Expert Speakers
Our program participants get direct access to the wealth of knowledge from global experts in the world of finance, in our Expert Speaker Series events.
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Professor John Hull
Co-director Master of Finance, and Master of Financial Risk Management programs at University of Toronto
David Kelly
Co-founder, Quant Foundry (ex McKinsey, DB, JPMorgan, Barclays, Nomura...)
Irene Aldridge, PhD
Adjunct Professor, Cornell University
Professor Carol Alexander
Professor of Finance University of Sussex, & Co-Editor Journal of Banking and Finance
Dr. Fabio Mercurio
Global Head of Quant Analytics at Bloomberg & Adjunct Professor, Courant Institute - NYU
Antoine Savine, PhD
Superfly Analytics at Danske Bank, Lecturer and Author
Professor Johannes Ruf
Programme Director, Master's in Financial Mathematics, London School of Economics (LSE)
Ryan Ferguson, PhD
Founder & CEO, Riskfuel
Gil Shefi
Managing Director, IHS Markit
Terri Duhon
Chair of the Board, Morgan Stanley Investment Management (EMEA)
David Scalzetti, CFA
Director, Regulatory Products - ICE (Intercontinental Exchange)
Justin Lee
Financial Services Recruitment Director
Ciarán McGonagle
Assistant General Counsel, International Swaps and Derivatives Association, Inc. (ISDA)
Detian Chen, FRM, CFA
Product Tagging Validation and Model Risk Control Specialist, Deutsche Bank
Mariano Zeron, PhD
Head of Research & Development, MoCax Intelligence
Professor Uwe Wystup
Founder and Managing Director of MathFinance AG, Professor of Foreign Exchange Derivatives at University of Antwerp
Ola Alawiye
Founder, Financial Risk Hub (ex Credit Suisse, RBC, BMO, Algorithmics…)
Professor John Hull
Co-director Master of Finance, and Master of Financial Risk Management programs at University of Toronto
John is the Maple Financial Professor of Derivatives and Risk Management at University of Toronto (Rotman). He is also co-director of the Rotman Master of Financial Risk Management program. He is best known for his books Risk Management and Financial Institutions (now in its 5th. edition), and Options, Futures, and Other Derivatives (now in its 10th edition). His books are widely used in trading rooms throughout the world, as well as in the classroom.
David Kelly
Co-founder, Quant Foundry (ex McKinsey, DB, JPMorgan, Barclays, Nomura...)
David is Senior Advisor at one of the most prestigious consulting companies in the world and he is a co-founder of London-based Quant Foundry. He has over 20 years’ experience in the Investment Banking sector having held a number of senior leadership roles (incl Managing Director) in the front office and risk at Deutsche Bank, Merrill Lynch and JP Morgan.
Irene Aldridge, PhD
Adjunct Professor, Cornell University
Irene Aldridge is an internationally-recognized quantitative and Big Data in Finance researcher, Adjunct Professor at Cornell University and President and Managing Director, Research, of AbleMarkets, a Big Data for Capital Markets company. Prior to AbleMarkets, Aldridge designed and ran high-frequency trading strategies in a $20-million cross-asset portfolio. Still previously, Aldridge was, in reverse order, a quant on a trading floor; in charge of risk quantification of commercial loans; Basel regulation team lead; technology equities researcher; lead systems architect on large integration projects, including web security and trading floor globalization. Aldridge started her career as a software engineer in financial services.
Aldridge holds a BE in Electrical Engineering from Cooper Union, and MS in Financial Engineering from Columbia University, and an MBA from INSEAD. In addition, Aldridge studied in two PhD programs: Operations Research at Columbia University (ABD) and Finance (ABD). Aldridge is the author of multiple academic papers and several books. Most notable titles include “Big Data Science in Finance” (co-authored with Marco Avellaneda, Wiley, 2020), “Real-Time Risk: What Investors Should Know About Fintech, High-Frequency Trading, Flash Crashes” (co-authored with Steve Krawciw, Wiley, 2017) and “High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems” (2nd edition, translated into Chinese, Wiley 2013). Her recent academic publications include “Neural Networks in Finance: Design and Performance” (with Prof. Marco Avellaneda in the Journal of Financial Data Science, 2019), and “Big Data in Portfolio Management” (Journal of Financial Data Science, 2019). Aldridge presently serves on the Editorial Advisory Board for the Journal of Applied Data Science to Finance.
