QuantMinds International 2023 | Informa Connect | 12 November 2023 | Intercontinental O2, Blackwall Tunnel, London, UK

2023 Speakers

Jim Gatheral
Presidential Professor of Mathematics, Baruch College, CUNY

Chandni Bhan
Global Chief Risk Officer, Wise

Anton Merlushkin
Head of Quant Modelling & Analytics, Jain Global

Jessica James
Managing Director, Senior Quantitative Researcher, Commerzbank AG

Stefano Pasquali
Head of Investment AI Modelling & Research team, BlackRock

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

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

Nicole Königstein
Chief Data Scientist and Head of AI & Quantitative Research, Wyden Capital

Jesper Andreasen
Head of Quantitative Analytics, Verition Fund Management

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

Joe Hanmer
Global Head of Quant, Fidelity International

Shearin Cao
EMEA Regulatory Engagement Function Director - Regulatory Policy, Citi Bank

Matthias Arnsdorf
Global Head of XVA & Counterparty Credit Risk Modelling, JP Morgan Chase

Chris Kenyon
Global Head of Quant Innovation, MUFG Securities

Rama Cont
Professor of Mathematics and Chair of Mathematical Finance, University of Oxford

Carol Alexander
Professor, University of Sussex

Raphaël Douady
Research Professor, University of Paris 1 Pantheon Sorbonne

Kevin Walsh
Deputy Comptroller for Market Risk Policy, Office of the Comptroller of the Currency

Nikolai Kukharkin
Managing Director, Head of Quantitative Risk Control, MUFG

Davide Venturelli
Fellow and Associate Director, Quantum Technologies, USRA

Blanka Horvath
Associate Professor in Mathematical and Computational Finance, University of Oxford

David Phillips
Head of Traded Risk Measurement, Bank of England

Mahdi Anvari
Head of Equity Derivatives Quantitative Analysis, Millennium

Dilip Madan
Professor of Mathematical Finance, Robert H. Smith School of Business at University of Maryland

Michael Pykhtin
Manager, Policy Research and Analytics, U.S. Federal Reserve Board

Konstantina Armata
Global Head of Enterprise Stress Testing and Risk Analytics, Citi

Thomas Raffinot
Head of Quant Investment Signals, AXA Investment Managers

Marcos Carreira
Former Chief Risk Officer, Upon Global Capital

Laura Ballotta
Professor of Mathematical Finance, Bayes Business School (formerly Cass)

Hamza Bahaji
Head of Financial Engineering and Investment Solutions, Amundi ETF, Indexing & Smart Beta, Amundi

Revant Nayar
Chief Investment Officer, Dilaton Technologies LLC Family Office

Leila Korbosli
Quantitative Analyst Director, UBS

Vladimir Piterbarg
Managing Director, Head of Quantitative Analytics & Development, NatWest Markets

Luca Capriotti
Adjunct Professor, Columbia University

Sorina Zahan
Chief Investment Officer, Core Capital

Ola Hammarlid
Chief Control Officer LC&I, Swedbank

Youssef Elouerkhaoui
Managing Director, Global Head of Markets Quantitative Analysis, Citigroup

Robert De Witt
Managing Director, Head of Quantitative Strategies and Data Group for EMEA Equities Execution, Bank of America

David Shelton
Managing Director, Global Head of FICC Electronic Trading and FX Quantitative Strategies Group, Bank Of America

Xintong Zhan
Professor of Finance and Li-Dasan Endowed Chair, Fudan University School of Management

Brian Huge
Head of Quant, Saxo Bank

Marat Molyboga
Chief Risk Officer, Director of Research, Efficient Capital Management

Marie Briere
Head of Investor Intelligence and Academic Partnerships, Amundi

Marco Bianchetti
Head of IMA Market Risk, Market and Financial Risk Management, Intesa Sanpaolo

