Speakers

Robert Almgren (Chief Scientist and Co-Founder, Quantitative Brokers)

Robert Almgren is the Chief Scientist and co-founder of Quantitative Brokers. He was previously a professor of mathematics at the University of Chicago, the University of Toronto, and currently teaches High-Frequency Markets at Princeton University. Prior to QB, Robert was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group at Bank of America until 2008. 

He holds a Ph.D. in Applied and Computational Mathematics from Princeton University. His extensive research record in applied mathematics includes pioneering and influential work on optimal trade execution and transaction cost measurement. 

Hanna Assayag (Managing Director, HSBC Global Markets FX)

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.

Markus Baldauf (Associate Professor of Finance, UBC)

Markus Baldauf is an Associate Professor of Finance at the Sauder School of Business, University of British Columbia, where he holds the B.I. Ghert Family Foundation Professorship in Finance & Policy. His research focuses on financial economics, market microstructure, and information economics, with publications in the Journal of Finance, Journal of Financial Economics, Journal of Political Economy, and Review of Financial Studies. He has received several awards, including the Bank of Canada Governor’s Award.

Markus earned his Ph.D. in Economics from Stanford University and previously held a visiting position at the University of Chicago Booth School of Business. Before academia, he worked as a consultant at RBB Economics in London and as an affiliate researcher at Alcova Asset Management. He serves on conference program committees and regularly presents his research at leading academic conferences.

Julius Bonart (Quantitative Researcher, CFM)

Julius Bonart is a Quantitative Researcher at CFM. Before, he was Market Impact Research Lead in the Equities Business of Citadel, and a consultant in FX market making for JPMorgan. 

Julius Bonart has held academic research positions at Imperial College and at UCL, after a PhD in Theoretical Physics from University Pierre-et-Marie Curie. He is one of the co-authors of “Trades, Quotes and Prices”.

Philippe van der Beck (Assistant Professor of Finance, Harvard Business School)

Philippe van der Beck is an Assistant Professor in the Finance Unit at Harvard Business School. His research interests are in empirical asset pricing, sustainable finance, and structural estimation. His work has explored the impact of ESG flows on asset prices, the estimation of demand systems in asset pricing, as well as the interaction of retail traders and institutional investors. His research has been featured in the Wall Street Journal, Bloomberg, and the SEC. 

Prior to joining HBS, Philippe received a Ph.D. in Finance from École Polytechnique Fédérale de Lausanne and the Swiss Finance Institute. He holds an M.Sc. in Finance from Imperial College Business School and a B.Sc. in Economics from the Ludwig Maximilians University Munich. He also works as an academic consultant for Capital Fund Management.

Neil Chriss (CEO, Paloma Partners)

Neil A. Chriss is a mathematician and quant whose career spans academia and quantitative investment. He is well-known for his contributions to quantitative finance, especially for his work on optimal execution strategies with Robert Almgren.

Neil holds a PhD in Mathematics from the University of Chicago and held positions in the mathematics departments at the University of Toronto, the Institute for Advanced Study and Harvard University. He founded Hutchin Hill Capital, a multi-strategy hedge fund where he served as CIO before moving to Paloma Partners where he served as CEO and co-CIO. Prior to that he founded and ran the Cubist Systematic Trading business at Point72 Capital (originally called SAC MultiQuant). He was Director of Mathematics in Finance at NYU's Courant Institute and is a trustee at the Institute for Advanced Study.

Robert Graumans (Data Scientist at the Dutch regulator for the Financial Market (AFM), PhD student at the University of Oxford)

Rob Graumans is a PhD student at the Oxford-Man Institute of Quantitative Finance at the University of Oxford. His research explores the unintended consequences of algorithmic trading, agent-based modeling of trading algorithms, and market quality. 

In addition to his academic work, Rob is a Data Scientist at the Dutch Authority for the Financial Markets (AFM), where he focuses on detecting and analyzing cases of market manipulation and assessing the impact of market participants on the Dutch financial markets.

