The Premier Event for Quantitative Investment Thought Leaders

14 - 15 October 2025 | Convene 22 Bishopsgate, London

Akhil Khunger

VP Quantitative Analytics BARCLAYS

Akhil brings over 11 years of experience in the financial industry and currently serves in the Quantitative Analytics division at Barclays. He specializes in statistical and time series modeling, quantitative strategies, and the development of high-impact models across FX, Macro, Credit, and Futures businesses. Proficient in Python, C++, and SQL, Akhil combines technical depth with market insight to deliver robust, production-ready solutions. He also brings front-office experience from his tenure as a futures trader at OSTC. Akhil holds a Master’s in Financial Engineering from UC Berkeley and a Master’s in Financial Mathematics from the London School of Economics.

Day 1: 14 October

11:45 AM PANEL: Multi Asset Strategies - Finding a functional risk model for diverse markets

Traditional risk models often fall short in capturing the complex dynamics across multiple asset classes, regions, and liquidity profiles. Gain insights into:

 

  • The development and implementation of functional, adaptable, data-driven risk models
  • Cross-asset volatility, as well as fact and correlation modelling.
  • Practical challenges in stress testing and scenario analysis.

 

Panel Questions:

  • How can we develop and implement functional, adaptable, data-driven risk models that effectively capture the complexities across multiple asset classes, regions, and liquidity profiles?
  • In the context of cross-asset volatility, what are the best practices for factor and correlation modeling to ensure accurate risk assessment and management?
  • What are the practical challenges faced in conducting stress testing and scenario analysis, and how can these be addressed to improve risk model robustness?
  • Given the dynamic nature of financial markets, how can risk models be designed to adapt to changing conditions and provide reliable insights during periods of market stress?

Check out the incredible speaker line-up to see who will be joining Akhil.

Download The Latest Agenda