle
Senior Director, Head of In Business Risk, Capital and Collateral, Lloyds Banking Group

Jeanine Kwong
Global Head of Investment Risk Oversight, Manulife

Leif Andersen
Global Co-Head Of Quantitative Strategies Group, Bank Of America Merrill Lynch

Milind Sharma
CEO, QuantZ Capital Management & QMIT

Athanasios Bolmatis
Head of Quantitative Investments & Strategies, CdR Capital

Rama Cont
Chair of Mathematical Finance, University of Oxford

Giuliano De Rossi
Executive Director, Goldman Sachs

Eduardo Abi Jaber
Assistant Professor, Paris 1 Panthéon-Sorbonne University

Carol Alexander
Visiting Professor at Peking University HSBC Business School at Oxford & Professor of Finance, University of Sussex

Saeed Amen
Founder, Cuemacro

Jesper Andreasen
Kwant Daddy, SaxoBank

Alexandre Antonov
Chief Analyst, Danske Bank

Sergii Arkhypov
Risk Specialist

Matthias Arnsdorf
Managing Director & Head Of Counterparty Credit Risk Modeling Group, JPMorgan Chase

Peter Austing
Quantitative Researcher, Eisler Capital

Arta Babaee
Formerly Academic Visitor, Imperial College London

Laura Ballotta
Reader in Financial Mathematics, Cass Business School

Dominique Bang
Director, Bank of America Merrill Lynch

Viatcheslav Belyaev
Senior Quantitative Analyst, U.S. Bank

Andrés Berenguer Alonso
Market Risk Director – Derivative Valuations Area, Santander

Marco Bianchetti
Head of Fair Value Policy, Financial and Market Risk Management, Intesa Sanpaolo

Ioana Boier
Head of Quantitative Portfolio Solutions, Alphadyne Asset Management

Sebastien Bossu
Principal, Ogee Group LLC

Mike Brusov
Co-founder & CEO, Cindicator Capital

Christoph Burgard
Head of Risk Analytics For Global Markets, Bank of America Merrill Lynch

Oliver Caps
Director, Product Owner Market Risk Analytics, Commerzbank

Robert Carver
Visiting Lecturer, Queen Mary, University of London

Andrey Chirikhin
Head of Structured Credit Quantitative Analytics, Barclays Investment Bank

Vladimir Chorniy
Senior Technical Lead, BNP Paribas

Fabien Choujaa
Global Head of Algorithmic Trading Model Risk Management, Morgan Stanley

Zoltan Eisler
Co-Head of Execution, Capital Fund Management

Alberto Elices
Head of XVA Model Validation, Banco Santander

Ryan Ferguson
Founder & CEO, Riskfuel

Sylvain Forté
CEO, SESAMm

Peter Friz
Professor of Mathematics, TU Berlin, Weierstraß-Institut Berlin

Abhijeet Gaikwad
Managing Director, Trium Capital

Maurizio Garro
Senior Lead - IBOR Transition programme, Lloyds Bank

Jim Gatheral
Presidential Professor of Mathematics, Baruch College, CUNY

Samim Ghamami
Senior Economist and Managing Director, Financial Services Forum

Alexander Giese
Managing Director, Head of Quantitative and Digital Development for Trading, UniCredit

Kathrin Glau
FELLOW co-founded by Marie Skłodowska Curie at École Polytechnique Fédérale de Lausanne & Financial Mathematics, Queen Mary University of London

Andrew Green
Managing Director and XVA Lead Quant, Scotiabank

Julien Guyon
Senior Quant, Bloomberg L.P.

Marc Henrard
Visiting Professor, University College London

Mark Higgins
COO, Beacon Platform Inc.

Julien Hok
Quantitative Analyst, INVESTEC Bank

Cristian Homescu
Director, Portfolio Analytics, Chief Investment Office, Global Wealth and Investment management GWIM, Bank of America Merrill Lynch

George Hong
Head of APAC Quantitative & Risk Strategies, Credit Suisse

Blanka Horvath
Research Fellow, Imperial College London

Brian Huge
Chief Quantitative Analyst, Danske Bank

Nic Hutchings
Executive Director, Morgan Stanley

Kostas Iordanidis
Managing Partner, KI Capital

Udesh Jha
Managing Director, CME Group

Aymeric Kalife
CEO at iDigital Partners & Associate Professor, Paris Dauphine University

Maxim Kartamyshev
Quant, Norges Bank Investment Management

Chris Kelliher
Quantitative Analyst, Global Asset Allocation team, Fidelity Investments

Wjatscheslaw Kewlin
Senior Consultant, d-fine

Valery Kholodnyi
Pauli Fellow, Wolfgang Pauli Institute

Jörg Kienitz
Lecturer, Faculty of Mathematics, Bergische Universität Wuppertal and University of Cape Town

Yuri Lobyntsev
Co-founder & CTO, Cindicator Capital

Andrei Lyashenko
Head of Market Risk and Pricing Models, Quantitative Risk Management (QRM), Inc.