Professor Carol Alexander
Professor of Finance University of Sussex, & Co-Editor Journal of Banking and Finance
Carol Alexander is Professor of Finance at University of Sussex and Co-Editor of the Journal of Banking and Finance. Prior academic appointments were as Chair of Financial Risk Management at the ICMA Centre in the Henley Business School at Reading (1999 – 2012) and lecturer in Mathematics and Economics at the University of Sussex (1985 – 1998). She holds degrees from the University of Sussex (BSc First Class, Mathematics with Experimental Psychology; PhD Algebraic Number Theory) and the London School of Economics (MSc Econometrics and Mathematical Economics). She also has an Honorary Professorship at the Academy of Economic Studies in Bucharest, Romania.
Carol has also held several positions in financial institutions: Fixed Income Trader at UBS/Phillips and Drew (UK); Academic Director of Algorithmics (Canada); Director of Nikko Global Holdings and Head of Market Risk Modeling (UK); Risk Research Advisor, SAS (USA). She also acts as an expert witness and consultant in financial modelling. From 2010 – 2012 Carol was Chair of the Board of PRMIA (Professional Risk Manager’s International Association).
She publishes widely on a broad range of topics, including: volatility theory; option pricing and hedging; trading volatility; hedging with futures; alternative investments; random orthogonal matrix simulation; game theory and real options. She has written and edited numerous books in mathematics and finance and published extensively in top-ranked international journals. Her four-volume textbook on Market Risk Analysis (Wileys, 2008) is the definitive guide to the subject. Her latest interests focus on Blockchain and Cryptocurrencies and her forthcoming book (with Douglas Cumming, FAU) is another Wiley text on Corruption and Fraud in Financial Markets.
Dr. Fabio Mercurio
Global Head of Quant Analytics at Bloomberg & Adjunct Professor, Courant Institute - NYU
Dr. Fabio Mercurio is global head of Quantitative Analytics at Bloomberg LP, New York. His team is responsible for the research on and implementation of cross-asset analytics for derivatives pricing, XVA valuations and credit and market risk. Fabio is also adjunct professor at NYU. He has jointly authored the book “Interest rate models: theory and practice” and published extensively in books and international journals, including 19 cutting-edge articles in Risk Magazine. Fabio is the recipient of the 2020 Risk quant of the year award.
Antoine Savine, PhD
Superfly Analytics at Danske Bank, Lecturer and Author
Antoine Savine is a French mathematician, academic and leading Derivatives practitioner with Superfly Analytics at Danske Bank –winner of the Excellence in Risk Management and Modelling RiskMinds 2019 award. Antoine previously held multiple leadership positions in quantitative finance, including Global Head of Research at BNP-Paribas.
Antoine is an expert C++ programmer and one of the key contributors to Danske Bank’s Superfly platform — winner of the In-House System of the Year 2015 Risk award.
He holds a PhD in Mathematics from Copenhagen University, where he teaches Volatility, Computational Finance and Machine Learning in Finance. He is a regular speaker and chairman in professional and academic conferences in quantitative finance, including QuantMinds, RiskMinds and World Business Strategies.
Antoine wrote the book on AAD: Modern Computational Finance, John Wiley and Sons, 2018.
He is known in the industry for his work on volatility and multifactor interest rate models. He was influential e.g. in the adoption of cashflow scripting, the application of generalized derivatives in the context of local and stochastic volatility models, and the wide adoption of AAD in the financial industry.
