Speakers

Charles-Albert Lehalle is Senior Research Advisor at Capital Fund Management (Paris) and visiting researcher at Imperial College (London). He is an expert in market microstructure and optimal trading. Formerly Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure in the Equity Brokerage and Derivative Department of Crédit Agricole Corporate Investment Bank, he chairs the Index Advisory Group of Euronext, is a member of the Scientific Committee of the French regulator (AMF), and has been part of the Consultative Workgroup on Financial Innovation of the European Authority (ESMA).

Vladimir Piterbarg is Managing Director and Head of Quantitative Analytics and Quantitative Development at NatWest Markets. He previously held positions at Rokos Capital and as Managing Director and the Global Head of the Quantitative Analytics group at Barclays Capital. Piterbarg is internationally known for his research in quantitative finance, especially in the area of fixed income modeling, and was twice selected as Risk Magazine's Quant of the Year (in 2006 and 2011). He holds a PhD in Mathematics (Probability Theory) from the University of Southern California.

Justin Sirignano is Associate Professor of Mathematics at the Oxford Mathematical Institute and Director of the Oxford Masters program in Mathematical & Computational Finance. Justin's research lies at the intersection of applied mathematics, machine learning, and high-performance computing and is focused on theory and applications of Deep Learning. Justin received his PhD from Stanford University and holds a Bachelors degree from Princeton University. He was awarded the 2014 SIAM Financial Mathematics and Engineering Conference Paper Prize.