Robert Macrae
Research Associate, Systemic Risk Centre, Systemic Risk Centre

Andrea Macrina
Reader in Mathematics, University College London

Richard Martin
Independent, Trader

Darko Matovski
CEO, causaLens

Daniel Mayenberger
Co-Author, Upcoming book "Reverse Stress Testing in Banking" (2021)

Andrew McClelland
Director of Quantitative Research, Numerix

Paul McCloud
Head of Global Fixed Income Quantitative Research’, Nomura

Yaroslav Melnyk
Quantitative Analyst, FX derivatives modelling team, Morgan Stanley

Nadhem Meziou
Head of Fixed Income Quantitative Research, Natixis

Remo Minero
Head of Quant Development, NN Group

Massimo Morini
Head of Interest Rate and Credit Models, Banca IMI

Mostafa Mostafavi, PhD
Founder and Head of Machine Learning, SMM Trading Services & Researcher, Imperial College London

Aitor Muguruza Gonzalez
Head of Quantitative Modelling and Data Analytics, Synergis Capital Advisory Services

George Mylnikov
Vice President, Head of Quantitative Research, Charles Schwab Investment Management

Andrea Nardon
Former Head of Quant, Sarasin & Partners

Uwe Naumann
Professor Of Computer Science, RWTH Aachen University

J.D. Opdyke
VP-Head of Enterprise Risk Analytics, Allstate

Emiliano Papa
Director - Head of Rates and FX, Deutsche Bank

Holger Plank
Partner, d-fine

Michael Pykhtin
Manager, Quantitative Risk, U.S. Federal Reserve Board

Peter Quell
Head of Portfolio Analytics Team for Market & Credit Risk, DZ BANK

Christian Raynal
Associate Director, Senior Risk Officer, European Bank for Reconstruction and Development

Angel Rodriguez-Rozas
Associate Director – Quantitative Analyst, Model Validation, Banco Santander

Matthew Rooney
Head of Quant Analytics, Selby Jennings

Mathieu Rosenbaum
Professor, Ecole Polytechnique

Alexandre Rubesam
Professor of Finance, IESEG School of Management

Marcos Costa Santos Carreira
PhD Candidate, École Polytechnique

Antoine Savine
Quantitative Research, Danske Bank

Marco Scaringi
Quantitative Analyst Fair Value Policy, Intesa Sanpaolo

Thomas Schmelzer
Head of Quantitative Research, Lobnek Wealth Management

Wim Schoutens
Professor Of Financial Engineering, University of Leuven

Artur Sepp
Director of Research, Quantica Capital AG

Iuliia Shpak, PhD
Advisory Board Member, World Pensions Council

Alexander Skabelin
Quantitative finance manager, Bank of America

Margaret Sundberg
Quantitative Trader Portfolio Manager, Volaris Capital Management

Jochen Theis
Head of Market Risk Methodology, Deutsche

Colin Turfus
Quantitative Analyst, Deutsche Bank

Richard Turner
Head of Research, Currency Alpha, Mesirow Financial

Sandrine Ungari
Head of Cross-Asset Quantitative Research, SGCIB

Erik Vynckier
Interim Chief Executive, Foresters Friendly Society

Sander Willems
Quantitative Analyst, NatWest Markets

Kamer Ali Yuksel
Chief Data Scientist, hawk:AI

Daniel Zimarev
Financial Engineer, Killik & Co

2020 Sponsors

ASSOCIATE PARTNERS:
• Beacon
• causaLens
•CME
• d-fine
• MathWorks
• Numerix
• Riskfuel
• SESAMm

BADGES AND LANYARDS SPONSOR:
• Volaris Capital Management

EXHIBITORS
• NAG
• SciComp

LEAD MEDIA PARTNER:
• Fintech Futures

OFFICIAL LEARNING PARTNER:
• IFF Training

MEDIA PARTNERS:
• Eurekahedge
• Global Risk Community
• Hedge Fund Alert
• Quantocracy
• Selby Jennings
• Wilmott