Scientific Committee

Hanna is a Managing Director in HSBC Global Markets FX and the Head of the eRisk Quant team for STIRs, FX Forwards, EM Rates & NDFs.

She joined HSBC in March 2010 and has worked on the FX Spot, FX Swaps, Non-Deliverable Forwards and Cash Bonds electronic market-making desks. She also created the new Quantitative Analytics Internship program for HSBC Global Markets and leads a variety of multi-assets digital initiatives.

Hanna holds a Paris Grande Ecole degree from Telecom ParisTech, and a DEA (El Karoui) in Probabilities and Finance from Université Pierre and Marie Curie Paris.

Alex Barzykin (HSBC)

Alexander joined HSBC FX eRisk as director in 2015 and is currently leading design and development of spot FX execution algorithms. He was previously building algorithmic execution suite at RBS, in equities and fixed income.

Alexander moved to finance in 2007 from the field of theoretical chemical physics. He received his PhD in physics and mathematics from the Moscow Institute for Physics and Technology in 1989 and held senior research positions at the Institute of Chemical Physics, Russian Academy of Sciences, and the National Institute of Advanced Industrial Science and Technology, Japan.

Jean-Philippe Bouchaud (Capital Fund Management)

Jean-Philippe Bouchaud is Chairman and Chief Scientist at CFM, Co-Director of the CFM-Imperial Institute of Quantitative Finance and Professor at Ecole Polytechnique and member of the French Academy of Science.

Jean-Philippe was born in France in 1962. After studying at the French Lycée of London, he graduated from the Ecole Normale Supérieure in Paris, where he also obtained his PhD in physics. He was then appointed by the CNRS until 1992. After a year spent in the Cavendish Laboratory (Cambridge), he joined the Service de Physique de l’Etat Condensé (CEA-Saclay), where he worked on the dynamics of glassy systems and on granular media. He became interested in economics and theoretical finance in 1991.

His work in finance includes extreme risk models, agent based simulations, market microstructure and price formation. In 1994, he founded the company Science & Finance, which later merged with Capital Fund Management (CFM) in 2000. He was awarded the IBM young scientist prize in 1990 and the CNRS Silver Medal in 1996. He has published over 250 scientific papers and several books in physics and in finance in particular “Trades Quotes & Prices”, published in 2018. .

Johannes Muhle-Karbe (Imperial College London)

Johannes Muhle-Karbe joined the Department of Mathematics at Imperial College London in January 2019, where he heads the Mathematical Finance Section and directs the CFM-Imperial Institute of Quantitative Finance.

Before this appointment, Johannes held faculty positions at Carnegie Mellon University, University of Michigan, and ETH Zürich. He serves as an associate editor of the Annals of Applied Probability, Applied Mathematical Finance, as well as Mathematics and Financial Economics.

Johannes' research lies at the interface of stochastic calculus, optimal control, and their applications to problems from finance and economics. In particular, he studies the impacts of "flaws and frictions" such as transaction costs or model ambiguity on optimal trading and asset prices.

Eyal Neuman (Imperial College London)

Eyal Neuman is a Reader in mathematical finance at the Department of Mathematics, Imperial College London and a member of the CFM-Imperial Institute of Quantitative Finance.

His research interests are in the areas of probability, stochastic processes and their applications in mathematical finance. He is mainly working on market microstructure and optimal excution.

Previously he was a Visiting Assistant Professor at the University of Rochester, Eyal received his PhD in stochastic processes from the Technion.