Quant Finance Conference

annual eig conference

quantitative finance

We are proud to announce that the McGill Engineering Investment Group (EIG) will be hosting its 2nd annual Investment Finance Conference. This year, the topic is Quantitative finance. The conference will bring together leading industry professionals in Quant Finance to share knowledge and ideas, support the quant ecosystem and network with student and professionals.

Organized to advance the rapidly evolving space of quantitative finance…

The EIG would be honored by your support in presenting the Quant Conference!

The full-day event will serve to connect sponsors with other industry projessionals as well as to aid them in discovering new talent within quant finance. The conference will facilitate a variety of networking opportunities and pique growing interest towards new quant trends in the market. The attendees will gain exposure to the world of quantitative finance, facilitating them in developing career opportunities. With attendee-s expected to come from a multitude of experience and background, the conference will be catered towards everyone. It is committed to providing insightful and inspiring information to engage all our guests.



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 Somerville
Lead Quant Researcher - DRW

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.

Lourenco Miranda
Regional Head (Risk Management) - Societe Generale

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.

Mohammed Hanini
Founder - Koios Intelligence

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.

Stephane Thomas
Stephane Thomas
Director - Chappuis Halder & Co

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
Machine Learning Researcher - Squarepoint Capital

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 Liu
Quantitative Dev - Consilium Crypto

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

Alexander Karabatsos
Senior Advisor - Diorasi

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.

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Austin Hubell
CEO - Consilium Crypto

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.

Ivan Lagace
Financial Software Developer - Hardbacon

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.