The Premier Event for Quantitative Investment Thought Leaders

14 - 15 October 2025 | Convene 22 Bishopsgate, London

Day 2: 15 October

8:45 am - 9:00 am Chairs opening remarks

A dynamic morning where the brightest minds from academia and the world’s leading quantitative finance teams unveil groundbreaking strategies and fresh innovations. This isn’t just a lecture — it’s a conversation. In the lead-up to the event, you’ll have the opportunity to submit your questions and steer the discussion, making sure the topics you care about are front and centre.

9:00 am - 9:20 am The next frontier in Quant Finance: From Alpha models to autonomous market systems

Paul Bilokon - CEO and Founder, Thalesians

Session abstract to be confirmed 

 

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Paul Bilokon

CEO and Founder
Thalesians

Overview objectives:

  • Introducing the application of ML interpretability
  • Highlight frameworks that ensure transparency and regulatory alignment in ML-driven strategies
  • Examine academic research on explainable AI (XAI) models tailored to financial practical use cases and real-world industry examples
  • Discuss the trade-off between model complexity and interpretability in alpha generation
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Dr. Daniele Bianchi

Associate Professor at the School of Economics and Finance
Queen Mary, University of London

9:40 am - 10:00 am Quantum machine learning for systematic investment strategies

Oleksiy Kondratyev - Visiting Professor, Imperial College London

In this session, Dr. Oleksiy Kondratyev, Visiting Professor at Imperial College London and Risk Magazine's 2018 Quant of the Year, will delve into the forefront of quantum machine learning (QML) and its transformative impact on systematic investment strategies.

Drawing from his extensive experience in quantitative finance, Dr. Kondratyev will explore:

 

  • The development of state-of-the-art QML models.
  • Discuss recent advancements in the field and examine real-world applications in areas such as asset allocation.
  • Give insights into how QML is shaping the future of investment strategies.
  • Touch on practical considerations for integrating these technologies into existing frameworks.
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Oleksiy Kondratyev

Visiting Professor
Imperial College London

10:00 am - 10:40 am Modelling prices from speculative markets: Bursting bubbles or deflating balloons?

Professor Andrew Harvey - Professor of Econometrics, Faculty of Economics, University of Cambridge

This session explores novel modelling approaches to speculative asset pricing, distinguishing between classic bubbles and more subtle "balloon-like" behaviour—characterized by rapid rises and gradual declines. Using high-frequency Bitcoin data, Andrew Harvey presents a series of score-driven and quasi score-driven models that integrate volatility, non-normality, and dynamic tail behaviour. The findings challenge traditional bubble narratives and offer practical tools for forecasting and risk modelling in speculative markets.

 

Overview objectives:

  • Understand how score-driven models and time-varying tail indices improve the detection of bubble vs. balloon market dynamics.
  • Learn how these models were applied to Bitcoin to identify and simulate locally explosive behaviour.
  • Explore the implications for volatility modelling and density forecasting in financial markets with extreme price fluctuations.
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Professor Andrew Harvey

Professor of Econometrics, Faculty of Economics
University of Cambridge

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Prof. Rama Cont

Head of the Oxford Mathematical and Computational Finance Group
University of Oxford

11:00 am - 11:30 am Networking Break

Modelling Alternative Markets

11:30 am - 12:10 pm PANEL: Risk and reward in the Commodities markets
Aleksandar Subotic - Quantitative Research & Alpha Capture, BP Trading

The commodities market present unique opportunities and risks requiring specialised strategies and deep market insight.

 

  • Explore the risk-return profile of private commodity investments like energy, metals, and agriculture
  • Understand key challenges around pricing, liquidity, and operational risk
  • Learn how investors and funds are accessing and managing exposure in the commodity markets
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Aleksandar Subotic

Quantitative Research & Alpha Capture
BP Trading

Modelling Alternative Markets

12:10 pm - 12:40 pm JOINT PRESENTATION: Systematic Investing in FX Options Markets: Beyond the VRP
Caio Natividade - Managing Director - Global Head of Quantitative Investment Solutions Research, Deutsche Bank
Francesco Pozzetti - Vice President, QIS Research, Deutsche Bank

In this presentation, we’ll cover opportunities in currency options going well beyond volatility carry. FX options markets provide unique opportunities including trades in the correlation and forward start domain which the quant investor can harness systematically while limiting exposure to traditional risks.

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Caio Natividade

Managing Director - Global Head of Quantitative Investment Solutions Research
Deutsche Bank

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Francesco Pozzetti

Vice President, QIS Research
Deutsche Bank

The Systematic Stack: Front to Back Integration

11:30 am - 12:10 pm PANEL: Portfolio Optimization in Practice - Balancing Agility, Stability, and Strategic Return
Bruno Pajusco - Founder and CEO, Keridion Capital
Artur Sepp - Global Head of Investment Services Quant Group, LGT Bank

As markets become more volatile and data-driven, investment leaders must strike a delicate balance between front-office agility and back-office resilience—while unlocking the full potential of portfolio optimization. This panel explores how technology, structure, and process design can shape stronger investment outcomes.

