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Lee Braine, from the Chief Technology Office at Barclays, has a deep interest in technology innovation. His is responsible for an Innovation and Engineering function, leads the bank’s technology architecture for distributed ledgers, and leads the bank’s engagement in quantum computing. He represents Barclays on several industry consortia and is the author of technology research papers. His background is in investment banking, clearing and settlement, stock exchanges, corporate banking, payments, and wealth management. He has a BSc and PhD in Computer Science from University College London.

Dr. Stefan Woerner is the Quantum Applications Research & Software Lead at IBM Quantum and a Principal Research Staff Member in the Quantum Technologies group at IBM Research - Zurich. The focus of his research is the development and analysis of quantum algorithms for optimization, simulation, and machine learning as well as their practical applications, for instance in finance or supply chain management.


 

Rory McLaren is Technology Strategist in the CTO Office at Deutsche Börse Group, based in London and working digitally everywhere. He is responsible for technology innovation including executing lighthouse projects in new technology and leads the Quantum Initiative within Deutsche Börse. Rory has 25+ years of experience in Financial Services Technology ranging from start-ups and accelerators to leading financial infrastructure providers and holds a bachelor’s degree in Computer Science from the University of Glasgow, UK.

Christopher Savoie is a published scholar in medicine, biochemistry, and computer science, and his research and business interests over the years have focused on the intersection of machine learning, biology, and chemistry. Christopher is the original inventor of AAOSA, the A.I.-based natural language interface technology used to develop Apple’s Siri. He has led big data analytics efforts at Nissan and has previously founded and served as CEO of technology companies that have been acquired or exited via IPO. He currently sits on the board of the US Quantum Economic Development Consortium (QED-C). Christopher is also a licensed attorney and has served as the Vice-Chairman of the Big Data Committee of the American Bar Association. He is a published legal expert on liability issues surrounding Artificial Intelligence, Big Data, Information Security and Data Privacy. He has also lectured and taught continuing legal education courses on these subjects.

As Head of Strategy, Justin Schmidt is responsible for developing, executing, and sustaining the firm's strategic initiatives and managing business operations. Mr. Schmidt comes to Talos with a 15-year track record in financial services, most recently serving as Head of Digital Asset Markets at Goldman Sachs. Mr. Schmidt is a graduate of MIT with degrees in computer science, focusing on artificial intelligence and decentralized applications engineering.

Maxime is the founder of B2C2, an electronic market making firm with a large footprint in the digital currency market. Previously, he worked as a trader in Fixed Income, Currencies and Commodities at Goldman Sachs in London. His areas of expertise include funding constraints, balance sheet pricing and multi-currency asset-liability management.

Maxime holds a BSc from the University of Louvain and an MSc from the University of Oxford.

Rob Mannix is the desk editor for investment, covering systematic investment strategies from quant funds to factor investing. He was previously responsible for Risk.net’s insurance coverage.

Based in the London office, Rob is interested in developments in the use of new types of data, the application of machine learning in investment, and research into systematic sources of return in markets. 

Rob joined Infopro Digital (then Incisive Media) in 2008, having previously worked at Euromoney Institutional Investor, covering legal and regulatory issues affecting capital markets.

Xavier Gabaix is Pershing Square Professor of Economics and Finance at Harvard’s economics department. He received his undergraduate degree in mathematics from the Ecole Normale Supérieure (Paris) and obtained his PhD in economics from Harvard University. His research focuses on finance, macroeconomics, and behavioral economics. He received the Fischer Black prize given every two years to the best financial economist under 40, the Bernacer prize given to the best European economist under 40 working in macroeconomics and finance, and the Lagrange and Allais Prizes. His research has been published in the American Economic Review, Econometrica, the Quarterly Journal of Economics, the Journal of Finance, and Nature. He is a Research Associate of the National Bureau of Economic Research and of the Center for Economic Policy Research.

Ralph S.J. Koijen is the AQR Capital Management Professor of Finance at the University of Chicago Booth School of Business. He is also a Research Associate at the National Bureau of Economic Research and a Research Fellow of the Center for Economic Policy Research. He is a co-director of the NBER Asset Pricing program. He serves as a co-editor of the Review of Financial Studies. Professor Koijen was awarded the 2019 Fischer Black Prize by the American Finance Association, given biennially to the top financial economics scholar under the age of 40.

Professor Koijen’s research focuses on finance, insurance, and macroeconomics. His research has been published in the American Economic Review, Econometrica, the Journal of Political Economy, the Quarterly Journal of Economics, the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics. His research has been covered in popular media, such as the Financial Times, the Wall Street Journal, and The Economist.

