Speakers

Abi Zareei (Deutsche Bank)

Abi Zareei is a Quantitative Researcher at Deutsche Bank whose experience spans academia, entrepreneurship, and systematic investing. His work focuses on developing investment signals, systematic investment strategies, and AI applications for financial markets. 

Prior to joining Deutsche Bank, Abi worked in academia conducting research in areas including asset pricing, portfolio theory, and market microstructure. He also founded and developed quantitative research platforms designed to help investors and researchers discover, test, and implement investment ideas more effectively. This combination of research, technology, and practical investment experience has shaped his approach to quantitative investing.

 His research interests include systematic equities, factor investing, alternative data, merger arbitrage, and AI-driven investment processes.

Albert Menkveld (Vrije Universiteit Amsterdam)

Albert Menkveld is Professor of Finance at Vrije Universiteit Amsterdam and Fellow at the Tinbergen Institute. In 2002, he received a Tinbergen PhD from Erasmus University Rotterdam. He was on visiting positions for multiple years at various U.S. schools (NYU, Wharton, and Stanford).

Albert’s research agenda is focused on securities trading, liquidity, asset pricing, and financial econometrics. He has published in various journals, for example, the Journal of Political Economy, the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. Three years in a row, he was the best publishing Dutch economist according to the Economentop 40 published by ESB (2020, 2021, and 2022).

In 2018 he received a five-year Vici grant from the Netherlands Organization for Scientific Research (NWO), in 2010 a five-year NWO Vidi grant, in 2007 the Pierson medal (“Dutch Bates Clark”) from the Royal Dutch Economic Association, in 2003 a Lamfalussy scholarship from the European Central Bank, and in 2001 the Josseph de la Vega Prize from the Federation of European Exchanges.

Albert is currently Associate Editor at the Journal of Financial Economics, member of the Royal Netherlands Academy of Arts and Sciences (KNAW), research fellow at the Centre for Economic Policy Research (CEPR), member of the Capital Market Committee of the Netherlands Authority for the Financial Markets (AFM), and member of the Advisory Committee of EuroCTP. He was Program Chair of the 2023 Annual Meeting of the European Finance Association (EFA) in Amsterdam, member of the EFA Executive Committee in 2014-2016, Group of Economic Advisors of the European Securities and Market Authority (ESMA) in 2011-2014, and a member of the academic council of the Autorité des Marchés Financiers (“French SEC”) since 2004-2016.

Anastasia Borovykh (CFM) 

Anastasia is the Executive Director of CFM’s Machine Learning (ML) Lab. Prior to this she was an Assistant Professor in Machine Learning at Imperial College London, a senior machine learning scientist at Liquid AI, an MIT spinoff building foundation models for edge devices, and co-founded Skialabs, a software company that manages waste collection operations in cities across the Netherlands. In her research role at Imperial College London, she led a research group focused on AI interpretability and robustness. 

She is most interested in LLMs for financial data, improved model control beyond language, crafting synthetic tasks for understanding the abilities & limits of transformers, and pushing the boundaries on the models ability to connect information in creative ways. 

Jean-Philippe Bouchaud (CFM) 

Jean-Philippe Bouchaud is co-founder, chairman and chief scientist of Capital Fund Management (CFM). He is adjunct professor at École Normale Supérieure and co-director of the X-CFM chair of Econophysics & Complex Systems. He is a member of the French Academy of Sciences, and held the Bettencourt Innovation Chair at Collège de France in 2020.

Jean-Philippe Bouchaud graduated from 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. He founded the company Science & Finance in 1994 that merged with Capital Fund Management (CFM) in 2000. 

He was awarded the IBM young scientist prize in 1990, the C.N.R.S. Silver Medal in 1996, the Quant of the Year Risk award in 2018 and the Onsager prize of the APS in 2024. He has published over 350 scientific papers and several books in physics and in finance, including Theory of Financial Risks (2001), Trades, Quotes & Prices (2018) and A First Course in Random Matrix Theory (2020), all published by Cambridge University Press.

Jonathan Hall (Bank of England) 

Jonathan Hall is an external member of our Financial Policy Committee (FPC). He was appointed in June 2020 and started his role in September 2020.

