ABOUT

The Quant Conference invites you to a first of its kind event one day event. Join us for a day of stimulating lectures and panels with leading industry professionals and distinguished academics to discuss the ever evolving world of quantitative finance. Our speakers will expand on the future of the industry and its innovations with lectures on artificial intelligence, machine learning, statistical analysis and many other topics. Join us in diving deeper into this ever growing segment and exploring the opportunities it has to offer in a series tailored to be encapsulating, informative - and fun!

About the main organiser:
The Quant Group

The world of quantitative finance has changed dramatically with the rise of big data, high frequency trading and other technological developments in recent decades. We at the Quant Group believed it is necessary to start a new initiative by focusing on educating young talent and harnessing entrepreneurial-like thinking to get a better understanding of the rewarding opportunities of this field.

 

The Quant Group unites like-minded individuals passionate about problem solving, particularly those who enjoy tackling real world problems using quantitative approaches. We are keen to work as a team, with each applying their own unique skills and perspective to build algorithmic trading models collaboratively. 

 

With the rewarding experience with The Quant Group, its founder Nikita Fadeev decided to expand the scope by organising a conference focused on quantitative finance, and thus The Quant Conference began.

"We are delighted to partner with The Quant Group to host a students’ Conference on Quant Investing. Our current initiatives bring the academic and practitioner community together to discuss investment innovation and best practices. With the Quant Conference, we open up this discussion to future talent, sharing with them insights and experience from industry leaders, giving them the opportunity to contribute with their thoughts, and collectively deliver responsible growth to the financial industry."

Daniel Giamouridis

Global Head of Scientific Implementation at BofAML

 

 

"The Quant Conference was very well organised and all the delegates I spoke to were enthusiastic, engaged and of a very high quality. Overall the organisers have done a very good job and I would be keen to engage in the next one!"

Thomas Babbedge

Chief Scientist at Gresham Investment Management

THE.QUANT

        CONFERENCE 

October 27, 2017

 
 
OUR SPEAKERS
Daniel Giamouridis, PhD
Global Head of Scientific Implementation at Bank of America Merrill Lynch

Daniel Giamouridis, PhD, is the Global Head of Scientific Implementation (Scientific Implementation Group, SIG), Global Portfolio Products at Bank of America Merrill Lynch in London. He heads a Team of primarily PhD-trained scientists, with emphasis on delivering client solutions in cash equity trading/execution (Instinct® Portfolio Optimizer), risk management/correlation trades, investable indices (BofAML Smart Beta Indices) amongst others. SIG also publishes quantitative thematic pieces, interacts and facilitates interaction between academia and practice for ideas generation/exchange and talent sourcing. SIG is also involved in the aggregation and distribution of data from within BofAML. Finally, SIG provides bespoke quant service.

      

Prior to joining Bank of America Merrill Lynch, Daniel was an Associate Professor of Finance at the Athens University of Economics and Business and had worked closely for over 10 years with institutional investors, investments banks and asset management organizations in Europe and in the United States in areas covering quantitative equity research, hedge fund replication, pension asset management, and derivatives valuation. His research has appeared in academic and practitioner journals like the Journal of Banking and Finance, European Financial Management, Journal of Financial Research, Journal of Asset Management, Journal of Futures Markets, Journal of Risk, Journal of Derivatives, Journal of Alternative Investments, Journal of Portfolio Management.  Daniel’s research has also received grants from professional organizations such as Amundi and the Institute for Quantitative Investment Research (INQUIRE UK) as well as from academic institutions such as CAREFIN-Bocconi and AUEB.

Daniel holds a PhD in Finance from Cass Business School and an MEng in Mechanical Engineering from NTUA. He is currently affiliated as a Visiting/Associate member of staff with Cass Business School (City University), Lancaster University Management School (Lancaster University) and EDHEC-Risk Institute (EDHEC Business School).  Daniel is also a Co-Editor of the Financial Analysts Journal, the Journal of the CFA Institute.