Before joining Chicago Booth in 2018, Professor Koijen was a Professor of Finance at the London Business School and NYU Stern, and an Assistant and Associate Professor of Finance at Chicago Booth. He received his undergraduate degree in Econometrics from Tilburg University and his Ph.D. in Finance from Tilburg University.

Xavier Gabaix is Pershing Square Professor of Economics and Finance at Harvard’s economics department. He received his undergraduate degree in mathematics from the Ecole Normale Supérieure (Paris) and obtained his PhD in economics from Harvard University. His research focuses on finance, macroeconomics, and behavioral economics. He received the Fischer Black prize given every two years to the best financial economist under 40, the Bernacer prize given to the best European economist under 40 working in macroeconomics and finance, and the Lagrange and Allais Prizes. His research has been published in the American Economic Review, Econometrica, the Quarterly Journal of Economics, the Journal of Finance, and Nature. He is a Research Associate of the National Bureau of Economic Research and of the Center for Economic Policy Research.

Rob Mannix is the desk editor for investment, covering systematic investment strategies from quant funds to factor investing. He was previously responsible for Risk.net’s insurance coverage.

Based in the London office, Rob is interested in developments in the use of new types of data, the application of machine learning in investment, and research into systematic sources of return in markets. 

Rob joined Infopro Digital (then Incisive Media) in 2008, having previously worked at Euromoney Institutional Investor, covering legal and regulatory issues affecting capital markets.

Michael has been a student of markets and market structure, for nearly 30 years. His proprietary research into the shift from actively managed portfolios and investment funds to systematic passive investment strategies has been presented to the Federal Reserve, the BIS, the IMF and numerous other industry groups and associations.

Michael joined Simplify in April 2021 after serving as Chief Strategist and Portfolio Manager for Logica Capital Advisers, LLC.  Prior to Logica, Michael managed macro strategies at Thiel Macro, LLC, an investment firm that manages the personal capital of Peter Thiel. Prior to Thiel, Michael founded Ice Farm Capital, a discretionary global macro hedge fund seeded by Soros Fund Management. From 2006-2014, Michael founded and managed the New York office of Canyon Capital Advisors, a $23B multi-strategy hedge fund based in Los Angeles, CA, where he established their global macro strategies, managing in excess of $5B of exposure across equity, credit, FX, commodity and derivative markets.

In addition to his work as a market theorist and portfolio manager, Michael has been noted for his work as a public speaker and financial media participant. He is a graduate of the Wharton School at the University of Pennsylvania and a CFA holder.

Julien Jarmoszko is an asset management consultant helping clients improve portfolio management processes and embrace digitalisation.  

He started his career as a fund manager for Société Générale Asset Management and Credit Suisse then moving to the front office, helping ABG Sundal Collier and Fisher Investments Europe expand on the French market. He subsequently led the EMEA product management unit for S&P Global Market Intelligence before embracing leading technology with Fintech Move Digital AG and as advisor for a Fintech accelerator.

Julien is a graduate from Edhec Business School in France and a CFA charter holder. He currently lives in Zurich with his wife and two children. In his private time, he is a writer and gives back to the community as a volunteer fireman.  

Pascal Traccucci is global head of risk at La Francaise Asset Management. He was previously responsible for enterprise risk management at Allianz Asset Management, hoPimco and Allianz Global Investors, and was global head of investment risk at Invesco. After starting his career at JP Morgan's capital markets research team, he held various positions in portfolio and product management with Invesco. He graduated in business and mathematics from Lyon and Frankfurt universities.

Sophie Vermeille currently practices corporate, securities and restructuring law in Paris and has worked in the past for several international law firms (such as Clifford Chance, Weil Gotshal & Manges, Freshfields and DLA Piper). Ms. Vermeille has an in-depth knowledge of US securities law, Chapter 11 and Delaware corporate law, as well as of English law. This enables her to understand the legal culture of her foreign clients and to explain them how French law differs from their own legal systems.

Ms. Vermeille has worked in the past with the French government and has a thorough understanding as to how it may jeopardize or interfere with private transactions. Ms. Vermeille was, for instance, able to predict the outcome of recent transactions such as the LVMH/Tiffany deal or the Couche Tard/Carrefour deal.

Ms. Vermeille advises investors, shareholder advocacy groups, short selling activists and minority shareholders on matters such as:

• distressed investment and restructuring procedures, whether her clients run loan-to-own strategies, seek to acquire distressed assets or work out existing positions in leveraged finance and high-yield assets;
• corporate governance, proxy contests, tender offers, squeeze-outs, PtoP, etc.;
• strategic aspects and applicable regulations to short selling activism, for which she has a unique experience in France (as she is the main counsel of one of the most famous short seller activists in the world); and
• strategic aspects andapplicable regulations tolong activism, as she has worked for numerous activist hedge funds in the past (in particular on the Veolia-Suez case for which she has been mandated to build a comprehensive legal strategy for her clients).

