VP, quantitative analyst & front office AI lead
Alex Adranghi is a Vice President, Quantitative Analyst and front office AI lead at MUFG. He is a founding member of the MUFG European Innovation Labs. He previously worked at WestLB and Bloomberg. Alex pop has a background in Applied Mathematics and Computer Science.
Juan Acevedo Valle
Machine learning specialist
London Business School
Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura.
He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020.
Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a co-founder of the Thalesians.
Dr Richard Saldanha is a Managing Director at Oxquant. Oxquant provides expertise and advice on risk management, investments and the impact of artificial intelligence in finance and other knowledge-based industries. Richard is also an Independent Adviser to Oxford Portfolio Advisers and FCA approved person (CF30).
As well as Richard's consulting and advisory activities, he is a Teaching Fellow at Queen Mary University of London where he lectures on statistical machine learning and its application in finance in the School of Economics and Finance.
Richard has worked in quantitative finance for over 20 years and has held senior roles in both asset management and investment banking at major institutions in the City of London in the areas of risk management, trading and investments.
Richard holds a DPhil in Statistics from the University of Oxford. He is a fellow of the Royal Statistical Society, a Member of the Institution of Engineering and Technology (MIET) and a member of the Institute of Mathematical Statistics.
Head of model risk audit
Crédit Agricole Group
Gilles Artaud has been working in investment banking for the last 25 years, where he held various positions within Quant, Front Office, IT and Risk Departments, working all along on many underlying types, pricing, validation, regulatory and economic capital, market risk and counterparty credit risk topics.
After managing IT and Quant teams in the 1st line of defence (Front Office), he moved to 2nd line of defence (Risk and Validation) to lead topics around CCR, XVA, IM and many regulatory topics.
Gilles is now in charge for the 3rd line of defence of Model Audit for Group Inspection in Group Crédit Agricole SA, managing the transformation of Model Audit induced by new models, framework, market and business evolutions, new fields of application and compliance with ever-increasing regulations.
Head of XVA quant modelling, and AI innovation lead
MUFG Securities EMEA plc
Chris Kenyon is head of XVA Quant Modelling, and AI Innovation lead at MUFG Securities EMEA plc. Previously he was Head of XVA Quantitative Research at Lloyds Banking Group, head quant for Counterparty Credit Risk at Credit Suisse, and (post-crisis) Head of Structured Credit Valuation at DEPFA Bank Plc. He is active in XVA research, introducing KVA and MVA, with Andrew Green, in Risk papers 2014-15 and their accounting treatment in 2016-17, as well as PFL as the replacement for PFE (2019). He publishes mostly in the Cutting Edge section of Risk magazine (5th most published 1988-2018, and 3rd most cited in 2017), co-wrote “Discounting, LIBOR, CVA and Funding” (Palgrave 2012) and co-edited “Landmarks in XVA” (Risk 2016). He has a Ph.D. from Cambridge University and is an author of the open source software QuantLib.