|9:00 – 9:55 AM||Registration/Breakfast|
|9:55 – 10:10 AM||Introductions|
|10:10 – 11:00 AM||Keynote Speech #1 – Societe Generale|
|11:05 – 11:50 PM||Panel #1 – What is Quantitative Finance?|
|11:55 – 12:10 PM||Networking & Coffee Break|
|12:15 – 1:00 PM||Panel #2 – AI Risks inFinance|
|1:05 – 2:05 PM||Lunch|
|2:10 – 2:55 PM||Keynote Speech #2 – DRW|
|3:00 – 3:45 PM||Panel #3 – Future of Quantitative Finance|
|4:00 PM||Networking Cocktail|
Laura has a PHD in Particle Physics from the University of Oxford. She worked at CERN on the Large hadron Collider project and graduated in 2006. She then joined Lehman Brothers proprietary trading team in London, running stat arbitrage and quantitative trading strategies. In 2008, as part of the bankruptcy buy out she then moved to Nomura Investment bank, and continued in Prop Trading. In 2013, Laura joined Jump Trading to run various quant strategies. In 2017, she joined DRW as Lead Quant Researcher.
Prof. Dr. Lourenco Miranda is the Regional Head of Model Risk Management, Environmental & Social Risk Manager, and a Manager in Artificial Intelligence at Societe Generale. He joined the Bank in New York in February 2016 as a Managing Director.
Prior to that, he has 20+ years of financial industry experience. Lourenco has held multiple leadership roles in financial institutions active in over 70 countries with regulatory jurisdictions in 5 regions.
Hanini is the founder, CEO and Chief Scientist at Koios Intelligence. He leads a team of data scientists, senior developers, and Business Analysts in producing AI software to tackle business needs.
An expert in computational mathematics, operational research and accelerated computing, Mohamed has spent more than 13 years in research and development on statistical learning and quantitative finance. Through making effective links between his various fields of interest and research, he had the idea of creating Koios to serve the financial industry.
Financial engineer, entrepreneur and R&D leader, Stéphane is Director and North American Head of the Research & Analytics center of expertise at Chappuis Halder & Co., an international management consulting firm dedicated to the Financial Services industry. Stéphane has a fundamental understanding of the banking and investment industries, on a cross-asset scope and at the quantitative, business and technical levels. He specializes in Model Risk Management, Model Thinking and Artificial Intelligence.
Milad Kharratzadeh is a Machine Learning Researcher at Squarepoint Capital where he develops statistical models and machine learning algorithms to analyze various financial data. Before joining Squarepoint, Milad was a post-doctoral fellow in Bayesian statistics at Columbia University. He received his PhD from McGill University’s Department of Electrical and Computer Engineering in 2016 working on multivariate machine learning models.
Terence is a Quantitative Developer at Consilium Crypto. With a background in portfolio management and machine learning, he works on extracting trading signals from high-frequency trading data by implementing machine learning and statistical models. Terence worked as a Quantitative Analyst within the Investment Research team of Wealthsimple in Toronto and locally at Desjardins Global Asset Management within the Canadian Equity team
With a background in financial analysis and strategic asset management, Alexander brings in more than thirteen years of experience in investment management and trading operations that spans from algorithmic high frequency trading to financial engineering and risk management systems design.
Austin is the CEO and co-founder of Consilium Crypto, a big data company that’s bringing institutional-quality analytics to digital asset markets. He previously worked with a distributed team based in L.A./San Francisco to build predictive models for crime hotspotting in major US cities, before transferring to the FinTech world to build machine learning based trading systems for the traditional currency markets.
I began my career as a real-time, flight simulation programmer in the 1980s. I then embarked on a Sales and Marketing career in software and hardware technology companies. I recently started my third career in software development for the finance industry. My areas of interest are derivative and fixed income financial products, machine learning and big data.