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 Société Générale, 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 Itô Calculus (framework for path dependency) 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.

Antoine (Jack) Jacquier is a Senior Lecturer in Mathematics in Imperial College London and a visiting researcher at the Alan Turing Institute. His research focuses on volatility modelling, with a special emphasis on rough volatility,  on applications of asymptotic methods in finance, and on machine learning techniques. He holds a PhD in Mathematics from Imperial College London, has co-edited a book on Asymptotic Methods in Finance, and has published about 40 papers in Mathematical Finance and Applied Probability.

Prof. Jan Vecer works at the Charles University in Prague since September 2015 where he teaches courses in mathematical finance and stochastic analysis. From 2010 to 2015 he was a Professor of Finance at the Frankfurt School of Finance and Management. Professor Jan Vecer received his PhD in Mathematical Finance from Carnegie Mellon University. He held academic jobs at the University of Michigan and Kyoto University and at Columbia University where he was promoted to the rank of the Associate Professor in 2006. He works in various areas within the fields of Financial Statistics, Financial Engineering and Applied Probability. These areas include Option Pricing, Optimal Trading Strategies, Stochastic Optimal Control, and Stochastic Processes. The method he developed for pricing Asian Options is widely used both in academia and in the finance industry as a benchmark. He is an author of a monograph “Stochastic Finance: A Numeraire Approach” published by CRC Press. He has given about 100 invited talks in the conferences and in the world class universities, such as Harvard, Princeton, Stanford, University of Chicago, Cornell, Oxford, Cambridge, Humboldt, or Tsukuba.

Kay Frederik Pilz is founder and managing partner of kinetic mind GmbH, a company located in Germany, providing services and solutions in Predictive Analytics and Quantitative Finance. Prior to his current position, he worked as a Senior Quantitative Analyst for the energy provider STEAG and E.ON Energy Trading, as well as for Sal. Oppenheim, an Investment Bank in Frankfurt, Germany. Kay develops and implements pricing and hedging functionalities for exotic derivatives on equities, precious metals and energy commodities. As a Senior Research Associate at the University of Technology in Sydney, Australia, he worked on a project on hybrid commodity and interest rate modelling, as well as on exotic option pricing in stochastic volatility models. Kay graduated in Mathematics from the University of Frankfurt and holds a PhD in Mathematical Statistics from the University of Bochum.

Jesper Andreasen, aka the Kwant Daddy, is universal head of the SupaPhly Analytics team at Saxo Bank. Jesper’s career spans over 20 years in the derivatives industry including senior roles at General Re Financial Products, Bank of America, Nordea and Danske Bank. Jesper has twice received Risk Magazine’s quant of year award. He is an honorary professor of mathematical finance at the HC Ørsted Institute of Copenhagen University and holds a PhD in the subject from Aarhus University.

Yields.io Co-Founder and CEO Jos Gheerardyn has built the first FinTech platform that uses AI for real-time model testing and validation on an enterprise-wide scale. A zealous proponent of model risk governance & strategy, Jos is on a mission to empower quants, risk managers and model validators with smarter tools to turn model risk into a business driver. Prior to his current role he has been active in quantitative finance both as a manager and as an analyst. Over the past 15 years he has been working with leading international investment banks as well as with award-winning start-up companies. He is the author of multiple patents applying quantitative risk management techniques to imbalance markets. Jos holds a PhD in superstring theory from the University of Leuven, Belgium.

Vadim Kanofyev is a Quantitative Researcher at Bloomberg L.P. His research interests include quantitative asset allocation, algorithmic trading strategies and derivatives pricing. He has an extensive experience in numerical computing, applied machine learning and financial econometrics. Vadim holds a Master’s degree in Economics from the University of Pennsylvania.

Martin Keller-Ressel received his Diploma in Computational Mathematics from TU Wien in 2005, followed by his PhD in 2009. After positions at ETH Zurich and TU Berlin he was appointed professor at TU Dresden in 2013 and has received funding from the Excellence Initiative of the German Research Foundation to establish a new research group in stochastic calculus and financial mathematics. Martin Keller-Ressel’s research interests are stochastic volatility, interest rate models, financial networks and dependency modelling. His research has been published in leading scientific journals such as Mathematical Finance, Quantitative Finance and Annals of Statistics. 

