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QuantMinds International
17 - 20 November 2025
InterContinental O2London
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Main Conference Day Two - GMT (Greenwich Mean Time, GMTZ)

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Main Conference Day Two - GMT (Greenwich Mean Time, GMTZ)
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Showing 1 of 1 Streams
08:45 - 08:50
Chair's welcome remarks
08:50 - 09:25
Unlocking the power of alternative data in finance: New data sources, models, strategies

Modelling techniques and investment strategies for better decision-making and improved investment performance.

  • Hamza Bahaji - Head of Financial Engineering and Investment Solutions, Amundi ETF, Indexing & Smart Beta,, Amundi
  • Alisa Rusanoff - Head of Credit and Technology, Crescendo Asset Management
  • Yehuda Dayan - Head of Thematic Data Science, Citigroup
  • Svetlana Borovkova - Associate Professor Of Quantitative Finance, Vrije Universiteit Amsterdam
09:25 - 09:55
Humans and data

Roma Agrawal, engineer, author and broadcaster, looks at historical examples of the importance of human creativity and instinct in dealing with large amounts of data. She will also share stories of how time is a humanmade construct and why we should reframe our understanding of it.

  • Roma Agrawal MBE - Structural Engineer, Author and Broadcaster, Roma the Engineer
09:55 - 10:30
Women in quant: A structured analysis

The financial and strategic implications of the lack of diversity in the workplace and the wider industry

  • Samar Gad - Associate Professor, Kingston Business School
  • Laura Lise - Markets Quantitative Analytics Director – Equities Prime and Delta One, Citi
  • Elissa Ibrahim - Associate, Quantitative Finance, Model Validation, EBRD
  • Svetlana Borovkova - Associate Professor Of Quantitative Finance, Vrije Universiteit Amsterdam
10:30 - 11:00
Correlated HJM modeling of multi-national risk-free yields and foreign exchange rates
  1. Benchmarking Monte Carlo simulations to accurately price risk-free yields for any holding period is essential
  2. Traditional lattice-based models are often incorrect in this regard
  3. This session provides a practical guide to Heath, Jarrow and Morton modeling of risk-free yields in multiple countries
  4. Results for a worked example are discussed
  • Donald van Deventer - Managing Director, Risk Research and Quantitative Solutions, SAS, SAS
Showing 1 of 1 Streams
13:00 - 14:00
Women in quant finance: Lunch discussion
Main Conference Day One
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