Join this session to:

  • Explore how technology, automation, and real-time data integration are reshaping the investment lifecycle
  • Understand how to structure portfolios to maximize risk-adjusted return in uncertain markets
  • Learn how to build robust, resilient, and continuously optimized investment processes
  • Assess how much portfolio optimization truly improves the investment process - and where the untapped gains lie


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Bruno Pajusco

Founder and CEO
Keridion Capital

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Artur Sepp

Global Head of Investment Services Quant Group
LGT Bank

The Systematic Stack: Front to Back Integration

12:10 pm - 12:40 pm PRESENTATION: Beating the Market with Numbers: A probability-driven trading approach

This talk presents a quantitative trading approach grounded in probability theory and inspired by concepts from statistical mechanics. We explore how models like the Boltzmann equation and probability distributions inform market modelling and options pricing.

 

Insight will be given from the US and UAE markets, illustrating the practical implementation of long/short and machine learning-based strategies, highlighting performance and risk-adjusted returns.

 

Areas for consideration:

Foundations of predicting and modelling market behaviour

·      The role of probability in systematic trading:

·      Modelling market variables using functions of random variables

 

The Boltzmann Equation in Finance:

·      Unified integral formulation adapted from statistical mechanics

·      Practical Applications in Options Trading

 

Tested Prop Strategies:

 

US Markets:

·      Long/short equity strategy based on the Boltzmann-driven trading framework

·      Performance overview including Sharpe ratio, drawdowns, and backtest insights

 

UAE Markets:

·      ML-based and long/short strategies adapted to lower-liquidity environments

·      Feature selection, model performance, and risk control

QuantFusion (Masterclass/Workshop)

11:30 am - 12:30 pm Beyond Backtest: Stress-Testing Quant strategies for regime shifts and fragility
Paul White - CEO and Co-Founder, QuantBot

Overview:

This advanced, interactive session dives into building robust strategies that survive changing regimes, liquidity shocks, and structural breaks. Participants will work in peer teams to reverse-engineer failure points in popular strategy types (e.g. momentum, stat arb, macro), then apply alternative risk frameworks and synthetic data stress-testing to strengthen model resilience.

 

Structure:

Part 1: Failure Mode Breakdown

A lead quant shows real examples of how well-performing strategies break during volatility spikes, macro shifts, or data leakage

Part 2: Group Diagnostic Labs

Groups are assigned different strategy types with embedded weaknesses; their task is to identify fragilities and propose mitigations using noise injection, adversarial scenarios, or market regime labeling

Part 3: Cross-Team Stress Test

Teams test each other’s improved strategies under stress scenarios (e.g., flash crash, rate shock, liquidity freeze)

Part 4: Wrap-up Discussion

Best practices in scenario generation, model robustness, and beyond-traditional VaR approaches

 

Takeaways:

  • Advanced strategy diagnostics and regime detection
  • Adversarial testing techniques and synthetic market scenario building
  • Collaborative critique and resilient model innovation


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Paul White

CEO and Co-Founder
QuantBot

Hosted Buyers Club

11:30 am - 12:30 pm Hosted Buyers Club

12:40 pm - 1:40 pm Lunch & Round 3 Expo Demo Drives

In today’s data-driven market, fixed income and FX strategies are rapidly evolving so investment approaches must be reshaped:

  •  Explore how data analytics, machine learning, and alternative data are transforming fixed income and FX investment strategies

 

Panel questions:

  1. How can a bottom-up, factor-driven approach enhance alpha generation and risk management in fixed-income portfolios?
  2. What are the key challenges in identifying and applying systematic factors within diverse fixed-income asset classes?
  3. With quant factors, how do you set up portfolio construction?
  4. Can you explain, in your own words, the role of automation and AI in optimizing execution and managing risk in these traditionally more stable markets?
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Hamza Chaudhry

Fixed Income Quantitative Researcher
AllianceBernstein

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Alexandra Billon

Managing Director - Global Head of Portfolio Analytics Group /Fixed Income
Blackrock

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Justin Xu

MD Head of Investments
Millenium Global

Modelling Alternative Markets

2:20 pm - 3:00 pm FIRESIDE CHAT: Innovating climate risk pricing: Bridging fundamental models and market dynamics in ESG investing
Antonia Lim - CIO, Impact Cubed
Dr Christopher Cormack - Associate Business Fellow, UK Centre for Greening Finance and Investment

This session will explore the development of sophisticated climate risk models to tackle the economic challenges posed by climate change.

 

·      What are the key challenges in integrating climate risk factors into traditional asset pricing models, and how can new financial instruments be developed to address these gaps?

·      How can asset managers and hedge funds better align their strategies with sophisticated climate risk models rather than relying on simplistic ESG factor models?

·      How can novel model concepts—such as fundamentals-based climate risk frameworks—reshape ESG investment strategies, and what opportunities do they unlock for alpha generation and risk hedging?

