Speakers

Darrell Duffie

Dean Witter Distinguished Professor of Finance

Stanford University

Ananth Raghunathan

Senior Research Scientist

Google

Davide Venturelli

Quantum Computing Lead

USRA Research Institute for Advanced Computer Science, NASA Ames Center

Damiano Brigo

Chair and Co-Head Of Group, Mathematical Finance

Imperial College, London

Stefano Pasquali

Managing Director, Head of Liquidity Research

BlackRock

Alexei Kondratyev

Managing Director, Head of Data Analytics, Electronic Market Solutions

Standard Chartered Bank

Bruno Dupire

Head Of Quantitative Research

Bloomberg L.P.

Lorenzo Bergomi

Head of Quantitative Research

Société Générale

Marcos López de Prado

Adjunct Professor, Financial Machine Learning

Cornell University

Tyler Ward

Local Search Modeler

Google

Peter Carr

Department Chair, Finance and Risk Engineering

NYU Tandon School

Michael Pykhtin

Manager, Quantitative Risk

U.S. Federal Reserve Board

Pierre Henry-Labordere

Quant, Global Markets Quantitative Research

Société Générale

Riccardo Rebonato

Professor of Finance

EDHEC

John Hull

Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management

University Of Toronto

Tiziano Bellini

Director

BlackRock

Fabio Mercurio

Global Head of Quant Analytics

Bloomberg L.P.

Luca Capriotti

Global Head Quantitative Strategies Credit and Financing

Credit Suisse

Youssef Elouerkhaoui

Managing Director And Global Head Of Credit & Commodities Quantitative Analysis

Citigroup

Nic Hutchings

Executive Director

Morgan Stanley

Jessica James

Managing Director, Senior Quantitative Researcher

Commerzbank AG

Silvio Micali

Founder

Algorand

Michael Steliaros

Global Head of Quantitative Execution Services

Goldman Sachs

Vladimir Piterbarg

MD, Head of Quantitative Analytics and Quantitative Development

NatWest Markets

Michael Dempster

Professor Emeritus & Founder, Centre For Financial Research, Department Of Pure Mathematics And Statistics

University Of Cambridge

Brian Huge

Chief Quantitative Analyst

Danske Bank

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

Britta Achmann

Head of Business Implementation, Risk Change

Deutsche Bank

Alexandru Agachi

Co-founder and COO

Empiric Capital

Carol Alexander

Visiting Professor at Peking University HSBC Business School at Oxford & Professor of Finance

