The Speakers

Alexander Barzykin (HSBC)

Alexander joined HSBC FX eRisk as a director in 2015 and is currently leading the design and development of FX execution algorithms. He moved to finance in 2007 from the field of theoretical chemical physics. Alexander received his PhD in physics and mathematics from the Moscow Institute for Physics and Technology in 1989 and held senior research positions at the Institute of Chemical Physics, Russian Academy of Sciences and the National Institute of Advanced Industrial Science and Technology, Japan.

James Dalby (Silver 8)

James Dalby is a quantitative engineer at Silver 8, a digital asset hedge fund, where he builds volatility and options analytics infrastructure and works on mid-frequency alpha generation. After a first-class MMath at the University of Bath, he completed a PhD in Mathematics at the University of Strathclyde on solution landscapes for liquid crystalline systems, followed by postdoctoral positions in the mathematics of liquid crystals at Strathclyde and in the mathematical modelling of collective pensions at King's College London. Before joining Silver 8 he lectured in quantitative finance at King's College London.

Brian Healy (Knollwood Research and Trading)

Brian is a highly experienced quant and option trader with 30 years experience at investment banks, hedge funds and other financial markets related firms. Adjunct/Industry professor at a number of top universities teaching derivatives, algorithmic trading, statistical arbitrage, data analytics and machine learning. Currently founding partner and CIO of Knollwood Research & Trading an emerging quantitative trading firm and CEO of Decision Science a mathematics/statistics consultancy and active in research in applied quantitative finance.

Nicholas Martin (Large American bank)

Nicholas Martin is an Applied AI/ML Senior Associate for markets operations for a large American bank at the forefront of AI adoption within the industry. His current role is designing and building the agentic platform for use cases across market operations for all parts of the trade lifecycle.

Lifan Xuan (Deutsche Bank)

Lifan Xuan is a Quantitative Strategist at Deutsche Bank, where Lifan develops and implements quantitative strategies for the equity desk, with a focus on volatility fitting and stochastic volatility. Lifan specialises in pricing models, including exotics and delta-one, and leverages AI tools to optimise pricing and risk management processes.

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