Jonathan has over 25 years of experience in the financial sector and previously worked as a Portfolio Manager at Eisler Capital (2016-2018) and as an Advisory Director at Goldman Sachs (2014-2015). He sat on the Board and Executive Committee of International Swaps and Derivatives Association, the Board of Tradeweb, the Financial Stability Board Market Participants Group on Reforming Interest Rate Benchmarks, and the Bank of England Working Group on Risk-Free Reference Rates.

Prior to this Jonathan spent 10 years at Goldman Sachs (2003-2013) in London and New York, becoming a Partner in 2008. He started his career at Credit Suisse Financial Products (1995-2003) and worked for them in London, Tokyo, Sydney and Hong Kong.

Jonathan is a member of the Founders Circle of the Institute for the Future of Work (IFOW). He has an MA in Physics and Philosophy from Oxford University and has recently completed a PhD in Philosophy of Mind at Edinburgh University (2024). 

Luiz Silva (Deutsche Bank) 

Luiz Silva is a Quantitative Researcher for the QIS Research Team at Deutsche Bank, specialising in systematic global macro strategies. He joined the team in 2025 and has eight years of industry experience across risk and asset management, including five years in cross-asset quantitative research. His expertise also includes applying Machine Learning to banking and finance, with a focus on predictive modelling and Natural Language Processing (NLP). 

Luiz holds a PhD in Physics from the University of Wisconsin–Milwaukee and an MBA in Finance from London Business School.

Marcin Kacperczyk (Imperial) 

Marcin Kacperczyk is a Professor of Finance at the Imperial College London Business School. He is also a Research Fellow at the Centre for Economic Policy and Research. In addition, he is a Managing Editor at the Review of Finance. Professor Kacperczyk’s research focuses mostly on climate finance, financial markets, financial intermediation, and asset management. His latest work analyses the effects of climate change on financial markets. He has also written on a broad range of topics such as social norms, short-term debt markets, performance evaluation, labour unions, insider trading, income inequality, and portfolio choice. He has analysed various effects of informed trading in finance. 

His articles have appeared in Econometrica, Journal of Finance, Journal of Financial Economics, Quarterly Journal of Economics, Review of Economic Studies, Review of Finance, Review of Financial Studies, as well as non-academic outlets such as Bloomberg, Financial Times, Forbes, New York Times, Wall Street Journal, and Business Week. He has spoken about research on CNBC, CNN, and Bloomberg. He is a past holder of two highly prestigious research grants: European Research Council Consolidator Grant and Marie Curie Integration Grant. He is also a past President of the European Finance Association. 

Professor Kacperczyk has been teaching at Imperial College since 2013. Previously he has been appointed at the University of British Columbia Sauder School of Business and New York University Stern School of Business. He obtained a Ph.D. in finance from the Ross School of Business at the University of Michigan. He has received two student awards for Excellence in Teaching as well as two Faculty Excellence Awards from Imperial College.

Mathieu Rosenbaum (Université Paris Dauphine)

Mathieu Rosenbaum is a full professor at PSL University. His research mainly focuses on statistical finance problems, regulatory issues and risk management of derivatives. He published more than 80 articles on these subjects and supervised about 20 PhD students. He is notably one of the best experts on the quantitative analysis of market microstructure and high frequency trading.

Mathieu Rosenbaum is also at the origin (with Jim Gatheral and Thibault Jaisson) of the development of the widely adopted rough volatility models. In addition, he is an associate editor for 10 academic journals. He received the Europlace Award for Best Young Researcher in Finance in 2014, the European Research Council Grant in 2016, the Louis Bachelier Prize in 2020, and was named Quant of the Year in 2021.

Pierre Collin-Dufresne (EPF Lausanne) 

Pierre Collin-Dufresne is a Professor at the Swiss Finance Institute of the École Polytechnique Fédérale de Lausanne. He has published in leading academic journals such as Econometrica, The American Economic Review, and The Journal of Finance and won various research awards including Amundi Smith Breeden Prizes. He served as director of the American, the Western, and the European Finance Associations and as associate editor for several academic journals and has been a member of the Center of Economic Policy Research and of the National Bureau of Economic Research. 

Before joining the SFI, he was the Carson Family Professor of Business at Columbia University. He previously held professorships at the Haas School of Business of UC Berkeley and at Carnegie Mellon University. Professor Collin-Dufresne also worked in the Quantitative Strategies group of Goldman Sachs Asset Management and as consultant for the Federal Reserve Bank of New York and the European Central Bank, as well as for Cornerstone Research.

