Michael E. Bryant: Chairman of the Board Quant Prophets & (former Chairman of the Board World Blockchain Foundation (.Net)

David Jessop: Global Head of Quantitative Research, UBS Investment Bank

Until recently David Jessop was the Global Head of Equities Quantitative Research at UBS. His areas of research include portfolio analysis and construction, style analysis and risk modelling. He also helps clients understand, use and implement the quantitative tools available from UBS. David joined UBS in 2002. Prior to this, he spent seven years at Citigroup as Head of Global Quantitative Marketing. Before moving to the sell side he spent six years at Morgan Grenfell Asset Management, where he managed index funds, asset allocation funds and also an option overwriting fund.

David graduated from Trinity College, Cambridge with an MA in Mathematics.

Alexander Denev: Head of AI, Financial Services Advisory
Deloitte

Alexander has more than 15 years of experience in finance, financial modelling and machine learning and he is currently Head of AI – Financial Services Advisory in Deloitte. Prior to joining Deloitte, he led the Quantitative Research & Advanced Analytics at IHS Markit where he created and maintained a center of excellence.

He has written several papers and two books on topics ranging from stress testing and scenario analysis to asset allocation. He has provided thought leadership engagements for conferences, journals and global forums. He also worked as a senior advisor to Risk Dynamics, an arm of McKinsey & Company. Previously he was Director of Risk Models at the Royal Bank of Scotland, where his responsibilities included development of the stress testing methodologies and credit models, and a Fixed Income Structurer for a front office desk. He has also held roles at the European Investment Bank and the European Investment Fund and has participated in the engineering of both the European Financial Stability Facility and the European Stability Mechanism.

Alexander Denev attained his Master of Science degree in Physics with a focus on Artificial Intelligence from the University of Rome, Italy, and he holds a degree in Mathematical Finance from the University of Oxford, UK, where he continues as a visiting lecturer.

Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets

Marco Bianchetti: Head of Fair Value Policy
Intesa Sanpaolo

Marco Bianchetti joined the Market Risk Management area of Intesa Marco joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2008. His work covers pricing and risk management of financial instruments across all asset classes, with a focus on new products development, model validation, model risk management, interest rate modelling, funding and counterparty risk, fair and prudent valuation, applications of Quasi Monte Carlo in finance. He is in charge of the global Fair Value Policy of Intesa Sanpaolo group since Nov. 2015. Previously he worked for 8 years in the front office Financial Engineering area of Banca Caboto (now Banca IMI), developing pricing models and applications for interest rate and inflation trading desks. He is adjunct professor of Interest Rate Models at University of Bologna since 2015, and a frequent speaker at international conferences and trainings in quantitative finance. He holds a M.Sc. in theoretical nuclear physics and a Ph.D. in theoretical condensed matter physics.

Andrea Nardon: Partner, Head of Quant, Sarasin & Partners

Andrea has just under 20 years of experience as a Quantitative Analyst, and joined Sarasin & Partners in 2006 to manage and develop the systematic franchise. He is passionate about quantitative research and is currently leading a variety of projects related to factor investing, artificial intelligence and market structures.

Prior to joining Sarasin & Partners, Andrea worked as a portfolio manager for Deka Investment in Frankfurt, and before that as a quantitative analyst for Commerzbank. He holds a degree in Economics from the University of Venice, and upon graduation spent a year in the Department of Mathematics to study the application of neural networks and fuzzy logic to equity time series. Andrea codes in multiple languages and uses MATLAB extensively.

Marco Scaringi: Quant Risk Analyst, Fair Value Policy Office
Intesa Sanpaolo

Marco Scaringi joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2017 as quantitative analyst in the Fair Value Policy Office. His work focuses on interest rate models, XVAs, financial bubble analysis and portfolio optimization.

He holds a M.Sc. in theoretical physics from University of Milan, with a thesis on advanced statistical mechanics techniques applied to the description and detection of financial bubbles through optimization heuristics. He also holds a post lauream degree Executive Course of Quantitative Finance from MIP, Graduate School of Business, Polytechnic of Milan, with a thesis concerning interest rate and XVAs modelling.

Thiyagu Dhandapani: Quantitative Analyst
ABN AMRO CLEARING Bank

I am a Senior Quantitative Analyst at ABN AMRO CLEARING Bank, and have been developing financial risk models  since 2013. ABN AMRO Clearing Bank is recognised as a leading provider for integrated solutions in the domain of execution, clearing, custody, financing and risk management across asset classes, on a wide range of markets globally. Part of ABN AMRO Group, ABN AMRO Clearing has 11 offices globally employing more than 800 staff. ABN AMRO Clearing services clients on 160+ exchanges, MTFs, dark pools and FX liquidity centres and consistently ranks as a top 3 clearer in most time zones. I am currently employing machine learning to do volatility prediction, liquidity forecast and anomaly detection in input data.

I have done my Bachelor’s in Electronics and Communication Engineering and Master’s in Quantitative Finance at Duisenberg school of finance / Vrije Universiteit.

Georgios Papaioannou: Trading Strategist, Bank of America Merrill Lynch

George Papaioannou, is a VP Trading Strategist within the Scientific Implementation Group of Bank of America Merrill Lynch. A Global quantitative team employing systematic, quantitative and scientifically informed methodologies around execution, portfolio management, and risk management, with emphasis on development of client solutions. George joined BAML in May 2018, following 12 years in energy major Shell, where he worked on a variety of functions. His latest role was in a team of computational science specialists, advising on machine learning, data, cloud, and high performance computing projects. He has previously worked in production operations, oil and gas forecasting, production optimization, reservoir management, development and project execution, for offshore fields in Brunei. The first 5 years of his industry career he worked in R&D as a scientific software developer focusing on scalable solvers and high performance computing.  George holds a PhD in Computational Fluid Mechanics from the Massachusetts Institute of Technology, where he also completed two MSc degrees and worked as a post-doctoral associate for a year. He has authored academic articles and acted as referee for several scientific journals.

Arun Verma: Quantitative Research Solutions, Bloomberg, LP

Dr. Arun Verma joined the Bloomberg Quantitative Research group in 2003. Prior to that, he earned his Ph.D from Cornell University in the areas of computer science & applied mathematics. At Bloomberg, Mr. Verma’s work initially focused on Stochastic Volatility Models for Derivatives & Exotics pricing and hedging. More recently, he has enjoyed working at the intersection of diverse areas such as data science (for structured & unstructured data), innovative quantitative & machine learning methods and finally interactive visualizations to help reveal embedded signals in financial data.

Tony Guida: Executive Director – Senior Quant Research, RAM Active Investments

Miquel Noguer Alonso: Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI

Miquel Noguer is a financial markets practitioner with more than 20 years of experience in asset management, he is currently Head of Development at Global AI ( Big Data Artificial Intelligence in Finance company ) and Head on Innovation and Technology at IEF.

He worked for UBS AG (Switzerland) as Executive Director.for the last 10 years. He worked as a Chief Investment Office and CIO for Andbank from 2000 to 2006.

He is professor of Big Data in Finace at ESADE and Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain).