speaker

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.

Spyros is a Managing Director and the Global Head of the Quantitative Strategy and Quant Investment Solutions (QIS) Research group at Deutsche Bank as well as head of the Deutsche Bank Data Innovation Group (dbDIG). The group is responsible for equity and cross-asset quantitative research and the development of systematic strategies across asset classes. The Global Quantitative Strategy Group has been top-ranked in external client surveys such as the Institutional Investor Survey both in Equities and Fixed Income for a number of years to date. It has also been awarded the inaugural Quant Research House of the Year award by Risk Magazine for 2018 and again in 2019. Prior to Deutsche Bank, Spyros was a quantitative analyst at Citi for 4 years and was also a visiting lecturer at Cass Business School, London. Spyros' academic research has been published in various journals, including the Journal of International Money and Finance and the Journal of Asset Management. His applied research in the area of factor investing and collaboration with global asset owners which pioneered the risk premia approach helped to define the framework for alternative risk premia investing. He holds a BA and MA in Economics from Cambridge University, an MSc in Mathematical Trading & Finance, and a PhD in Finance from Cass Business School.

Colin P. Williams is Vice President Strategy & Corporate Development at D-Wave Systems Inc., reporting directly to the CEO. He has spent over 20 years in quantum computing and has developed and patented algorithms and applications for both gate model and annealing model approaches. Prior to joining D-Wave, Colin was a Senior Research Scientist (SRS) and Program Manager for Advanced Computing Paradigms at the NASA Jet Propulsion Laboratory, California Institute of Technology. Earlier, as an acting Associate Professor of Computer Science at Stanford University, he devised, developed, and taught Stanford's first courses on quantum computing & quantum communications, and computer-based mathematics. Colin earned his Ph.D. in artificial intelligence from the University of Edinburgh in 1989 and wrote “Explorations in Quantum Computing,” one of the first textbooks in the field. He was formerly research assistant to Prof. Stephen Hawking at the University of Cambridge.

Jean-Philippe Bouchaud, Chairman, Capital Fund Management (Risk.net's 2017 Quant of the Year & Buy-Side Quant of the Year 2018)

Jean-Philippe is Chairman and Chief Scientist. He supervises our research department with Marc and maintains strong links between our research team and the academic world. He is also a professor at Ecole Polytechnique where he teaches Statistical Mechanics and a course on "Complex Systems". He joined CFM in 1994.

Quant of the Year 2017 - https://www.risk.net/risk-magazine/analysis/2479713/quant-of-the-year-jean-philippe-bouchaud

Buy-Side quant of the Year 2018 - https://www.risk.net/awards/5364591/buy-side-quant-of-the-year-jean-philippe-bouchaud

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.

Bruno Dupire, Head of Quantitative Research, BLOOMBERG

Bruno Dupire is head of Quantitative Research at Bloomberg L.P., which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Societe Generale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Ito Calculus (framework for path dependent options) in 2009. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine "Hall of Fame". He is the recipient of the 2006 "Cutting edge research" award of Wilmott Magazine and of the Risk Magazine "Lifetime Achievement" award for 2008.

Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020. Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a visiting lecturer at Queen Mary University of London and a co-founder of the Thalesians.

Alexandre Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997. He worked for Numerix during 1998-2017, then in Standard Chartered bank in London as a director. Currently, he is a Quantitative research and development lead at ADIA

His activity is concentrated on modeling and numerical methods for interest rates, cross currency, credit and XVA, as well as Machine Learning and its applications. AA is an author for multiple publications in mathematical finance and a frequent speaker at financial conferences.

He has received a Quant of Year Award of Risk magazine in 2016.

Fabrizio Anfuso, Senior Technical Specialist, PRA, BANK OF ENGLAND

Fabrizio is a leading expert in developing complex risk analytics, quantitative modelling and financial regulations. He has an extensive track-record of heading quant teams onshore and offshore, as well as of taking part in firm-wide programs, such as IMM, BCBS-IOSCO Margin Requirements and IBOR transition. 
In his present and previous roles, Fabrizio has gained a comprehensive knowledge of the full model development cycle, including the model design, the validation of model performance, the IT implementation and the attainment of regulatory compliance.
His main areas of expertise are Counterparty credit risk, Monte Carlo simulations, Internal Models for the trading book (IMM and IMA), derivatives pricing, CCPs & collateral modelling, Initial Margin methodologies and regulatory capital. 
Fabrizio is chairing the master’s course in Counterparty Credit Risk of the ETH / University of Zurich and taught a number of advanced professional trainings in topics such as CCR, capital management and Initial Margin methodologies. 
As part of his academic activities, he has authored numerous research articles in the fields of quantitative finance and condensed matter physics. Fabrizio holds a Ph.D. in Theoretical Physics from the Chalmers University of Technology (Gothenburg, Sweden).
 