Dr. Douglas Greenig
CEO and CIO at Florin Court Capital
  • Daniel Giamouridis, PhD, is the Global Head of Scientific Implementation (Scientific Implementation Group, SIG), Global Portfolio Products at Bank of America Merrill Lynch in London. He heads a Team of primarily PhD-trained scientists, with emphasis on delivering client solutions in cash equity trading/execution (Instinct® Portfolio Optimizer), risk management/correlation trades, investable indices (BofAML Smart Beta Indices) amongst others. SIG also publishes quantitative thematic pieces, interacts and facilitates interaction between academia and practice for ideas generation/exchange and talent sourcing. SIG is also involved in the aggregation and distribution of data from within BofAML. Finally, SIG provides bespoke quant service.

  •       

  • Prior to joining Bank of America Merrill Lynch, Daniel was an Associate Professor of Finance at the Athens University of Economics and Business and had worked closely for over 10 years with institutional investors, investments banks and asset management organizations in Europe and in the United States in areas covering quantitative equity research, hedge fund replication, pension asset management, and derivatives valuation. His research has appeared in academic and practitioner journals like the Journal of Banking and Finance, European Financial Management, Journal of Financial Research, Journal of Asset Management, Journal of Futures Markets, Journal of Risk, Journal of Derivatives, Journal of Alternative Investments, Journal of Portfolio Management.  Daniel’s research has also received grants from professional organizations such as Amundi and the Institute for Quantitative Investment Research (INQUIRE UK) as well as from academic institutions such as CAREFIN-Bocconi and AUEB.

  • Daniel holds a PhD in Finance from Cass Business School and an MEng in Mechanical Engineering from NTUA. He is currently affiliated as a Visiting/Associate member of staff with Cass Business School (City University), Lancaster University Management School (Lancaster University) and EDHEC-Risk Institute (EDHEC Business School).  Daniel is also a Co-Editor of the Financial Analysts Journal, the Journal of the CFA Institute.

Dr. Tom Howat
Chief Technology Officer at Cantab

Tom heads up the team of scientists responsible for Cantab’s ongoing infrastructural development.  Much of the framework underpinning Cantab’s critically important functions has been designed by Tom and his team.  This includes the back-testing systems, trading and automated execution, real-time risk management and signal computation, trade allocations between different funds and managed accounts. Tom joined Cantab at its inception in 2006.  He joined the Partnership in 2011 and became Cantab’s Chief Technology Officer in 2016.

Prior to joining Cantab, Tom spent seven years at Trinity College in Cambridge, where he obtained degrees in Mathematics and a PhD in Mathematical Biology.  Tom’s PhD thesis was "Spatial dynamics of in-vitro viral infection".  He applied population dynamics and epidemiological models to the innate immune system's response to viral infection, specifically influenza A.  Prior to that, Tom received an MA in Mathematics and an MMath (Master of Mathematics). 

Dr. Thomas Babbedge
Chief Scientist at Gresham Investment Management, FRSS, FRAS

Dr. Babbedge is a Chief Scientist at the leading commodities investment specialist firm Gresham Investment Management. Dr. Babbedge has 10+ years experience of building and assessing quantitative trading systems for the world’s largest CTA. After obtaining a Ph.D. in Extragalactic Astrophysics from Imperial College London, he worked as a post-doctoral researcher at Imperial and a visiting researcher at Caltech. In 2007 Dr. Babbedge joined Winton Capital Management where he worked as a Senior Researcher, Head of Investment Analytics, and Personal Researcher for David Harding. In 2016 he became the Chief Scientist for Gresham Investment Management.

Dr. Babbedge is an author/co-author of over 50 peer-reviewed scientific papers in international journals including Nature, with citations totalling to 6000.

Dr. Otto Van Hemert
Head of Macro Research at Man AHL

Otto Van Hemert is Head of Macro Research at Man AHL (‘AHL’). Prior to joining AHL in 2015, Otto ran a systematic global macro fund at IMC for over three years. Before that he headed Fixed Income Arbitrage, Credit, and Volatility strategies at AQR, and was on the Finance Faculty at the New York University Stern School of Business where he published papers in leading academic finance journals. Otto holds a PhD in Economics and Masters Degrees in Mathematics and Economics.

