London Financial Studies

Dan Crisan is a Professor in Mathematics at Imperial College London. His expertise is in the area of Stochastic Analysis with applications in Engineering and Finance. He has published over 30 articles in journals world-wide. His book "Fundamentals of Stochastic Filtering" was published by Springer Verlag in their prestigious series Stochastic Modelling and Applied Probability. He has also completed the editorial work on "The Oxford Handbook of Nonlinear Filtering" - an advanced monograph on the subject.

Dr David Cox has wide practical experience of the financial markets and an international reputation as a teacher of high-level courses. His career includes ten years in banking, primarily with Bank of America Capital Markets. After leaving the City, he joined the staff of London Business School, where he set up the financial markets seminar programme, did research and maintained an active external teaching and consultancy practice. Dr Cox is the founding director of London Financial Studies.

Dr Helyette Geman is the Director of the Commodity Finance Centre at the University of London and Johns Hopkins University. She holds a Masters degree in Theoretical Physics and a PhD in Probability from the University Pierre et Marie Curie; a PhD in Finance from the University Pantheon Sorbonne. Dr Geman has been a scientific advisor to major financial institutions, insurance companies and energy, commodity and mining companies for the last 21 years, and has published 126 papers in top finance and insurance journals.

Dr Jamie Walton has over 18 years of experience as a quant in financial markets. For the last 10 years, he was the head FX quant at Morgan Stanley, where he built the team of FX electronic trading quants. In recent years, Dr Walton has presented at conferences and written articles on electronic trading, as well as providing independent consultancy in quantitative finance. Dr Walton is also an Honorary Research Fellow at UCL, where he lectures in Financial Mathematics as part of the Masters Financial Mathematics Programme.

Dr Jan De Spiegeleer is a co-Founder of RiskConcile a risk management advisory firm based in Lausanne. From 2007 till 2015 he was the head of risk management at Jabre Capital Partners, a Geneva-based hedge fund. He gained extensive knowledge of derivatives pricing, hedging and trading while working for KBC Financial Products in London, where he was managing director of the equity derivatives desk. Dr De Spiegeleer holds a Masters Degree in Civil Engineering (Royal Military Academy, Brussels - 1988), an MBA and a PhD in mathematics (KU Leuven - 1994 and 2013).

Jeremy Hawkins is a highly experienced and respected senior practitioner with a wealth of experience at the sharp end of economic forecasting. For almost 20 years he was Chief Economist for Europe and head of European FX and short term interest rate strategy at Bank of America.Situated in BoA's London dealing room, his numerous appearances on CNN and the BBC provided practical and entertaining on-the-spot interpretations of a wide range of economic data and market sensitive events. Hawkins currently works for San Francisco-based Econoday where he is responsible for their European coverage.

Dr Jon Gregory has over 15 years' experience as a practitioner in quantitative finance and is a partner at the capital markets consultancy Solum Financial Partners. Formerly he was global head of credit analytics at Barclays Capital and responsible for a team of around 30 researchers globally. Jon holds a PhD from Cambridge University and is author of the books “The xVA Challenge” (now in its third edition) and “Central Counterparties: The Impact of Mandatory Clearing and Bilateral Margin Requirements on OTC Derivatives”, both published by Wiley Finance.

Juan Ramirez is a senior professional at one of the big 4 auditing firms with first-hand experience on providing accounting advice on specific complex financial instruments and transactions, primarily related to (de)recognition, consolidation and hedging. Previously, he was responsible for the marketing of strategic equity derivatives to corporate and banking clients at BNP Paribas in London. Juan is the author of “Accounting for Derivatives” and “Handbook of Corporate Derivatives and Equity Capital Markets” books, both published by Wiley.

Julien Dauchez is a quant-trained derivatives and investment strategy specialist with over 16 years’ experience in capital markets. Julien started his career in Fixed Income at Lehman Brothers in London in 1998. After 7 years, Julien joined Barclays Capital where he headed a derivatives structuring and marketing team in New York. Upon his return to London in 2010, he joined the asset management arm of Barclays where he originated UCITS and and fund solutions for institutional and retail-oriented clients.