Youssef Elouerkhaoui is a Managing Director and the global head of markets 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.

 Elizabeth is a research associate at AllianceBernstein, London, in the Multi-Asset group. Her research focuses on using machine learning to build data-driven strategies for factor investing. She is currently pursuing a PhD in Computer Science at the University of Manchester and holds a MSc in Physics from the University of Buenos Aires. Elizabeth is a research associate at AllianceBernstein, London, in the Multi-Asset group. Her research focuses on using machine learning to build data-driven strategies for factor investing. She is currently pursuing a PhD in Computer Science at the University of Manchester and holds a MSc in Physics from the University of Buenos Aires.

Alexander Giese, Managing Director, Head of Quantitative and Digital Development for Trading Corporate & Investment Banking, UNICREDIT BANK

Alexander Giese is a Managing Director and the Head of Quantitative and Digital Development for Trading at UniCredit. Prior to joining UniCredit in 2002, Alexander worked as a repo trader at Deutsche Bank. He graduated in financial mathematics from Technical University Berlin and also holds a MSc in financial mathematics from Florida State University. His main research interests include stochastic volatility models, hybrid models and static hedging. Recently, he is exploring applications of machine learning in the context of front office trading.

Julien is a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York. He is also an adjunct professor in the Department of Mathematics at Columbia University and at the Courant Institute of Mathematical Sciences, NYU. Before joining Bloomberg, Julien worked in the Global Markets Quantitative Research team at Societe Generale in Paris for six years (2006-2012), and was an adjunct professor at Universite Paris 7 and Ecole des ponts. He co-authored the book Nonlinear Option Pricing (Chapman & Hall, CRC Financial Mathematics Series, 2014) with Pierre Henry-Labordere. His main research interests include nonlinear option pricing, volatility and correlation modeling, and numerical probabilistic methods. Julien holds a Ph.D. in Probability Theory and Statistics from Ecole des ponts. He graduated from Ecole Polytechnique (Paris), Universite Paris 6, and Ecole des ponts. A big football fan, Julien has also developed a strong interest in sports analytics, and has published several articles on the FIFA World Cup, the UEFA Champions League, and the UEFA Euro in top-tier newspapers such as The New York Times, Le Monde, and El Pais, including a new, fairer draw method for the FIFA World Cup.

David Jessop is the Head of Investment Risk in EMEA for Columbia Threadneedle Investments. Prior to this he spent 17 years at UBS as the Global Head of Quantitative Research. Before joining UBS he spent time at Citigroup acting as the Head of Quantitative Marketing. He started his career at Morgan Grenfell; initially as a derivative analyst, and then as a quantitative fund manager. He has a MA in Mathematics from Trinity College, Cambridge. 

Nicky Lai, FRM, is a vice president at BlackRock’s Risk & Quantitative Analysis (RQA) Behavioural Finance team. He is responsible for developing analytics to quantify behavioural biases of BlackRock portfolio managers, as well as partnering with portfolio managers to improve their decision making process.  He works with multiple asset classes, covering equity, credit and currency portfolio management teams.

Prior to taking up his current role in 2017, Nicky was responsible for risk oversight and analytics of BlackRock’s Multi-Asset investment activity. He also spent 2013 in Financial Modelling Group developing the risk infrastructure for fund of funds.

Andrew Lapthorne joined Société Générale in London in November 2007, having previously spent 11 years at Dresdner Kleinwort where he was the Global Head of Quantitative Research. At SG, he heads up the SG Quantitative Research Group, which includes Equity and Cross Asset Quant, Index and ETF research teams. This group of 20 analysts has extensive experience, having often worked on both the buy and sell-side and the Quant and Index research teams are both regularly ranked #1 in the Extel survey, with both teams ranked #1 last year. Andrew has been ranked the #1 individual analyst for the last 10 years in a row.