University of Sussex

Elisa Alos

Lecturer in Financial Mathematics

Pompeu Fabra University

Saeed Amen

Founder

Cuemacro

Leif Andersen

Global Head Of Quantitative Strategies Group

Bank Of America Merrill Lynch

Jesper Andreasen

Kwant Daddy

SaxoBank

Alexandre Antonov

Director

Standard Chartered Bank

Matthias Arnsdorf

Managing Director & Head Of Counterparty Credit Risk Modeling Group

JPMorgan Chase

Peter Austing

Quantitative Researcher

Citadel

Arta Babaee

Academic Visitor

Imperial College London

Katia Babbar

Visiting Research Fellow, University of Oxford and Founder

AI Wealth Technologies

James Baker

Product Manager

Suite, LLC

Laura Ballotta

Reader in Financial Mathematics

Cass Business School

Dominique Bang

Director

Bank of America Merrill Lynch

Emilio Barucci

Professor

Polytechnic University of Milan

András Bebes

Risk Manager

Hungarian Government Debt Management Agency

Viatcheslav Belyaev

Founder

Quant Hedge Analytic

Andrés Berenguer Alonso

Market Risk Director – Derivative Valuations Area

Santander

Marco Bianchetti

Head of Fair Value Policy

Intesa Sanpaolo

Paul Bilokon

Founder, CEO, Chairman

Thalesians Ltd

Bo Boisen

Director FRTB and Risk Data Platform

Nordea

Svetlana Borovkova

Associate Professor Of Quantitative Finance

Vrije Universiteit Amsterdam

Christoph Burgard

Head of Risk Analytics For Global Markets

Bank of America Merrill Lynch

Shearin Cao

Technical Specialist, Traded Risk Management

Standard Chartered

Shahzad Chohan

Global Head of Big Data, Deep Learning and Innovation

Credit Suisse

Vladimir Chorniy

Senior Technical Lead

BNP Paribas

Jim Congleton

FRTB SME and FRTB/CVA capital requirements

Standard Chartered

Rama Cont

Chair of Mathematical Finance

University of Oxford

Oliver Cooke

Managing Director, Head of Selby Jennings - North America

Phaidon International

Stéphane Crépey

Professor of Mathematics

University Of Evry

Eulogio Cuesta

Head of Pricing Model Validation

Santander

Rebecca Declara

Interest Rates Options Trader

BayernLB

Andrew Dickinson

Director

Bank of America Merrill Lynch

Matthew Dixon

Assistant Professor of Finance

Illinois Institute of Technology

Paul Edge

Financial modelling expert

EDP

Zoltan Eisler

Co-Head of Execution

Capital Fund Management

David Fauchier

Founder & CIO

Cambrial Capital

Sylvain Forté

CEO

SESAMm

Peter Friz

Professor of Mathematics

TU Berlin, Weierstraß-Institut Berlin

Roza Galeeva

Professor

NYU

Luis Gandarias Viñuela

Market Risk Associate – IPV

Santander

Guillaume Garchery

Head of Quantitative Research and Development

La Française Investment Solutions

David Garcia Lorite

XVA Quantitative Analyst

Caixabank

Helyette Geman

Director, Commodity Finance Centre

Birbeck, University Of London & John Hopkins University

Charbel Gereige

Automated Asset Allocation Developers Lead

BlackRock

Samim Ghamami

Financial Economist

Goldman Sachs

Jos Gheerardyn

CEO & Founder

Yields.io

Alexander Giese

Managing Director, Head of Quantitative and Digital Development for Trading

UniCredit

Mike Giles

Head of the Mathematical Institute and Professor of Scientific Computing

Oxford University

Kathrin Glau

FELLOW co-founded by Marie Skłodowska Curie at École Polytechnique Fédérale de Lausanne & Financial Mathematics

Queen Mary University of London

Emmanuel Gobet

Professor

Ecole Polytechnique

Anton Golub

Co-founder and Chief Science Officer

Lykke Corp

Andrew Green

Managing Director and XVA Lead Quant

Scotiabank

Stephen Gribben

Founder

CoachPro.online

Hamza Guennoun

Quantitative Analyst

Société Générale

Julien Guyon

Senior Quant

Bloomberg L.P.

Marc Henrard

Visiting Professor

University College London

Mark Higgins

COO

Beacon Platform Inc.

Julien Hok

Director, Quantitative Analysis

Credit Agricole-CIB

George Hong

Head of APAC Quantitative & Risk Strategies

Credit Suisse

Blanka Horvath

Lecturer in Financial Mathematics

King's College London

Rodney Hoskinson

Director, Quantitative Support (Strategic Trading and Funding)

ANZ Banking Group

Hanna Hultin

Industrial PhD student

SEB

Peter Jaeckel

Deputy Head of Quantitative Research

VTB Capital

Udesh Jha

Global Head of Risk Research

CME Clearing

Vladimir Jovanovic

Director - Equity Derivatives Quant

Barclays

Aymeric Kalife

Associate Professor

Paris Dauphine University

Juho Kanniainen

Professor of Financial Engineering

Tampere University

Patrik Karlsson

Electronic Trading Quant

SEB

Maxim Kartamyshev

Quant

Norges Bank Investment Management

Evgueny Khartchenko

Software Application Engineer

Intel

Nodari Kolmakhidze

Chief Investment Officer

Cindicator

Michael Konikov

SVP, Head of Quantitative Development

Numerix

Vladimir Lucic

Head of Non-Linear QIS Structuring

Macquarie

Robert Macrae

Research Associate, Systemic Risk Centre

Systemic Risk Centre

Dilip Madan

Professor of Mathematical Finance

Robert H. Smith School of Business at University of Maryland

Andrew Mann

Co-founder

Coinstrats

David Mascio

Managing Founder and Principal

Della Parola Capital Management, LLC

Daniel Mayenberger

European Head of Large Model Frameworks

Barclays

Andrew McClelland

Director, Quantitative Research

Numerix

Paul McCloud

Head of Global Fixed Income Quantitative Research’