Renyuan Xu (Stanford)

Renyuan Xu is an Assistant Professor in the Department of Management Science and Engineering at Stanford University. Her research interests span mathematical finance, stochastic control and games, and machine learning theory, with recent work focusing on developing theoretically guaranteed generative AI methods for stress testing and risk management. 

She received the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize in 2023, the NSF CAREER Award in 2024, and J.P. Morgan AI Faculty Research Awards in 2022 and 2025.

Rohini Grover (Deutsche Bank)

Rohini Grover joined Deutsche Bank in 2016 and currently heads FX Quant and Market Structure Research. Her work sits at the intersection of quantitative research, market structure, financial market infrastructure, and technology, with a particular focus on the evolving dynamics of global FX markets.

Rohini leads the development of innovative FX analytics, flow and positioning indicators, volatility models, and systematic trading strategies. She has spearheaded the creation of Deutsche Bank's month-end model, currency flow and positioning frameworks, as well as a range of trading signals used by institutional investors globally. She has recently developed frameworks for currency hedging that combine strategic and tactical approaches to managing FX risk. Her market microstructure research spans the analysis of tick-by-tick trade and order book data to better understand the multifaceted nature of FX liquidity and execution, providing clients with practical frameworks for navigating increasingly complex and fragmented FX markets.

She is also widely recognised for her research on the evolution of FX market structure, examining how regulation, electronification, non-bank liquidity providers, algorithmic execution, and changing market infrastructures are reshaping global currency markets. More recently, her research has focused on tokenised money and its implications for FX markets, particularly cross-border payments, FX settlement, liquidity management, and securities markets.

Rohini holds a PhD in Finance and a Master’s degree in economics from a premier research institution in India (IGIDR, Mumbai).

Steven Campbell (Columbia University)

Steven Campbell is a limited-term Assistant Professor in the Department of Statistics at Columbia University. In January 2027, he will join the Department of Mathematics at Imperial College London as an Assistant Professor. He completed his Ph.D. in Statistics at the University of Toronto under the supervision of Professors Leonard Wong and Yuchong Zhang. 

Steven's research is motivated by problems in mathematical finance and stochastic decision-making. He is interested in understanding how individuals and institutions make decisions under uncertainty, and how strategic interactions give rise to emergent behavior in markets and other complex systems. His work lies at the interface of decision theory, stochastic optimization, computational finance, statistics, and stochastic games, with applications ranging from portfolio construction to market design. 

His work has been supported by an NSERC Postdoctoral Fellowship, research grants from the Center for Digital Finance and Technologies at Columbia University, NSERC Alexander Graham Bell Canada Graduate Scholarships, and the University of Toronto Doctoral Early Research Excellence Award.

Svetlana Bryzgalova (London Business School) 

Svetlana Bryzgalova is Associate Professor of Finance at London Business School. Svetlana has an MRes/PhD from London School of Economics, and previously worked as Assistant Professor of Finance at Stanford Graduate School of Business. Her research is focused on empirical asset pricing, and relies on recent advances in econometrics and machine learning to provide insights on factor investing, retail trading, and macrofinance. 

Svetlana published papers in The Journal of Finance, The Journal of Financial Economics, and The Review of Financial Studies. Her research has been covered by various media outlets (Bloomberg, The Economist, Financial Times, etc), and received numerous awards, including the Fama-DFA Prize for the best paper on investments published in The Journal of Financial Economics. 

Thomas Bromley (Quantum Motion) 

Thomas Bromley leads applications development at the UK-based startup Quantum Motion, which develops silicon-spin quantum computers. He brings over a decade of experience in quantum computing research and software development with over 9000 citations across 25+ publications. Thomas' research interests span quantum applications in machine learning, quantum chemistry, and finance, and he has worked with major financial institutions including Bank of Canada.

Zoltan Eisler (Imperial) 

Zoltan Eisler is Visiting Researcher at Imperial College and Senior Research Analyst at a global hedge fund. Prior to that, he worked as Senior Execution Strategist at Element Capital Management. He started his professional career at Capital Fund Management, where he held various positions, including heading the Long Only portfolio, and co-managing the team in charge of the firm's execution, intraday strategies and transaction cost analysis. 

His expertise spans equities and derivatives trading including futures, options and foreign exchange. He has authored over 30 academic publications, including work focused on short-term liquidity effects and price impact. Zoltan holds a PhD in physics from the Budapest University of Technology and Economics.