Phil Weaver
Managing Director Global Operations at WorldQuant

Phil Weaver, Managing Director Global Operations at WorldQuant, is responsible for all trading and clearing capabilities across the firm. In this role Phil defines the strategy for WorldQuant's access to equity, futures and FX markets and the accompanying technology. Prior to his 9 year stint at WorldQuant, Phil spent a year with Bloomberg developing software for their Hedge Fund Trading System, after graduating from the University of York with a first in Computer Science.

Professor M A H Dempster
Professor Emeritus, Centre for Financial Research, Department of Pure Mathematics and Statistics at the University of Cambridge

Educated at Toronto, Carnegie Mellon and Oxford, Michael Dempster has taught and researched in leading universities on both sides of the Atlantic, including Oxford,Cambridge, Stanford, California-Berkeley, Princeton, Toronto, Melbourne and Rome. He was the first Professor of Finance at the Cambridge Judge Business School and is currently founding Editor-in-Chief of Quantitative Finance and an Associate Editor of Stochastics, Computational Finance and the Journal of Risk Management in Financial Institutions. Michael is founding Editor-in-Chief of the Oxford Handbooks in Finance and founding Co-Editor of the Chapman & Hall /CRC Mathematical Finance Series. He has been consultant to a number of global financial institutions and corporations and several governments and is regularly involved in research presentations and executive education in financial engineering and risk management around the world. Author of over 110 published research articles in leading international journals; his 17 books include Introduction to Optimization Methods (with P R Adby), Stochastic Programming, Large Scale Linear Programming (with G B Dantzig and M Kallio), Mathematical Models in Economics (with M O L Bacharach and J L Enos), Derivative Securities (with S R Pliska), Risk Management: Value at Risk and Beyond, Quantitative Fund Management (with G Mitra and G Pflug), Stochastic Optimization in Finance and Energy (with M Bertocchi and G Consigli), The Euro in Danger (with J S Chadha and D S Pickford), Commodities (with K Tang) and High Performance Computing in Finance (with J Kanniainen and J Keane). His work has won several awards and he is a Fellow of the Institute of Mathematics and Its Applications, an Honorary Fellow of the UK Institute of Actuaries, a foreign member of the Academia Nationale dei Lincei (Italian Academy and world's oldest scientific society) and Managing Director of Cambridge Systems Associates Limited, a financial analytics consultancy and software company.

Jakob Palmstierna
Senior Vice President at Two Sigma Investments

Jakob joined Two Sigma Investments in 2013 and is Head of EMEA client business and a Director of Two Sigma International Limited. Upon graduating university Jakob joined Barclays Global Investors (BGI), the quantitative investment management arm of Barclays that was acquired by Blackrock in 2009. Between 2009 and 2013 he was at Winton Capital Management, the London based systematic investment manager. Jakob received a Ship Officers Degree from Chalmers Institute of Technology and graduated as Sergeant from the 4th marine regiment of the Swedish Armed Forces in 2001. He received a BSc in Economics from Lund University and completed the MSc coursework in Economics and Econometrics before joining BGI prior to finishing his master thesis.

Athanasios Bolmatis, PhD
Head of Quantitative Investments and Strategies at CdR Capital

Athanasios started his investment career at Fulcrum Asset Management in 2006, leading quantitative research in alternative beta/risk premia strategies. He oversaw their quantitative products and was a member of the risk committee. Most recently, Thanos was Partner and the Head of the Quantitative Strategies Division at RWC Partners. He has held research positions at the University of California in Los Angeles and the Federal Reserve Bank of St. Louis. Thanos holds a Ph.D. in Economics from UCLA and a B.A. and M.Sc. in Economics from Athens University of Economics and Business.

Jeffrey Scott
Director of WorldQuant's Virtual Research Center

Jeffrey Scott is the Director of WorldQuant’s Virtual Research Center and is responsible for recruiting and motivating top talent on a global basis.  Recognizing that talent is global but opportunity is not, WorldQuant currently has over 500 paid Research Consultants across ten countries developing alphas on the company’s web-based simulation platform.  Jeffrey is also responsible for global partner development within both academia and industry, and oversees the development of online training curriculum for participants in the WorldQuant Challenge.