Frédéric has worked in the field of financial modelling for more than 13 years, in Brussels (Fortis), London (Bnp-Paribas) and Singapore (Standard Chartered Bank). As a seasoned professional, Frédéric’s expertise is widely recognized by is pairs and co-workers. He used to teach an introductory course on financial modelling at University of Toulouse and co-authored several journal papers in the fields of financial derivatives pricing and control theory. His paper “Vanna-Volga Methods Applied to FX Derivatives: From Theory to Market Practice” became a flagship publication in the world of FX quantitative finance. He holds a Garp-FRM certification (Financial Risk Manager). Frédéric earned his PhD in mechanical and electrical engineering from University of Brussels (ULB).

Antonis Papapantoleon is an Assistant Professor of Mathematics at the
National Technical University of Athens and an Affiliated Researcher at
the Foundation for Research and Technology Hellas. Before moving to
Athens, he was a Juniorprofessor at TU Berlin, while his practical
experience includes nine months at Commerzbank and two years at the
Quantitative Products Laboratory, a joint venture between Deutsche Bank,
HU Berlin and TU Berlin. He received his PhD in Mathematics from the
University of Freiburg. His research interests include applications of
Lévy process in finance, term structure modeling, and model-free methods
in finance. His research has been published in leading journals such as
Mathematical Finance, Mathematics of Operations Research, and the
Transactions of the AMS, while he has co-edited a book on “Advanced
Modelling in Mathematical Finance” (Springer, 2016).

Patrick is one of the co-founding partner of FX Prime AG. FX Prime AG has developed a unique multibank FX execution model, which is a combination of prime brokerage and best execution. It offers clients the best liquidity and transparent pricing thanks to a network of 20 top execution banks for FX spot, forwards, and options. In his past career, Patrick worked for Credit Suisse in Zurich, New York and Geneva covering Corporate and institutional clients. After Credit Suisse Patrick worked at Citibank as a senior sales trader advising  UHNWI private banking clients with respect to FX standard products, derivatives and money market products.

Julien is leading the quantitative team from Refinitiv. Julien has more than 15 years of experience in leading projects in Risk management and derivatives pricing in a cross asset context. Julien is working closely with banks, hedge-funds and corporates to deliver valuation, pre-trade and post trade solutions. The main projects leaded by Julien are pricing of notes, derivatives and structured products, implementation of XVAs, delivering quant APIs which are leveraged in a public cloud enterprise solution. Julien has a Master’s degree in Computer science, applied mathematics and financial engineering from ENSIMAG engineering school (Grenoble) and is a CFA charterholder.

Andrew Crick is Head of Foreign Exchange and Structured Rates Quantitative Modelling in EMEA at Nomura. He has worked on many topics, ranging from the effective design of quant libraries to cutting edge research in Foreign Exchange Derivatives pricing. He started his career in 2004 at Lehman Brothers in Interest Rates and Hybrids. He graduated from Ecole Polytechnique and holds a PhD in Fluid Dynamics from the University of Cambridge.

Katia is currently a Visiting Research Fellow at Oxford University where she works alongside the Mathematical and Computational Finance Group as an Industry Connector. Her latest work focuses on applications of Machine Learning to Finance, in particular as a means to increase efficiency of Risk Management and Quant Analytics systems, a challenge she also explores through her start-up, AI Wealth Technologies. Katia’s career spans 18 years in the City, in multiple senior leadership roles, from Managing Director of the Electronic Foreign Exchange (FX) Trading desk and Head of FX Derivatives Research at Lloyds Bank, where she worked for 11 years. She has also worked as Senior FX Quant at Citi and UBS. Katia holds a BSc in Mathematics from UCL and a PhD in Stochastic Analysis applied to finance from Imperial College.