Andrew and his team have been writing about equity styles and factors since the mid-1990s and has covered most topics relating to factor investing. Since 2013, they have been writing specifically about alterative risk premia investing and more recently the use of machine learning and alternative data in the investment process. The team has created and runs a variety of systematic quantitative strategies, the most popular being the Global and European Quality Income Strategies.

Andrew is regularly quoted in the financial press, often highlighting issues such as the balance sheet risk in the US, the misuse of share buybacks and on broader factor trends in the markets.

Raul Leote de Carvalho has 19 years of experience in the financial industry and is deputy head of the Quant Research Group at BNP Paribas Asset Management since October 2017. This team has a presence in Paris, Amsterdam, Hong Kong and London and centralises the research and development of quantitative strategies for all investment teams managing equity, fixed income and asset allocation portfolios. The team is also involved in the design of client investment solutions and plays an important role in the thought leadership efforts of the company. Prior to that, he was deputy head of Financial Engineering at BNP Paribas Investment Partners since 2014, a team with similar responsibilities but smaller scope. He first joined that team in 2007 as head of Quantitative Strategies and Research.

From 2003 to 2007, he held the position of senior quantitative strategist in the Global Strategy team of BNP Paribas Asset Management in Paris where he was member of the asset allocation investment committees and developed a number of quantitative models for asset allocation. He joined BNP Paribas Asset Management in 1999 in London as a quantitative analyst, a position he held until 2002, working on applications of robust portfolio optimisation techniques, the development of foreign exchange and fixed income factor models, and as a fund manager of multi-asset portfolios.

Before he spent three years working as a research associate in computational and theoretical physics at the University College of London, at the Ecole Normale Superieure de Lyon and at the University of Wuppertal. He obtained a PhD in Statistical Physics from the University of Bristol in 1996, an MSc in Condensed Matter Physics in 1992 and a BSc in Chemistry in 1990 both from the University of Lisbon.

He is a Board Member of Inquire Europe. He is author of a several peer reviewed papers in Finance and reviewer for a number of journals. He passed the Investment Management Certificate in London in 2001.

Riccardo Rebonato, Professor of Finance, EDHEC BUSINESS SCHOOL

Riccardo Rebonato is Professor of Finance at EDHEC Business School and author of journal articles and books on Mathematical Finance,covering derivatives pricing, risk management and asset allocation. Prior to this, he was Global Head of Rates and FX Analytics at PIMCO.

Academically, he is an editor of financial journals and was until 2016 a visiting lecturer at Oxford University and adjunct professor at Imperial College's Tanaka Business School. He has served on the board of directors of the International Swaps and Derivatives Association (ISDA) and the board of trustees for the Global Association of Risk Professionals (GARP). He has been head of derivatives trading, head of research and head of market risk management at different international banks. He holds a doctorate in nuclear engineering and a PhD in condensed matter physics/science of materials from Stony Brook University, NY.

Adil Reghaï joined Natixis in 2008 where he is Head of Quantitative Research for Equities and Commodities. He graduated from Ecole Polytechnique (X92) and Ecole des Mines (P94), Paris. Adil was Head of Quantitative Research at Merrill Lynch, BNP Paribas and Calyon. He has attended conferences on mathematical finance and has written numerous papers and articles. He also gives conferences on mathematical finance in Nice (SKEMA -France), DEA of El Karoui, INSEAD. He is the author of many scientific publications and a book on Quantitative finance: back to basic principles.  

Christian leads the innovation efforts within the Data Science and Innovation team at Standard Chartered. He currently focuses on synthetic data generation, measurement of uncertainty and Reinforcement Learning as part of his development of algorithmic trading signals and engines. He also applies evolutionary algorithms to the non-linear optimisation of RWA relief via loan securitisation.

Previously, he spent 3 years as senior Credit Strategist and Head of Quant Research at Mizuho International leading the Machine Learning Algo market making project for corporate bonds.Christian also spent 10 years at Credit Suisse where he was most recently Senior Credit Strategist. Prior to that, he held positions within Interest Rate and FX Controlling at HVB Group.

Christian has a diploma in Financial Mathematics from Technische Universität München.There are 3 things about Machine Learning and AI that keep him up at night: The maths behind, the commercial opportunities and the impact on society.

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.