With a background in computer science, Jeffrey has held various sales and management positions with leading tech firms and is a popular speaker on various subjects including leadership, technology adoption and personal development.  Jeffrey resides in CT and is a published author and the father of nine children.

Henrik Grunditz
Business Development Manager at Hivemind

Henrik Grunditz is the business development director for Hivemind, a data science company that fuses human and machine intelligence to solve challenging data problems that neither can solve alone. The company originates from the Data division of Winton, a $30bn global investment management firm with a 20 year track record of applying the scientific method to investing.

Henrik holds a First Class Master’s degree in Information Systems Engineering from Imperial College London. His thesis specialised in the application of genetic algorithms and Markov chains to improve text prediction on mobile devices. Joining Winton Group in 2013, Henrik has previously spent 4 years as Business Development Manager for Winton’s core investment solutions in the Nordics, BeNeLux, and France. Prior to Winton, Henrik spent 5 years at MSCI / RiskMetrics where he was responsible for developing the multi-asset risk analytics business across various client segments in Europe. Henrik started his career in management consulting, working in Accenture’s Capital Markets practice.

Grant Fuller
Co-founder and CEO at Blue Lion Research

Grant Fuller is co-founder and CEO of Blue Lion Research, an award winning London based Fintech applying artificial intelligence to gain greater insight and analysis of hedge funds. Grant was previously part of the hedge fund risk practice of Ernst & Young in London, and prior to that he helped start and develop Bloomberg's successful hedge fund trading and analytics AIM platform, leading the firm's European and Asian business. Before joining Bloomberg, he was part of RiskMetrics where we was responsible for helping build the European asset management technologies and consulting capabilites. Grant Fuller holds a BSc in Chemistry from the University of St Andrews. He remained at St Andrews to undertake a PhD applying neural networks within carbohydrate chemistry, after which he joined academic research at Cambridge University.

Rupert Goodwin
London School of Economics Systematic Risk Centre

Rupert Goodwin has worked in finance since 1986 following a year in manufacturing industry.  Early experience of fundamental and quantitative investment management at Lazard Investors was followed by a stint selling and supporting country, regional and global risk models and investment technology at Quantec.  This experience led to Salomon Brothers and later to Donaldson Lufkin and Jenrette (DLJ) where he sold, supported and contributed to global quantitative equity research and associated portfolio trading.   He established Northfield’s European equity and multi-asset class risk and investment technology business and grew it consistently over eleven years. Rupert is currently focussed on enhancing the relationship between the London School of Economics (LSE) Systemic Risk Centre (SRC) and practitioners across finance to improve the understanding of systemic risk and the need for sceptical caution when using models to estimate, forecast and manage investment and business risk.

Rado Lipuš
Founder and CEO of Neudata

Rado Lipuš, CFA is the founder and CEO of Neudata, an alternative data intelligence provider. Prior to founding Neudata, Rado's professional experience spans 20 years of FinTech leadership, sales management and data innovation for the buy-side. He spent several years in quantitative portfolio construction and risk management at MSCI (Barra) and S&P Capital IQ and raised funds for CITE Investments. Rado worked latterly as Managing Director at PerTrac in London, a leading FinTech and data analytics solutions provider to Hedge Fund allocators and institutional investors in EMEA and Asia. His experience also includes financial data firms such as eVestment, 2iQ Research, I/B/E/S and TIM Group. An acknowledged expert, Rado is regularly invited to speak about alternative data at conferences and industry events. Rado received his Master of Business Administration from the University of Graz, Austria and is a CFA charter holder.

Dr. Sylvain Champonnois
BlackRock

Sylvain Champonnois is a member of BlackRock's Active Equity team where he focuses on the use of alternative datasets, natural language processing, and machine learning for generating alpha. Prior to joining BlackRock in 2011, he was an assistant professor of Finance at the University of California, San Diego from 2007 to 2011 and a visiting professor at Imperial College Business School, London from 2010 to 2011. Dr. Champonnois earned an Engineering degree from Ecole Polytechnique in 2002 and a PhD in Economics from Princeton University in 2007.