Kiyoshi Kanazawa (Associate Professor of Physics, Kyoto University)

Kiyoshi Kanazawa is an Associate Professor in the Department of Physics at Kyoto University, Japan. His research interests encompass the theory of stochastic processes (particularly non-Markovian point processes), market microstructure (econophysics), and stochastic thermodynamics. Currently, he is analyzing a microscopic dataset from the Tokyo Stock Exchange to empirically validate hypotheses in market microstructure, including the Lillo-Mike-Farmer hypothesis and the square-root market-impact law. 

Kiyoshi earned his PhD in Physics from Kyoto University, specializing in non-Gaussian stochastic processes for stochastic thermodynamics, and subsequently held Assistant Professor positions at the Institute of Science Tokyo and the University of Tsukuba.

Phil Mackintosh (Chief Economist, Nasdaq)

Phil Mackintosh is the Chief Economist and a Senior Vice President at Nasdaq. He manages Nasdaq’s microeconomic research to encourage capital formation and increase investor returns through better market structure. His weekly newsletter, Market Makers, is read by more than 55,000 subscribers and covers topics ranging from IPO markets, ETF trading, retail investor activity, why Nasdaq has the best markets, and more. 

Phil’s ability to simplify the complicated and explain what the economic data really means is highly regarded. He is frequently a featured speaker at conferences and often speaks with the media on macroeconomic themes and outlooks.

Phil joined Nasdaq in 2018, bringing over 30 years of financial, operational and trading experience. He has held senior trading and research roles at KCG/Virtu Financial, Credit Suisse and County Investment Management. He started his career at KPMG and is also a Chartered Accountant.

Stefan Schlamp (Head of Quantitative Analytics, Deutsche Börse)

An Caltech-trained experimental rocket scientist by trade, Stefan did an extended Postdoc at ETH Zurich before making the switch into finance. For the next 15 years he was on the intersection between quant, dev, and trader doing Delta-1 HFT for six companies in five countries. 

Since 2022 he heads Deutsche Börse’s Quantitative Analytics team. He is the author of a popular blog on LinkedIn where he focuses on market microstructure in general and high-frequency trading in particular on Deutsche Börse’s venues (Xetra, Eurex, EEX) and the CME.

Justin Sirignano (Professor of Mathematics, University of Oxford)

Justin Sirignano is a Professor of Mathematics at the University of Oxford, where he is a researcher in the areas of Applied Mathematics, Machine Learning, and Financial Mathematics. He received his PhD from Stanford University and holds a Bachelors degree from Princeton University. After graduating from Stanford, Justin was a Chapman Fellow at the Department of Mathematics at Imperial College London and then an Assistant Professor at the University of Illinois at Urbana-Champaign. 

His research has been funded by the U.K. Engineering and Physical Sciences Research Council (EPSRC), U.S. Office of Naval Research (ONR), and U.S. Department of Energy (DOE) and supported by computational grants on national supercomputers such as Frontier and Summit, including Innovative and Novel Computational Impact on Theory and Experiment (INCITE) computational allocations awarded by DOE. At Oxford, he is the course director of the MSc programme in Mathematical & Computational Finance and is a faculty member in the Mathematical & Computational Finance, Machine Learning & Data Science, and Oxford Centre for Industrial & Applied Mathematics (OCIAM) research groups. 

Almut Veraart (Head of Statistics, Imperial College London)

 Almut is the Head of the Statistics Section and Professor of Statistics at Imperial College London. She also co-directs the Center for Doctoral Training on the Mathematics for our Future Climate. She obtained her DPhil in Statistics from the University of Oxford in 2008. 

Her research interests span mathematical statistics, applied probability and financial econometrics. Recently, her work has focused on stochastic volatility estimation, statistical methods for network stochastic processes, ambit stochastics and causality in extremes, with applications in high-frequency financial data, energy markets, environmental and climate data. 

Ji Hee Yoon (Assistant Professor of Economics and Finance, University College London)

 Ji Hee Yoon is an Assistant Professor of Economics and Finance at University College London (UCL) and is affiliated in the UCL Centre for Finance and the Finance Theory Group. She obtained a PhD in Economics from the University of Wisconsin at Madison in 2018 and a PhD in Mathematical Science from the Korea Advanced Institute of Science and Technology (KAIST) in 2011. 

Her research interests include market microstructure, asset pricing, and game theory.