Nomura

Ian McWilliam

Analyst

Aberdeen Standard Investments

Yaroslav Melnyk

Quantitative Analyst, FX derivatives modelling team

Morgan Stanley

Nadhem Meziou

Head of Fixed Income Quantitative Research

Natixis

Ruben-Andrei Miclea

Quantitative Analyst

Santander

Massimo Morini

Head of Interest Rate and Credit Models

Banca IMI

Aitor Muguruza Gonzalez

Equities Quant

Natixis

Sergey Myagchilov

Investment Vice President

Prudential Financial

George Mylnikov

Vice President, Head of Quantitative Research

Charles Schwab Investment Advisory

Matt Napoli

General Manager, International Business Development

1010data

Andrea Nardon

Partner, Portfolio Manager, Head of Quant

Sarasin & Partners

Uwe Naumann

Professor Of Computer Science

RWTH Aachen University

Jan Novotny

eFX Quant Trader

Deutsche Bank

Mikko Pakkanen

Leader, Imperial Network of Excellence in Probabilistic Methods and Modelling

Imperial College London

Emiliano Papa

Director - Head of Rates and FX

Deutsche Bank

Stefan Pomberger

Executive Director, Head of the Fixed Income Quant Group

Vontobel Investment Banking

Paul Pop

Co-founder

Neurolabs

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

Adil Reghaï

Head of Equity and Quant Research

Natixis

Mathieu Rosenbaum

Professor

Ecole Polytechnique

Birgit Rudloff

Professor of Mathematics for Economics and Business

Vienna University of Economics and Business

Marcos Costa Santos Carreira

PhD Candidate

École Polytechnique

Antoine Savine

Quantitative Research

Danske Bank

Marco Scaringi

Quantitative Analyst

Intesa Sanpaolo

Bernd Scherer

Head Of Private Wealth Portfolio Management, Head of Product Development

Bankhaus Lampe KG

Wim Schoutens

Professor Of Financial Engineering

University of Leuven

Denys Semagin

Senior Quant Analytics and Technology Specialist

Fintech Entrepreneur

Artur Sepp

Head of Research

Quantica Capital AG

Iuliia Shpak, PhD

Quant Strategies Specialist

Sarasin & Partners LLP

Bernhard Silli

Partner

Alcova Asset Management

André Süss

Senior Quant, Exposure Analytics

Credit Suisse

Jochen Theis

Head of Market Risk Methodology

Deutsche

Stefan Theussl

Senior Quant Analyst

Raiffeisen Bank International AG

Mehdi Tomas

PhD Student

École Polytechnique

David Tran

Risk Manager

Hungarian Government Debt Management Agency

Colin Turfus

Quantitative Analyst

Deutsche Bank

Richard Turner

Head of Research, Currency Alpha

Mesirow Financial

Erdem Ultanir

Quantitative Credit Risk Analytics Lead

Barclays

Hitendra Varsani

Executive Director, Equity Core Research

MSCI

Erik Vynckier

Chairman of the Investment Committee and a member of the Risk and Capital Committee

Foresters Friendly Society

Myles Watkiss

Head of Fund Research

Culross Global

Sander Willems

Ph.D. Candidate

EPFL

Stefan Woerner

Global Leader for Quantum Finance & Optimization

IBM Research

Dominic Wright

Quantitative Strategies Credit

Credit Suisse

Hans Peter Wächter

Senior Manager

d-fine

Steve Yalovitser

Director of Quantitative Strategies Group

Wells Fargo Securities

Kamer Ali Yuksel

Chief Data Scientist

ConnectedLife GmbH