Prior to establishing Method in 2001, Giuseppe was co-founder and majority share-holder of BankNord in Milan. Within this role, he was responsible for investment management, both traditional and alternative, as well as marketing. He also established and developed BankNord’s family office service, which focused on investment monitoring and advisory.

In 1988, Giuseppe joined Goldman Sachs Securities Division to provide European institutions with a research-based brokerage service on equities. In 1993, he moved to Goldman Sachs Wealth Management Division, to focus on portfolio management for European institutions and individuals in Zurich. In 1997 he moved to London, to head the Italian Wealth Management Team of Goldman Sachs, and was appointed Executive Director and portfolio manager of the European Wealth Management team. Giuseppe holds a degree in Economics from Bocconi University in Milan.

Francesco Filia
CEO and CIO of Fasanara Capital

Francesco heads all portfolio management and research related activities at Fasanara. He also spearheads the identification and implementation of all relevant portfolio tail hedging strategies. Prior to co-founding Fasanara, Francesco was Managing Director and EMEA Head of the MidCaps & Principal Investors group at Bank of America Merrill Lynch, a top producing investment practice comprised of 15 professionals. In his role, Francesco directed Bank of America operations across Europe, Middle East and Africa with responsibilities on multi-strategy, multi-asset portfolio solutions. Prior to joining Merrill Lynch in 2000, Francesco was a research analyst at J.P. Morgan Securities where he published several research white papers covering areas such as derivatives modelling and fixed income/volatility strategies. Francesco is a graduate of Bocconi University in Milan and a scholar of Erasmus Universiteit Rotterdam.

Abhinandan Deb
Managing Director at Bank of America Merrill Lynch

Abhinandan Deb is a Managing Director and Head of EMEA Equity Derivatives Research and Cross Asset Quantitative Investment Strategies, with 12+ years' experience in equity derivatives. His research areas and expertise include volatility as an asset class, dividends, correlation, hedging or alpha generation using derivatives, cross asset analysis, risk factors and quantitative strategy development. Previously, he worked at Barclays as a vice president in equity derivatives research. Deb has a BSc (Hons) in Physics from the University of Delhi, a BA in Computation from the University of Oxford and an MSc in Advanced Computing from Imperial College, London. He is based in London.

Jeremy Benamara
Head of EMEA Quantitative Initiative at Bank of America Merrill Lynch

Jeremy Benamara heads the EMEA Quantitative Initiative within the Asset Management Services / Prime Brokerage team at Bank of America Merrill Lynch in London. Bank of America Merrill Lynch has a broad team of professionals dedicated to Quantitative funds across research, execution, prime brokerage and derivative solutions. Jeremy’s focus is on the origination of financing solutions and managing a portfolio of Quantitative hedge fund & investor clients. He also advises them with their asset raising strategy and new product orientations leveraging Bank of America Merrill Lynch unique capital strategy, UCITS and strategic advisory expertise.

Prior to joining Bank of America Merrill Lynch, Jeremy started his career in corporate finance / hedge fund Investment banking at J.P. Morgan covering hedge fund and investor clients on strategic advisory, financing and special situations. Jeremy holds a Master’s in Management from ESCP Europe and Economics degree from Paris University.

Michael Neumann
Bank of America Merrill Lynch

Michael Neumann is a member of Bank of America Merrill Lynch’s Scientific Implementation Group (SIG) where he works on projects centred around generating content and developing client solutions in the areas of portfolio and risk management, execution as well as trading. Before joining SIG Michael ran money for Dimensional Fund Advisors (DFA), one of the largest systematic asset management firms in the world. While at DFA he focussed on managing investments in Emerging Markets Value strategies as part of the London-based portfolio management team.

 

Prior to his industry career, Michael spent some time in academia, first obtaining his PhD in Economics and then as a university lecturer at Queen Mary, University of London. His academic research focussed on the empirical analysis of equity derivatives markets, market microstructure, and forecasting and has appeared in journals such as the Journal of Financial and Quantitative Analysis.