Dr Morini is currently Head of Interest Rates, Credit and Inflation Models at Banca IMI Intesa San Paolo (where he is also responsible for coordinating Model Research). He is a Professor of fixed income at Bocconi University and was Research Fellow at Cass Business School of London City University. He holds a PhD in Mathematics and regularly delivers advanced training on credit modelling, interest rate market models, correlation modelling and model risk. His papers appeared on journals including Risk Magazine, Mathematical Finance, the Journal of Derivatives and Applied Mathematical Finance.

Dr Peter Leoni graduated with a PhD in mathematical physics and worked for KBC Asset Management as a risk manager modelling equity and interest rate derivatives. He then moved to ING as a front office quant at the exotic equity derivatives desk; and before the credit crunch hit, decided to change his career path towards commodities, focusing on energy. Dr Leoni spent 4 years in the trading unit of GDF Suez in Brussels and is currently the director of trading for the London/Geneva office of a privately owned trading firm.

Richard Fedrick delivers training programmes globally in all areas of finance with emphasis on interest rates and FX, derivatives in general and exotics in particular, structured products and risk management. He started his career in 1988 in the Derivatives Product Group at Morgan Stanley, which he joined after three years of post-graduate research in Theoretical Physics. In 1993 Richard joined General Re Financial Products, a AAA-rated derivatives boutique that rapidly became established as one of the world’s leading derivatives trading operations.

Rupesh Tailor is a banking sector specialist with over thirteen years’ experience, working for sell-side and buy-side financial institutions including Goldman Sachs, Barclays Capital, Merrill Lynch, Auriga Investors and Morgan Stanley. He specialized in the European bank sector as well as the analysis of high yield and leveraged finance investments. His responsibilities included analysis, trading and portfolio management of credit and equity products. Rupesh developed a proprietary method for predicting bank failure, which has been used to accurately predict banking stress.

Dr Simon Acomb has over 20 years of experience in quantitative finance. He started his career in finance at Barclays deZoete Wedd in 1992 in the Equities Derivatives Group and progressed to run the quantitative research team. This was followed by five years at Commerzbank, where he established a derivatives proprietary trading team and then became head of the equity quantitative research group. Most recently, Simon has been a managing director at Morgan Stanley as global head of the Equities Analytic Modelling Group.

Tony Sims has wide experience of teaching mathematical methods to students at all levels. He is MBA Course Director at Kingston University Business School and has been involved in delivering both short course and management development programmes for over 20 years. During this time he has acquired considerable practical experience through consulting projects in financial model development for business. Tony's teaching methods are both engaging and effective and he is well known for his skill in teaching mathematical concepts to people without a quantitative background.

Professor Uwe Wystup is an extremely experienced practitioner in the field of foreign exchange options, a senior academic and a highly engaging teacher. He has over twenty years of experience as a consultant, financial engineer, trader and structurer at Citibank, UBS, Sal. Oppenheim, Commerzbank and MathFinance and is also honorary Professor of quantitative finance at Frankfurt School of Finance & Management and Professor of financial option price modelling at the University of Antwerp. Prof Wystup is well known for his many publications on FX exotics and related topics.

Werner F.M. De Bondt is director of the Richard H. Driehaus Center for Behavioral Finance at De Paul University in Chicago. Between 1992 and 2003, he was the Frank Graner Professor of Investment Management at the University of Wisconsin-Madison. Werner De Bondt studies the psychology of investors an

William Allen has over 35 years working in banking and finance. He is a senior consultant and speaker in the areas of executive bank management, ALM, treasury, risk management, capital markets, derivatives, and portfolio management. Mr Allen previously worked with JP Morgan in treasury, capital markets, risk management, securities and derivatives activities. Before consulting he worked as a portfolio manager and chief investment officer of a university endowment.

Prof Wim Schoutens is Research Professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. Prof Schoutens is also the author of "Lévy Processes in Finance: Pricing Financial Derivatives" and co-editor of "Exotic Option Pricing and Advanced Lévy Models" both published by Wiley Finance. His research interests cover all areas of financial mathematics, with recent publications on jump driven credit models and equity models, model risks, hedging of exotics and multivariate financial modelling.

Dr Zareer Dadachanji is a quantitative analysis consultant with nearly 2 decades of corporate experience, mostly in financial quantitative modelling across a range of asset classes. Dr Dadachanji’s specialist areas of expertise are the modelling of FX and Equity derivatives. He combines these specialist areas with a wide knowledge of general quantitative modelling, gained through years of senior-level engagement in the activities of global cross-asset quant teams.