 

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Antonia Lim

CIO
Impact Cubed

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Dr Christopher Cormack

Associate Business Fellow
UK Centre for Greening Finance and Investment

The Systematic Stack: Front to Back Integration

1:30 pm - 2:20 pm PANEL: Alpha generation from Signals to Strategy: Unlocking Alpha Through Data Innovation and Machine Learning
Stephan Kessler - Global Head of Quant Research - MD, Morgan Stanley

Overview: From Signals to Strategy: Unlocking Alpha through data innovation and machine learning

 

The explosion of data and advances in machine learning are transforming how quants identify and act on signals. This session delves into the practical techniques being used to drive alpha-from smarter signal extraction and model refinement to the strategic deployment of AI. We'll also explore how external macro and geopolitical factors subtly shape the datasets we rely on, and how leading firms are building adaptive models that account for this evolving landscape.

 

Key Questions:

 

·      What are the most impactful techniques you’re using to extract signals from complex or unconventional datasets?

·      How are you applying machine learning in a way that enhances—not obscures—strategic decision-making in alpha generation?

·      In what ways do broader macro or geopolitical shifts manifest in the data you work with, and how do you factor that into your models?

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Stephan Kessler

Global Head of Quant Research - MD
Morgan Stanley

The Systematic Stack: Front to Back Integration

2:20 pm - 3:00 pm FIRESIDE CHAT: Fixing the fracture: Integrating tech across the front, mid, and back office
Vlad Mereuta - Head of Risk Engineering, Man Group
Vincenzo Pota - Data Scientist - Director, Barclays Capital

This chat will explore the challenges, opportunities, and lessons learned in integrating technology and data infrastructure across the front, mid, and back-office functions in quantitative finance - with perspectives from both engineering and data users.

 

The session will examine how to break silos, streamline workflows, and improve the usability and consistency of data across the trade lifecycle.

 

Intro insight:

·      Brief overview of how the front, mid, and back offices have traditionally operated in silos.

  • Why fragmentation leads to latency, reconciliation errors, inconsistent datasets, and missed alpha opportunities.
  • How quant-driven organizations are uniquely positioned to benefit from tighter integration.

 

From the Engineering Perspective:

From a systems design point of view, what’s been the hardest part of aligning front-office speed with back-office stability?

 

From the Data User Perspective: Quality, Access, and Context

How often are quant models or risk signals impacted by incomplete or misaligned data from mid or back office?

 

Lessons Learned Across Front, Mid, and Back Office


What was one turning point in getting front-to-back integration right in your organization?

 

The Integration Frontier: What’s Next?

·   What an ideal front-to-back data architecture looks like in 2025+.

·      Explore the trade-offs between speed, control, and compliance in trading operations

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Vlad Mereuta

Head of Risk Engineering
Man Group

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Vincenzo Pota

Data Scientist - Director
Barclays Capital

QuantFusion (Masterclass/Workshop)

4:30 pm - 6:00 pm Masterclass: Understanding Behavioural Styles
Ras Gohil - Senior Manager, Corporate Partnerships, Women in Banking & Finance (WIBF)

Unlock the secret to better workplace communication and team performance.

 

Join us for an engaging workshop exploring how different behavioural styles impact professional relationships and team dynamics. You will discover practical strategies to enhance communication, improve collaboration, and create more effective working relationships.

 

What we will cover

  • The Four Behavioural Styles: Understand Dominant/Direct, Influential/Interactive, Steady/Supportive, and Conscientious/Cautious approaches
  • Communication Strategies: Learn how to adapt your communication style to connect effectively with colleagues, clients, and team members
  • Team Building: Discover how to leverage different behavioural strengths and create balanced, high-performing teams
  • Leadership Skills: Develop techniques to motivate and manage different personality types more effectively
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Ras Gohil

Senior Manager, Corporate Partnerships
Women in Banking & Finance (WIBF)

Hosted Buyers Club

1:30 pm - 3:00 pm Hosted Buyers Club

3:00 pm - 3:30 pm PANEL DISCUSSION: Beyond the Paycheck: Building and keeping world-class quant talent

Birthe Mester - CEO, Culture Dividend
Nicky King - Head of Corporate Partnerships, Women in Banking and Finance (WIBF)


In the ultra-competitive landscape of quantitative finance, top talent is the most valuable (and volatile) asset. But what truly makes a quant stay? In this session, senior leaders share how they’ve built high-performing, research-led teams—without relying solely on compensation. We’ll explore strategies to recruit exceptional minds, assess career pathways for existing team members, and create a culture where quants thrive long-term.

 

Through a blend of quant-industry insights and lessons from leaders, this session will challenge firms to think beyond salaries and bonuses and toward what actually drives loyalty, innovation, and performance.

 

Discussion Points:

·      Talent without turnover: What Big Tech can teach quant firms about cultivating belonging, purpose, and professional growth

·      Career architecture for quants: How to define and communicate clear development pathways for research, trading, and engineering roles

·      Why people really leave: Exploring the impact of team dynamics, leadership, flexibility, and legacy tech on retention

·     Hiring with intention: Balancing technical excellence with long-term culture fit when recruiting into high-performance environments

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Birthe Mester

CEO
Culture Dividend

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Nicky King

Head of Corporate Partnerships
Women in Banking and Finance (WIBF)

3:30 pm - 3:35 pm End of Conference