Tony Guida
Senior Quantitative Portfolio Manager at RPMI Railpen

Tony Guida is Senior Quantitative Portfolio Manager, leading systematic portfolio construction at RPMI Railpen in London and managing multi-factor equity portfolios. Prior to that Tony was Senior Research Consultant for Smart Beta and Risk allocation at EDHEC RISK Scientific Beta, advising asset owners how to construct and allocate to risk premia. Before joining EDHEC Tony worked eight years at UNIGESTION as a Senior Research Analyst. Tony was a member of the research and Investment Committee for Minimum Variance Strategies and he was leading Factor Investing research group for institutional clients. Tony holds Bachelors and Master degrees in Econometry and Finance from the University of Savoy in France.

Mark Ainsworth
Head of Data Insights at Schroders

Mark joined Schroders in 2014 where he has formed the Data Insights Unit, a team of data scientists. The team focuses on using analytics and machine learning for investment and research, to enhance and complement the existing skills of our fund managers and analysts, and to give Schroders an ‘information edge’ over competitors.

After his degree in Experimental Psychology from Oxford and masters in Operational Research, in 1999 he was recruited by the McLaren F1 team as a Race Strategy Analyst. In 2002 he moved to Tesco, initially reporting on trade performance and analyzing customer spending behaviour and then heading up the analytics team in the Site Location Planning function. In 2007 he became Chief Technology Officer of Talent Innovations, a start-up selling online 360 degree feedback software. In 2012 he joined Telefonica Digital, as Head of Analytics of Smart Steps, their ‘big data’ monetization division.

Dr. Michael Halls-Moore
CEO of QuantStart.com

Michael Halls-Moore is a CEO of the leading quantitative finance education portal QuantStart. QuantStart.com provides a wealth of beginner, intermediate and expert tutorials, from a range of technical writers, on algorithmic trading, machine learning/AI, statistical analysis, software development and careers advice. After obtaining a degree in Mathematics from the University of Warwick, he received his PhD in Aeronautical Engineering (Hypersonics) from Imperial College London. He then worked as a quantitative developer in Oxalyst Systems LLP, a London-based alpha-capture hedge fund. He is now a founder of multiple successful start-ups in technology, science and finance spaces.

  • Man/AHL, Chief Risk Officer, also responsible for Portfolio Management Group (2012-2014)

  • Fortress Investment Group, Quant PM, Managing Director

  • RBS Greenwich Capital, Head of Multi-Strat Quant Prop Desk, Head of Agency Mortgage Trading

  • Goldman Sachs, Quant proprietary trader

  • BARRA, Senior Consultant

  • UC Berkeley, Ph.D. and M.S. in Mathematics

  • Princeton, Economics

Our platinum sponsor: Bank of America Merrill Lynch
15.15-15.45
15.45-16.15
16.15-16.50
16.50-17.00
10.20-10.40
12.00-13.00
13.00-13.30
13.30-14.15
14.15-14.45
14.45-15.15
10.40-11.10
11.10-11.30
11.30-12.00
8.30-8.50
9.10-9.45
9.45-10.20
9.00-9.10
8.50-9.00
17.00-18.00
 
 

How can I attend the conference?

Please apply on our website by filling in the application form and submitting your CV. You will receive updates on your application once it has been reviewed.

What is the ticket price?

If your application is successful, you will receive further details on how to make the payment.

Are tickets refundable?

Tickets are non-refundable and non-transferable.

What is the target audience?

We strive to bring together the diverse perspectives of driven university students as well as professional money mangers and institutional investors.  

What will be the level of complexity of presentations?

Our presentations are tailored for both the experienced Quant enthusiast as well as those just being introduced to the field. With pioneering academics to industry leaders lecturing, our schedule is designed to be stimulating, revealing - and fun!

Marriott Hotel Grosvenor Square, Mayfair, W1K 6JP, London, UK
Corporate Partners
Society Partners
Charity Partners
Media Partners
 
 
 

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