Antoine Savine
Head of Analytics, HRT

Michael Mills
Principal & CEO, Infinitary Fund

Theodora Lau
Founder, Unconventional Ventures

Aitor Muguruza Gonzalez
Head of Scientific Research and Data Analytics, Kaiju Capital Management

Vladimir Chorniy
Managing Director, Head of Risk Model Fundamentals and Research Lab, Senior Technical Lead, BNP Paribas

Diana Ribeiro
Quant Director, Citi

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

Marwan Moubachir
Global Head of Risk - Discretionary Macro and Fixed Income, Schonfeld Strategic Advisors

Daniel Mayenberger
Head of Quants Risk as a Service Platform – Digital Products, J.P. Morgan

Jon Hill
Professor of Model Risk Management, Dept. of Financial Risk Engineering, NYU-Tandon

Svetlana Borovkova
Associate Professor, Vrije Universiteit Amsterdam

Jun Yuan
Managing Director, Global Risk Analytics, Royal Bank of Canada

Richard Turner
Managing Director, Currency Management, Mesirow Financial

Gabriel Tucci
Global Head of Equities Cash Quant Trading, Citi

Wim Schoutens
Professor Of Financial Engineering, University of Leuven

Alexander Sokol
Executive Chairman, CompatibL

Alberto Elices
Senior Loan Pricing and Product Development Officer, European Investment Bank

David Mascio
Chief Executive Officer & Chief Investment Officer, Della Parola

Alisa Rusanoff
Head of Credit, Trade Finance, Crescendo Asset Management

Heiko Bailer
ESG Investments & Research, LBBW Asset Management

Zoltan Eisler
Systematic Trading Professional, Undisclosed

Daniele Bernardi
Chief Executive Officer, Diaman Partners

Andrey Itkin
Quantitative Research & Development Lead, NYU+ADIA

Fabrizio Anfuso
Senior Technical Specialist, Bank of England

Artur Sepp
Head of Quantitative Strategies, Clearstar Labs AG

Elisa Alòs Alcalde
Associate Professor, Universitat Pompeu Fabra (UPF)

Florian Bourgey
Quantitative Researcher, Bloomberg LP

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

Julien Guyon
Professor of Applied Mathematics, École des Ponts ParisTech

Grigory Vilkov
Professor of Finance, Frankfurt School of Finance and Management

Roza Galeeva
Senior Lecturer, John Hopkins, AMS Department

Raman Uppal
Professor of Finance, EDHEC Business School

Daniel Arrieta Rodriguez
Senior Model Validation Quant, Santander

Alexandre Rubesam
Associate Professor of Finance, IÉSEG School of Management

Wafaa Schiefler
Executive Director – Commodities Quantitative Researcher, JP Morgan Chase

Matthias Fahrenwaldt
Quantitative Risk Modelling, Federal Financial Supervisory Authority (BaFin)

Alexey Ermilov
Quantitative Researcher, Maniyar Capital

Viatcheslav Belyaev
Senior Quantitative Analyst, U.S. Bank

Gbenga Ibikunle
Professor and Chair of Finance, University of Edinburgh

Harjoat Bhamra
Associate Professor of Finance, Imperial College

Susanna Saroyan
Senior Research Fellow, University of Oxford

Jie Cao
Professor of Finance, Hong Kong Polytechnic University, School of Accounting and Finance

Jacky Chen
Director, Total Fund Completion Portfolio Strategies, OPTrust

Lorenzo Ravagli
Executive Director | Head of European FX vol strategy, JP Morgan

Samar Gad
Associate Professor, Kingston Business School

Leon Tatevossian
Adjunct Professor, New York University

Saeed Amen
Visiting Lecturer, Queen Mary University London

Claudia Tarabù
Doctoral Researcher, University Uninettuno

Matteo Rolle
Deputy Head of Sella Financial Markets, Banca Sella Holding

Sebastien Bossu
Assistant Professor of Mathematics and Statistics, UNC Charlotte

Eric Schaanning
Executive Director | Head of Group Banking Book Risk Management, UBS

Małgorzata Śmietanka
Researcher, UCL

Uwe Naumann
Professor Of Computer Science, RWTH Aachen University

Ilya Sheynzon
Vice President, Quantitative Researcher in Quantitative Strategies and Data Group for EMEA Equities Execution, Bank of America

Purba Das
Lecturer in Mathematical Finance, King's College London

Julien Hok
Quantitative Analyst Manager, Investec Bank

Vivek Anand
Director, Cross-Asset Quantitative Research, Deutsche Bank

Ganchi Zhang
Director, Quantitative Researcher, Deutsche Bank

Francesco Canella
Director, Diaman Partners

Manola Santilli
Quant Senior Specialist in IMA Market Risk, Market and Financial Risk Management, Intesa Sanpaolo

Sergii Arkhypov
Quantitative Analyst, BNP Paribas

Ian McWilliam
Senior Researcher, Machine Learning, Aspect Capital

Milena Vuletić
DPhil Candidate, University of Oxford

Aurelio Romero-Bermudez
Quantitative Analyst, ING

Colin Turfus
Researcher in Quantitative Finance, Independent

Jukka Vesala
Head of Group Credit Risk Control, Nordea

Jason Charlesworth
Visiting Researcher, RWTH Aachen University

Stefano Iabichino
Cross Assets Quant, UBS

Yoshihiro Tawada
Director, MUFG Securities EMEA

Takaya Sekine
Deputy Head of Quant Portfolio Strategy, Amundi

Stéphane Crépey
Professor of Mathematics, Université Paris Cité, Laboratoire de Probabilités, Statistique et Modélisation (LPSM)

Andrea Macrina
Professor of Mathematics, University College London

Richard Martin
Professional Investor, Independent

Francesco Capponi
Vice President, Quantitative Researcher, BlackRock

Evgeny Lakshtanov
Traded Risk Model Validation Validator, Standard Chartered

Mourad Berrahoui
Managing Director Global Head of Counterparty Pricing and Risk Analytics, Lloyds Banking Group

Mikko Pakkanen
Reader in Data Science and Quantitative Finance, Imperial College

Dean Markwick
Vice President, FX Electronic Trading, Bank of America

Parviz Rakhmonov
Quantitative Analytics, Independent

Harry Hill
Vice President, Quantitative Researcher in the Quantitative Strategies and Data Group, Bank of America

Bebes András
Head of Strategy, Research, and Sustainable Finance Department, Hungarian Government Debt Management Agency

Julien Kockelkoren
Former Head of Trading Research, Undisclosed

David Romoff
Associate Director, Columbia University

Peter Quell
Head of the Portfolio Analytics Team for Market and Credit Risk, DZ Bank AG

Nadhem Meziou
Quantitative Expert Leader, Global Markets, Natixis

Mark Lichtner
Director in Markets Quantitative Analytics, Barclays Investment Bank

Sascha Geier
Director, Product Manager for Counterparty Risk and xVA Analytics, Commerzbank

Aymeric Kalife
Associate Professor, Paris Dauphine PSL University

James McGreevy
Quantitative Researcher, Kaiju Capital Management

Mehdi Tomas
Associate Quantitative Researcher, Capital Fund Management

Maurizio Garro
Senior Lead, IBOR Transition Programme, Lloyds Banking Group

Bouazza Saadeddine
Quant, Crédit Agricole CIB

Makar Pravosud
PhD candidate, Pompeu Fabra University

Luca Foresti
Quant Trader, Banca Sella Holding

Marco Scaringi
Quant Specialist, Financial and Market Risk Management, Intesa Sanpaolo

Fayssal El Mofatiche
Founder and CEO, dnbf.tech

Andrew McClelland
Director, Quantitative Research, Numerix

Elizabeth Holmes
Senior Vice President – Quantitative Analytics, Selby Jennings

Matthew Rooney
Associate Director - Head of Quant Research and Trading - Europe, Selby Jennings

