Venue
Intercontinental O2
Intercontinental O2, Blackwall Tunnel, London, UK

What is Qwoted?

Qwoted is a free expert network: we help reporters connect with experts & we help those same experts build relationships with top reporters.

Event Date Mon Nov 18 GMT - Thu Nov 21 GMT (7 months ago)
In your timezone (EDT): Sun Nov 17 7:00pm - Wed Nov 20 7:00pm
Location Intercontinental O2
Blackwall Tunnel, London, UK
Region EMEA
Details

Join 600+ practitioners and academics from all over the globe, including 120+ asset managers for the anticipated return of the world's leading quant finance event.

It's your once a year opportunity to move quant models forward. Discuss pricing and volatility, alpha generation, machine learning plus and much more.

Expert research & practitioner insights
The agenda explores all areas of quant: derivatives & volatility, option pricing, hedging, portfolio optimisation, alpha investing, inflation & interest rates, computational finance, credit risk, regulation & clearing, model risk and much more.

Tap into the leading quant minds
This event brings together some of the greatest minds in the industry. Pick their brains and share insights on macro trends and micro developments to set you up for the future.

Meet the Advisory Board:
• The top professionals from academia and industry are helping to advise on the developments of the 2024 programme.
• This includes representatives from across banking, asset management, and academia.

Network like never before
• Create new connections and catch up with industry peers.
• Closed-door discussions, interactive Q&A with speakers, and dedicated networking breaks are just some of the ways you can exchange insights and build new relationships.
• Plus the networking app which helps you reach them before, during and after the event.

Speakers

2024 Speakers

Joachim Mnich
Director for Research and Computing, CERN

Roma Agrawal MBE
Structural Engineer, Author, and Broadcaster, Roma the Engineer

Helyette Geman
Research Professor, John Hopkins University

Nizar Touzi
Chair of the Department of Finance and Risk Engineering, New York University

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

Amal Moussa
Managing Director, Head of US Single Stocks Exotic Derivatives Trading, Goldman Sachs

Jessica James
Managing Director, Senior Quantitative Researcher, Commerzbank AG

Jim Gatheral
Presidential Professor of Mathematics, Baruch College, CUNY

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

Chandni Bhan
Global Chief Risk Officer, Wise

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

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

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

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

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

Jesper Andreasen
Head of Quantitative Analytics, Verition Fund Management

Wim Schoutens
Professor of Financial Engineering, University of Leuven

Carol Alexander
Professor, University of Sussex and Exponential Science Foundation

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

Julien Guyon
Professor of Applied Mathematics, École nationale des ponts et chaussées

Luitgard Veraart
Professor, London School of Economics and Political Science

Alisa Rusanoff
Head of Credit and Technology, Crescendo Asset Management

Paul Bilokon
Visiting Professor, Imperial College

Roza Galeeva
Senior Lecturer, John Hopkins, AMS Department

Elisa Alòs Alcalde
Associate Professor, Universitat Pompeu Fabra

Joe Hanmer
Global Head of Quant, Fidelity International

Raphaël Douady
Research Professor, University of Paris 1 Pantheon Sorbonne

Behzad Alimoradian
Quantitative and Actuarial Analyst, Valerian Capital

Saeed Amen
Founder, Cuemacro

Sachin Anandikar
Chief Technology Officer, Pemberton

Herve Andres
PhD Student, Ecole nationale des ponts et chaussées

Fabrizio Anfuso
Senior Technical Specialist, Bank of England

Mahdi Anvari
Head of Equity Derivatives Quantitative Analysis, Millennium

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

Daniel Arrieta Rodriguez
Head of XVA Model Validation, Santander

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

Viatcheslav Belyaev
Senior Quantitative Analyst, U.S. Bank

Daniele Bernardi
CEO, Diaman Partners

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

Hamza Bodor
PhD Candidate, Université Paris 1 Panthéon-Sorbonne

Svetlana Borovkova
Associate Professor of Quantitative Finance, Vrije Universiteit Amsterdam

Florian Bourgey
Quantitative Researcher, Bloomberg LP

Robert Boyce
PhD Student, Imperial College London

Jose Canals-Cerda
Senior Special Advisor, Supervision, Regulation, and Credit, Federal Reserve Bank of Philadelphia

Luca Capriotti
Managing Director - Head of NCL Quants, UBS Group

Jacky Chen
Managing Director, Total Portfolio Management, OPTrust

Andrey Chirikhin
Credit Quantitative Analytics, Barclays Investment Bank

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

Fabien Choujaa
Head of Strats and Model Risk Management, HSBC

Marcos Costa Santos Carreira
Head of Equity Quants, XP Inc

Stephane Crepey
Professor of Mathematics, Université Paris Cité

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

Olivier Daviaud
Quantitative Strategist, Executive Director, JP Morgan

Yehuda Dayan
Head of Thematic Data Science, Citigroup

Nathan De Carvalho
PhD Student, Université Paris Cité

Stefano De Marco
Professor, Ecole Polytechnique

Fayssal El Mofatiche
Founder & CEO, Flowistic

Mike Emambakhsh
Senior Research Scientist, Mesirow

Matthias Fahrenwaldt
IT Policy and Supervision Support, Federal Financial Supervisory Authority (BaFin)

Michael Fernandez
Head of GPU Business Development for Financial Applications, AMD

Federico Fontana
Chief Technology Officer, XAI Asset Management

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

Samar Gad
Associate Professor, Kingston Business School

Michael Geke
CEO, Quantmade

Abhishek Gupta
Associate Director, Head of Product, Scientific Infra and Private Assets