His current research revolves around deep analytics, the application of artificial intelligence (AI) and machine learning (ML) to risk management. He published ‘differential machine learning’ with Brian Huge, a novel family of ML algorithms that combine with automatic differentiation (AAD) with spectacular results. Among other applications, the methodology resolves computational bottlenecks with CVA/XVA, FRTB, CCR, MVA and other capital calculations. Antoine will be presenting the latest work and achievements of the department ‘Superfly Analytics’ at Danske Bank during his ESS talk.
Professor Johannes Ruf
Programme Director, Master's in Financial Mathematics, London School of Economics (LSE)
Johannes Ruf is a Professor at the London School of Economics. Prior to joining LSE, he was a Senior Research Fellow at the Oxford-Man Institute of Quantitative Finance and a Senior Lecturer at the University College London. He is a leading academic in
mathematical finance. His interests include stochastic portfolio theory and the modelling of financial markets in the presence of arbitrage. Johannes’ research was covered by Risk Magazine. His work received several industry prizes including the “Morgan Stanley Prize for
Excellence in Financial Markets” and a Savvy Investor recognition for the “Best Factor Investing Papers of 2018”.
Ryan Ferguson, PhD
Founder & CEO, Riskfuel
Ryan is Founder and CEO at Riskfuel, a capital markets technology startup using AI to accelerate valuation and risk sensitivity calculations. Previously, Ryan was Managing Director and Head of Securitization, Credit Derivatives and XVA at Scotiabank. Prior roles have included credit correlation trading and managing the equity derivatives trading desk. Ryan began his career with positions in risk management and financial engineering. Ryan has a PhD in Physics from Imperial College, and a BASc and MASc in Electrical Engineering from the University of Waterloo.
Gil Shefi
Managing Director, IHS Markit
Gil Shefi is a Managing Director at IHS Markit and heads all data aspects of its FRTB solution. In this role, he oversees bringing together multiple data sources, creating a vast cross-asset NMRF solution as well as creating a workable Data Dictionary. Gil has more than 20 years’ experience in the Derivatives market starting his career as an FX trader at Bank Leumi in Tel-Aviv moving from there to the vendor side, starting at SuperDerivatives where he had managed their global valuation and market data services and in the last 5 years working for IHS Markit, initially to build the OTC Derivatives Data Services (OTCDD) and now build the FRTB service. He holds Bachelor of Arts in Economics and Political Science from Tel-Aviv University.
Terri Duhon
Chair of the Board, Morgan Stanley Investment Management (EMEA)
Terri Duhon is the Chair of the Board of Morgan Stanley Investment Management for the EMEA business, on the board of Morgan Stanley International and Rathbone Brothers plc, a FTSE250 UK Wealth Manager. On these boards, she also chairs the Risk Committee. She is an Associate Fellow at The Said Business School at Oxford University, on the MIT Corporation Visiting Committee for the MIT Math Department, a motivational speaker for Speakers for Schools and a frequent Keynote Speaker on Culture, Career Management, Diversity and Corporate Purpose.
After graduating from MIT in Math, Terri started her career at JPMorgan and spent 10 years working as a derivative trader. In particular she was part of the team that developed the credit derivative market globally as documented in Fool’s Gold. Later she became an entrepreneur and started a consulting business where she lead expert witness teams in unwinding some of the more complex products from the credit crisis. She has been on the board of CHAPS Co (the UK high value payment system), the board of Operation Smile UK and was a founding member of the Women’s Leadership Group for the Prince’s Trust. She is the author of How the Trading Floor Really Works.
David Scalzetti, CFA
Director, Regulatory Products - ICE (Intercontinental Exchange)
David Scalzetti, CFA, joined ICE Data Services to lead our regulatory products initiatives. He is a Chartered Financial Analyst with nearly 20 years of experience with structured products and regulation. In this capacity, David monitors regulations such as Basel III, FRTB, MiFID II, SEC proposals and changes to the Investment Company Act, as well as tax regulations. He holds a BA in Economics and Philosophy from Binghamton University.