Ms. Vermeille has significant expertise in the retail sector, as a result of her involvement in the high-profile Casino case for which she was closely followed by the French and English press.

Ms. Vermeille is a researcher and guest lecturer in Law and Finance at Panthéon-Sorbonne, HEC and Oxford University.

She is also a regular speaker at bankruptcy conferences organized by industry groups (INSOL International, INSOL EUROPE TMA…) or regulators (IMF, World Bank, European Commission, AMF (the French Market Authority), ACPR (the French banking supervisor)).

Ms. Vermeille is a graduate of the University of Panthéon-Assas University, where she received her law degree in business law (Magistère Juriste d'Affaires, Diplôme de juriste conseil d'entreprise), and of King's College London from which she holds an LL.M. in business law.

Matthew Earl is the Managing Partner of ShadowFall and the Fund Manager of the ShadowFall Fund. Matthew founded ShadowFall in 2017 to capitalise on the opportunity to generate short alpha in European markets. Matthew has over 15 years’ experience working in the financial services sector. He began his career as an economist at the Royal Bank of Scotland Plc before moving into equity research at a number of sell side firms including Investec, Charles Stanley Securities and Matrix. Between 2011-2016, Matthew managed capital for an UHNW with a short focus. During this period he highlighted his short theses on his widely followed investment blog, www.lordshipstrading.com which was frequently quoted by the financial press for its insights into flawed businesses and aggressive corporate accounting. Issuers he highlighted included Avanti, Globo, Tungsten, Rocket Internet, Dialight, Serco, Mitie, and Quindell among others. Matthew is also known for authoring the Zatarra Research reports in 2016, which exposed the fraud and money laundering at Wirecard AG. Since the launch of ShadowFall, Matthew has highlighted short theses on Issuers such as Blue Prism, boohoo, Burford Capital, Eurofins Scientific and IQE.

Matthew has a Master of Mathematics degree (University of St Andrews) and Post Graduate Certificate in Economics (Birkbeck, University of London).

Will Hadfield runs the investing team for Risk.net, overseeing coverage of hedge funds, conventional asset managers and insurance companies. He previously covered market structure for Bloomberg News in London, both as a reporter and an editor. He studied history at the University of Durham and speaks French.

Nick joined in 2013 as a Fund Manager in LGIM’s Global Equity team, focused on energy and natural resources. Prior to joining LGIM he was an Investment Director for Developed Asia and Global Emerging Markets at Standard Life Investments. He previously worked for an emerging market focused hedge fund investing in equities, convertible bonds and distressed debt. He has also worked in a corporate advisory role and as a software developer. Nick has a law degree (LLB.) and a Master’s in jurisprudence (MJur.), focused on securities law, from the University of Durham.

Will Hadfield runs the investing team for Risk.net, overseeing coverage of hedge funds, conventional asset managers and insurance companies. He previously covered market structure for Bloomberg News in London, both as a reporter and an editor. He studied history at the University of Durham and speaks French.

Nick joined in 2013 as a Fund Manager in LGIM’s Global Equity team, focused on energy and natural resources. Prior to joining LGIM he was an Investment Director for Developed Asia and Global Emerging Markets at Standard Life Investments. He previously worked for an emerging market focused hedge fund investing in equities, convertible bonds and distressed debt. He has also worked in a corporate advisory role and as a software developer. Nick has a law degree (LLB.) and a Master’s in jurisprudence (MJur.), focused on securities law, from the University of Durham.

Dr Todd Arthur Bridges joins Arabesque S-Ray GmbH from State Street Global Advisors, where he was Head of ESG Research and Development. Dr Bridges previously worked as Head of ESG Research at Ethic, and held the position of Research Managing Director at Cornell University. He is a member of the Sustainable Finance Advisory Committee of the UN-backed Principles for Responsible Investment (PRI), and holds a PhD in Socioeconomics, Organizational Behaviour and Research Methods from Brown University.

Frédéric Samama is Chief Responsible Investment Officer at CPR AM, Amundi group

He is the founder of the SWF Research Initiative, co-edited a book on long-term investing alongside Nobel Prize Laureate Joseph Stiglitz and Professor Patrick Bolton, and has published numerous papers on green finance.

Formerly, he oversaw Corporate Equity Derivatives within Crédit Agricole Corporate Investment Banking in New York and Paris. During his tenure, he developed and implemented the first international leveraged employee share purchase programme, a system now widely used among French companies.

In recent years, he has focused on climate change with a mix of financial innovation, research and policymaking recommendations, advising central banks, sovereign wealth funds and policymakers.