Dmitri Goloubentsev
CTO | Head of Automatic Adjoint Differentiation, Matlogica

Timothy Klassen
Founder and CEO, Vola Dynamics

Jonas Svallin
Senior Director, Quantitative Solutions, Factset

Claus Murmann
Product Solutions Specialist, Beacon

James Baker
Product Manager, Suite, LLC

Amadeo Alentorn
Head of Systematic Equities, Jupiter Asset Management

David Aznar
Quantitative Researcher, Artificial Intelligence Finance Institute

Giacomo Barigazzi
Head of Corporate Development, Axyon AI

Krisztian Benyo
Quantum Solutions Expert, Independant

Xavier Brokmann
Portfolio Manager and Research Director, Qube Research and Technologies

Osman Colak
Global Head of Structured Solutions, ANZ Global Markets

Yehuda Dayan
Head of Thematic Data Science, Citigroup

Nathan De Carvalho
PhD Student, Université Paris Cité

Fayçal Drissi
Post Doctoral Researcher, University of Oxford

Stefano Evangelisti
Vice President, Credit Desk Strategist, Barclays Investment Bank

Timothee Fabre
PhD Student, Paris-Saclay University

Jay Fleischman
Senior Fellow, AMD

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

Brian Fuglsbjerg
Head of Market Risk Quant, Danske Bank

Soheil Gityforoze
PhD Student, George Washington University

Peter Jaeckel
Professional Quant, Independent

Udesh Jha
Managing Director, Post-Trade Services, CME Group

Ruben Kerkhofs
PhD Student, KU Leuven

Neil Kichler
PhD Student, RWTH Aachen

Aous Labbane
Managing Director, EMEA Equity, Nomura

Shaun Li
PhD Student, Université Paris 1

Peter Lind
PhD Student, Aalborg University

Christopher Lorenz
PhD Student, Goethe University Frankfurt

Azar Louzi
PhD Student, Université Paris Cité

Marco Paini
Quantum Solutions Expert, Independant

Gregory Pelts
Director, Scotiabank

Alex Prokopyszyn
PhD Student, University of St Andrews

Jillur Rahman
PhD Student, TU-Darmstadt

Adil Rengim Cetingoz
PhD Student, Université Paris 1 Panthéon-Sorbonne

Alejandro Roigé
Quantitative Analyst and Portfolio Manager, Turing Capital Group

Barney Rowe
Senior Quantitative Analyst, Fidelity International

Cristopher Salvi
Assistant Professor, Imperial College

Sumit Sinha
Senior Director Quant Risk Management, CME Group

Andreas Theodoulou
Data Scientist, Citi Global Data Insights, CitiGroup

Gregory van Kruijsdijk
PhD Student, KU Leuven

Eva Verschueren
Postdoctoral Researcher, University of Leuven

Erik Vynckier
Board Member, Chair of the Investment Committee, Foresters Friendly Society and Institute and Faculty of Actuaries

Chao Zhang
PhD Student, University of Oxford

Jingyang Zhang
PhD Student, KU Leuven

Eunice Zhu
Executive Director, Head of Derivatives XVA Trading EMEA, SMBC Nikko Capital Markets

2023 Partners

PARTNERS:
• AMD
• CompatibL

ASSOCIATE PARTNERS:
• Beacon
• CME Group
• Factset
• Numerix
• Vola Dynamics

TALENT PARTNER:
• Selby Jennings

LANYARD AND BADGE SPONSOR:
• Suite, LLC

EXHIBITORS:
• Matlogica
• NAG

ASSOCIATIONS AND MEDIA PARTNERS:
• CRC Press
• Fintech Futures
• Global Risk Community
• InvestorBrandNetwork
• Savvy Investor
• Society of Quantitative Analysts