Justin Lee
Financial Services Recruitment Director
Justin Lee is currently a Client Director at a Financial Services Consulting firm. He has 15 years of experience recruiting in Change Transformation projects in the Front, Middle and Back Office, across the business, change and Technology functions, specialising in placing BAs, PMs, quant finance and Risk professionals into top tier institutions (inc. JP Morgan, Morgan Stanley, Barclays Capital, HSBC, Deutsche Bank, BoAML, Credit-Suisse, UBS). This has provided him with unique insights into the domain knowledge, skills, and experience required by the hiring managers to make the cut in this competitive market.
This is combined with a wealth of experience and insider knowledge into the pitfalls of navigating the gatekeeper systems in HR and the ever-present RPO’s and what it takes to make it through the portals and ‘control-F’ profile searches to ensure your CV actually gets read by the all-important hiring manager. Over the years of heading up specialist Financial Services Recruitment Desks, he has crafted a series of formatted CV templates whose structure and content are designed to give you the best chance of getting an interview as a BA within Finance. He also offers a premium CV writing service that will help you tailor your profile explicitly for each application.
Ciarán McGonagle
Assistant General Counsel, International Swaps and Derivatives Association, Inc. (ISDA)
Ciarán McGonagle joined ISDA as Assistant General Counsel in August 2017. Mr. McGonagle leads ISDA’s legal work on DLT and smart contracts. Mr. McGonagle also leads ISDA’s legal technology working group, aimed at increasing the levels of standardization and digitization in ISDA documentation. He also supports ISDA’s work on EU financial services regulation, including EMIR and MiFID II.
Prior to joining ISDA, Mr. McGonagle spent over five years at Deutsche Bank, where he worked in the bank’s legal department specializing in derivatives and structured products. He also spent some time in Deutsche Bank’s Global Regulatory Management Group. He has also worked at Morgan Stanley and at Allen & Overy.
Mr. McGonagle has a law degree from Queens University Belfast.
Detian Chen, FRM, CFA
Product Tagging Validation and Model Risk Control Specialist, Deutsche Bank
2020, GARP Corporate Ambassador at Deutsche Bank, London UK
Mariano Zeron, PhD
Head of Research & Development, MoCax Intelligence
Mariano heads the Research & Development group at MoCaX Intelligence. He has vast experience in Chebyshev Spectral Decomposition, Machine-Learning and related disciplines, and their application to quantitative problems in the financial markets. Mariano holds a Ph.D. in Pure Mathematics from the University of Cambridge.
Professor Uwe Wystup
Founder and Managing Director of MathFinance AG, Professor of Foreign Exchange Derivatives at University of Antwerp
Uwe Wystup (uwe.wystup@mathfinance.com) is the founder and Managing Director of MathFinance AG, an independent consulting and software company that specializes in FX derivatives pricing. Uwe got his PhD in Mathematical Finance with Steven E. Shreve at Carnegie Mellon University, he is the author of two books “Foreign Exchange Risk” and “FX Options and Structured Products”, writes the FX column for Wilmott magazine and published in many academic journals. Uwe is professor of Foreign Exchange Derivatives at University of Antwerp, and honorary professor of Quantitative Finance at Frankfurt School of Finance & Management, certified public expert for currency markets at Frankfurt’s Chamber of Commerce and the Expert Witness Institute. Ever since he started his FX options front-office role at Citibank in 1992 he has been a great fan of FX markets.
Ola Alawiye
Founder, Financial Risk Hub (ex Credit Suisse, RBC, BMO, Algorithmics…)
Ola is a seasoned quantitative finance/risk analytics consultant with over a decade of experience at the world’s leading financial organisations. He currently works for one of the largest banks in the world at the headquarters in London, UK. Ola holds 3 degrees including one in Mathematics and Computer Science, and an MBA from Cornell University (US). He also possesses the highly respected Certificate in Quantitative Finance (CQF) designation, and he attended the Quantitative Risk Management module at Oxford University (UK). Ola is the lecturer for the Market Risk, Python in Finance, and SQL in Finance courses.