Will Hadfield runs the investing team for Risk.net, overseeing coverage of hedge funds, conventional asset managers and insurance companies. He previously covered market structure for Bloomberg News in London, both as a reporter and an editor. He studied history at the University of Durham and speaks French.

Pascal Traccucci is global head of risk at La Francaise Asset Management. He was previously responsible for enterprise risk management at Allianz Asset Management, hoPimco and Allianz Global Investors, and was global head of investment risk at Invesco. After starting his career at JP Morgan's capital markets research team, he held various positions in portfolio and product management with Invesco. He graduated in business and mathematics from Lyon and Frankfurt universities.

Michael Grimwade is managing director, operational risk, at ICBC Standard Bank and has previously held senior op risk management roles at MUFG Securities, RBS and Lloyds. Prior to this, he held management consultant positions at PwC and Deloitte Consulting. Grimwade has been a director of the Institute of Operational Risk (IOR) and is currently the chair of the Association of Foreign Banks' Operational Risk Expert Panel. He has authored a number of articles on setting appetite for op risk; scenario analysis techniques; climate change; quantifying emerging risks; and modelling op risk capital. He received an award in 2014 from the IOR for his contribution to the profession. His second book, Ten laws of operational risk, was published in December 2021.

Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.

Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.

Dr Blanka Horvath is an associate professor in mathematical and computational finance at the University of Oxford. Blanka’s current research interests evolve around a new generation of option pricing models (Rough Stochastic Volatility models), and their asymptotic and numerical properties. Prior to her current appointment, she was at ETH Zurich, specialising in functional analytic and numerical properties of SABR-type stochastic models. Blanka holds a PhD in Mathematical Finance from ETH Zurich, a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.

Alexander Sokol is the founder, Executive Chairman, and Head of Quant Research at CompatibL, a trading and risk technology company. He is also the co-founder of Numerix, where he served as CTO from 1996 to 2003, and the co-founder of Duality Group, where he served as CTO from 2017 to 2020.

Alexander won the Quant of the Year Award in 2018 together with Leif Andersen and Michael Pykhtin, for their joint work revealing the true scale of the settlement gap risk that remains even in the presence of initial margin. Alexander’s other notable research contributions include systemic wrong-way risk (with Michael Pykhtin, Risk Magazine), joint measure models, and the local price of risk (with John Hull and Alan White, Risk Magazine), and mean reversion skew (Risk Books, 2014).

Alexander earned his BA from the Moscow Institute of Physics and Technology at the age of 18, and a PhD from the L. D. Landau Institute for Theoretical Physics at the age of 22. He was the winner of the USSR Academy of Sciences Medal for Best Student Research of the Year in 1988.

Yields.io co-founder and CEO, Jos Gheerardyn, built the first FinTech platform that uses AI for real-time model testing and validation on an enterprise-wide scale. As 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.

Jim Gatheral is Presidential Professor of Mathematics at Baruch College, CUNY teaching mostly courses in the Masters of Financial Engineering (MFE) program. Prior to joining the faculty of Baruch College, Jim was involved in all of the major derivative product areas as bookrunner, risk manager, and quantitative analyst in London, Tokyo and New York, in a career in the financial industry that spanned over 27 years. Jim has served as a Managing Editor of the International Journal of Theoretical and Applied Finance and as Associate Editor of the SIAM Journal on Financial Mathematics; he currently serves as Joint Editor-in-Chief of Quantitative Finance with Michael Dempster. His current research focus is on volatility modeling and modeling equity market microstructure for algorithmic trading. Jim is also a frequent speaker at both practitioner and academic conferences around the world. His best-selling book, The Volatility Surface: A Practitioner's Guide (Wiley 2006) is one of the standard references on the subject of volatility modeling. He received his Ph.D. in theoretical physics from Cambridge University.

Mathieu Rosenbaum is a full professor at École Polytechnique, where he holds the chair “Analytics and Models for Regulation”

and is co-head of the quantitative finance (El Karoui) master program. His research mainly focuses on statistical finance problems, regulatory issues and risk management of derivatives.

He published more than 80 articles on these subjects and supervised about 20 PhD students.

He is notably a renowned experts on the quantitative analysis of market microstructure and high frequency trading.

Mathieu Rosenbaum is also at the origin (with Jim Gatheral and Thibault Jaisson) of the development of rough volatility models.

He is one of the editors in chief of the journal “Market Microstructure and Liquidity“ and is associate editor for 10 other journals.

Furthermore, he received the Europlace Award for Best Young Researcher in Finance in 2014, the European Research Council Grant in 2016, the Louis Bachelier prize in 2020 and the Quant of the Year award in 2021.

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