Careers in Quantitative Finance 2024/25

We will be hosting a number of presentations from prestigious companies in industry, throughout the year. This should give you an insight into working in industry and what careers are available to you.

16th October 2024

Presentation by Antti Vauhkonen from Lloyds Banking Group

Quantitative Risk Management at Lloyds Banking Group
Presentation by Dr. Antti Vauhkonen, Senior Manager – Derivative Pricing, Counterparty Risk and Generative AI Analytics at Lloyds Banking Group.

In this presentation, I shall talk about quantitative management of financial risks at Lloyds Banking Group (LBG), at the same time giving a general introduction to credit, market and counterparty risk management (since LBG’s risk management practices are not fundamentally different from those of other major banks). Towards the end of my talk, I will also describe specific career opportunities that LBG has to offer in these areas.

Antti Vauhkonen
Antti has about thirty years’ experience as a developer and validator of derivative pricing and risk measurement models (PFE, XVA and VaR), and as a structurer of exotic IR, FX and hybrid derivative products as well as synthetic securitizations gained in a variety of senior quant and risk management roles at top tier investment and commercial banks. Before his current role as Senior Manager in the Derivative Pricing, Counterparty Risk and Generative AI Analytics team at Lloyds Banking Group, Antti was the Head of Risk Policy, Credit Risk Measurement and Regulatory Developments at The Royal Bank of Scotland.
Antti holds Master’s degrees in Mathematics and Mathematical Finance from the universities of Cambridge and Oxford, and a PhD in Pure Mathematics from Imperial College London. As a visiting lecturer, he has been teaching PFE and XVA modelling to students on the full and part time MSc courses in Mathematical and Computational Finance at Oxford for the past eight years, as well as acting as a thesis supervisor.

23rd October 2024

Presentation by Deutsche Bank

Career in Quantitative Finance at Deutsche Bank

Speakers are Ed White, Ruixuan Zhang, Aisha Xu

6th November 2024

Presentation by Qube Research Technologies

13th November 2024

Presentation by Rothesay

Quantitative Strategists at Rothesay

Company Info: Rothesay is the UK’s largest pensions insurance specialist, managing over £68bn in assets to insure the pensions of over 1million policyholders. Rothesay is a business that sees opportunities to do things differently – and better. We constantly drive to create transformational improvement – whether that’s through our sophisticated technology or our excellent policyholder care. Our singular focus means we are dedicated to doing one thing exceptionally well, and are defined by our absolute focus on security, real-time risk management, and our meticulous approach.

Speaker Info: A few members of the Quantitative Strategist (“Strat”) team will be speaking about Rothesay’s business as a whole, the Strat team, and the various problems they work on. This will include members from different parts of the team (Liabilities, Assets and Liquidity) to give you a flavour of the different parts of the wider Strat team. As well as hearing from the Head of Liability Strategists, you will hear from more recent joiners who will share their experiences of the internship and graduate programmes on offer at Rothesay, on which there are currently open roles.

20th November 2024

Presentation by Natwest Markets

27th November 2024

Presentation by Nomura

Volatility, Convexity and Hedging

Presenter: Dr Paul McCloud, Head of Fixed Income Quantitative Research
Description: This talk explores the relationship between derivative price models and the profit/loss generated by the trading strategy, and the origin and management of model risk.

Market Making eFX:

Presenter: Dr Jan Novotny, Executive Director, eFX Strategy
Description: We provide an introduction into electronic market making and present challenges specific to the eFX markets.

Company information:

Nomura is a global financial services group with an integrated network spanning over 30 countries. The Wholesale Digital Office team covers Fixed Income Quantitative Research, eTrading Strategy and Systematic Trading, with expertise in derivatives pricing and hedging, machine learning, low latency algorithms and disruptive investment. Covering most major global financial centres and business lines, the WDO offers a cross-regional/cross-product perspective that is uniquely situated within the industry.

4th December 2024

Presentation by ExxonMobil

Quant Aspects of Commodity Trading

21st January 2025

Presentation by Sopra Steria

Data-Driven Innovation in the Financial Sector - AI and Data Science Approach

Speakers:

Kal Bukovski – Director of ‘Academia & Research’, Sopra Steria [https://www.linkedin.com/in/kal-bukovski/]
Sam Ibbott – Deputy Director of ‘Academia & Research’, Sopra Steria [https://www.linkedin.com/in/samantha-elizabeth-ibbott-8b928b13b/]

Sopra Steria, a major Tech player in Europe with 56,000 employees in nearly 30 countries, is recognised for its consulting, digital services and software development. It helps its clients drive their digital transformation and obtain tangible and sustainable benefits.

The Group provides end-to-end solutions to make large companies and organisations more competitive by combining in-depth knowledge of a wide range of business sectors and innovative technologies with a fully collaborative approach. Sopra Steria places people at the heart of everything it does and is committed to putting digital to work for its clients in order to build a positive future for all. In 2023, the Group generated revenues of €5.8 billion.

We’re a people business, and we’re incredibly proud of the people who make Sopra Steria one of the UK Best Workplaces in the "Great Place to Work UK" Super Large category – ranked 9th on the UK’s Best Workplaces 2024 list [UK's Best Workplaces™ | Great Place to Work® UK] and 16th in Fortune 100 Best Companies to Work For Europe | Fortune Europe.

Abstract:

We will talk the audience through what our work on projects for our Financial Services clients looks like, how we approach challenges in this domain to deliver effective data science and AI solutions. We will also present some examples of MSc dissertation projects we have supervised in the past, as well as our topics for the current year’s dissertation internships.

Website: https://www.soprasteria.co.uk/

28th January 2025

Presentation by Enterprai

From Data to Strategy: How Enterprai Leverages OTC Data and SDR Insights to Transform Global Macro Trading

Discover how Enterprai is redefining global macro trading by turning over-the-counter (OTC) transactional data and swap data repository (SDR) insights into actionable strategies. At the forefront of innovation in the macro space, we empower decision-makers to navigate market informational disparity.

Whether you’re a quant genius, an engineering wizard, or a visionary problem-solver, this is your chance to connect with a team at the forefront of data-driven macro strategies.

What You’ll Learn:

Who We Are: A brief introduction to Enterprai and how we leverage OTC data to drive innovation.
Regulatory Shifts: Explore the market changes fuelling our breakthroughs and why Enterprai is uniquely positioned to solve these challenges.
Case Study Spotlight: See the real-world impact of our technology through a showcase of our FX signal backtest and white paper, powered by Enterprai’s augmented OTC data.
Opportunities Ahead: Learn about four exciting projects that are your gateway to contributing to cutting-edge advancement in the field.
Interactive Q&A: Get your questions answered by our expert team.

Enterprai Team:

Przemek Klups, PhD – Lead Researcher
Wojtek Mucha – CEO
Grace Samosir – COO

Don’t miss your chance to engage with Enterprai’s leadership and explore how your skills can help shape the future of global macro trading.