Hannu Harkonen
Principal Software Engineer, MathWorks

Jérôme Henry
Principal Adviser – DG Macroprudential Policy and Financial Stability, European Central Bank

Natascha Hey
PhD Student, Ecole Polytechnique, Paris

Matthias Heymann
Former Market Data Scientist, Millennium

Toby Hill
Associate Director - Quantitative Research & Trading, Selby Jennings

Julien Hok
Quantitative Analysis, Investec Bank

Karen Huynh
Research Analyst, Amundi

Gbenga Ibikunle
Professor and Chair of Finance, University of Edinburgh

Elissa Ibrahim
Associate, Quantitative Finance, Model Validation, EBRD

Une Marija Jurkstaite
Chief Business Officer, Žalgiris Arena

Aymeric Kalife
Associate Professor, Paris Dauphine University

Gary Kazantsev
Head of Quant Technology Strategy, Bloomberg

Chris Kenyon
Global Head of Quant Innovation, MUFG Securities

Ruben Kerkhofs
PhD Student, University of Leuven

Leila Korbosli
Quantitative Analyst Director, UBS

Vinay Kotecha
Managing Director, Market Risk Methodology Lead, BNP Paribas

Nikolai Kukharkin
Head of Quantitative Risk Control, MUFG Bank Ltd

Aous Labbane
Quant Investment Professional, Independent

Theodora Lau
Founder, Unconventional Ventures

Shaun (Xiaoyuan) Li
PhD Student, Université Paris 1 Panthéon-Sorbonne

Laura Lise
Markets Quantitative Analytics Director – Equities Prime and Delta One, Citi

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

Andrea Macrina
Professor of Mathematics, University College London

Andrew Mann
Quant Researcher, Independent

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

Andrew McClelland
Director, Quantitative Research, Numerix

James McGreevy
Quantitative Researcher, Kaiju Capital Management

Ian McWilliam
Senior Researcher, Machine Learning, Aspect Capital

Anton Merlushkin
Head of Quant Modelling & Analytics, Jain Global

Nadhem Meziou
Quantitative Expert Leader, Global Markets, Natixis

Georgi Mitov
Director, Quantitative Research, FactSet

Alex Morris
Vice President - Quantitative Research & Trading, Selby Jennings

Aitor Muguruza Gonzalez
Chief Artificial Intelligence Officer, Kaiju Capital Management

James Munro
Head of ArcticDB, Man Group

Uwe Naumann
Professor of Computer Science, RWTH Aachen University

Revant Nayar
Chief Investment Officer, Dilaton Technologies LLC Family Office

Dan Nechita
Head of Cabinet for MEP, European Parliament

Hoang Dung Nguyen
PhD Student, Université Paris Cité

Nikolai Nowaczyk
Technical Specialist, NatWest

Murad Nuriyev
Research Analyst, Amundi

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

Andrea Pallavicini
Head of Equity, FX, and Commodity Models, Intesa Sanpaolo

Neil Palmer
Co-Head, VP of Quantitative Engineering, Beacon

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

Ying Poikonen
Executive Director, Head of Modelling Group EMEA Region, SMBC Group

Thomas Raffinot
Head of Quant Investment Signals, AXA Investment Managers

Adil Rengim Cetingoz
PhD Student, University of Paris I: Panthéon-Sorbonne, Paris

Diana Ribeiro
Quant Director, Citi

Matteo Rolle
Head of Crossmarket Trading, Banca Sella Holding

Matthew Rooney
VP, Head of Quant Analytics Europe, Selby Jennings

Barney Rowe
Senior Quantitative Analyst, Fidelity International

Bouazza Saadeddine
Quantitative Researcher, Crédit Agricole CIB

Ivan Saroka
Senior Quant, Schonfeld

Antoine Savine
Head of Analytics, HRT

Eric Schaanning
Group Head of Market and Valuation Risk Management, Nordea

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

Edward Selig
MSc Graduate, Imperial College London

Malgorzata Smietanka
Researcher, University College London

Alexander Sokol
Executive Chairman, CompatibL

Taylor Spears
Lecturer, University of Edinburgh

Gabin Taibi
PhD Student, University of Twente

Leon Tatevossian
Adjunct Professor, New York University

Lars ter Braak
Trading Researcher, Robeco

Andreas Theodoulou
Data Scientist, Citi

Gabriel Tucci
Global Head of Equities Cash Quant Trading, Citi

Mihail Turlakov
Quant Trader, Independent

Richard Turner
Managing Director, Currency Management, Mesirow Financial

Sturmius Tuschmann
PhD Candidate, Imperial College London

Martin van der Schans
Trading Researcher, Robeco

Donald van Deventer
Managing Director, Risk Research and Quantitative Solutions, SAS

Valeria Varlashova
MSc Graduate, Imperial College London

Davide Venturelli
Associate Director - Quantum Computing & Research Scientist, USRA

Milena Vuletić
DPhil Candidate, University of Oxford

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

Igor Yelnik
CEO & CIO, Alphidence Capital

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

Aleh Yushkevich
MSc Finance Graduate, University College London (UCL) School of Management

Lucette Yvernault
Head of Systematic Fixed Income, Fidelity International

Valer Zetocha
Senior Quantitative Analyst, Julius Baer

Žan Žurič
Quantitative Researcher, Kaiju

Sponsors & Partners

2024 Partners

PARTNERS:
• AMD
• CompatibL
• SAS

ASSOCIATE PARTNERS:
• Beacon
• FactSet
• Flowistic
• Mathworks
• Murex
• Numerix
• Scientific Infra & Private Assets
• S&P Global

TALENT PARTNER:
• Selby Jennings