2021/22 Careers in Quantitative Finance
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.
Wednesday 6 October 2021
Virtual seminar:
“Escaping The Sisyphean Trap: How Quants Can Achieve Their Full Potential” - Presentation by Prof Marcos López de Prado, global head of quantitative research and development at ADIA.
Wednesday 13 October 2021
Virtual seminar
NatWest Markets Graduate and Internship programmes for 2021 - Presentation by Giovannina Pagnotta, Business Manager, Chief Executive Office at Natwest Markets.
Wednesday 20 October 2021
In-person seminar
Oxford Career Services Presentation - Presentation by Hugh Nicholson-Lailey, the Oxford Careers Advisor for the Mathematical Institute.
Wednesday 27 October 2021
In-person seminar
Presentation of Mazars Quantitative Solutions - Several members of the Mazars Quantitative Solutions team will introduce the different types of projects they work on and give an insight into how quantitative finance is used in a client-driven business with services in audit, consulting and research & development (R&D).
Biographies:
Mariem Bouchaala: Mariem has worked at Mazars Quantitative Services since 2015. Her academic background has allowed her to acquire good skills in statistics, probability and finance. Through her professional career at Mazars, Mariem has worked on several modelling and model validation projects, on market risk and on credit risk.
Nicolas Cerrajero: Nicolas is a Director at Mazars with more than 12 years of experience. He has a background in both market and counterparty credit risk, on model validation as well as the audit and development of models. Before his current role at Mazars, Nicolas was the Head of Counterparty Credit Risk Modelling at Deutsche Bank UK. He has also worked in xVA model validation at Lloyds Bank UK, and is the lead quant audit specialist for Goldman Sachs and KBC AM.
Wednesday 3 November 2021
In-person seminar
Anatomy of a Price Model - Presentaton by Paul McCloud, Head of Global Fixed Income Quantitative Research, Nomura.
Paul McCloud
Paul is Head of Global Fixed Income Quantitative Research at Nomura. His team develops pricing models for the Front Office trading desks in the Fixed Income product classes, including flow and structured rates, credit and foreign exchange derivatives. Paul has been a Front Office quant for over 20 years at a number of financial institutions, mainly developing price models for structured rates derivatives. Prior to entering Finance, he was a researcher in quantum gravity.
Nomura Wholesale Digital Office
The Wholesale Digital Office is responsible for Nomura’s work in the realm of digital disruption within financial markets. The team has four primary areas of focus: Fixed Income Quantitative Research, eTrading Strategy, Systematic Trading and New Business. Each of these teams has a diverse set of expertise including Global Markets domain expertise, quantitative research, machine learning, low latency algorithm development and disruptive investment.
Wednesday 10 November 2021
In-person seminar
Quantitative Analytics at J.P. Morgan Chase - Presentation by Matthias Arnsdorf and John Davey from JP Morgan.
Matthias Arnsdorf
Matthias Arnsdorf is Managing Director and the global head of the Counterparty Credit Risk Quantitative Research team (QR CCR) at J.P. Morgan. The QR CCR team is responsible for the development & support of J.P. Morgan’s suite of credit exposure models which are used for valuation (XVA), risk management as well as credit capital.
Matthias started his career in finance in 2002 working in credit derivatives quantitative research. Prior to this he spent two years as a post-doctoral researcher at the Niels Bohr Institute in Copenhagen. Matthias holds a PhD in Quantum Gravity from Imperial College London.
John Davey
John Davey is an Executive Director in the QR CCR team at J.P. Morgan. He started his career developing credit risk capital models before moving on to XVA and most recently to data analytics. Prior to working at J.P. Morgan John graduated with a PhD from Imperial College where he was a member of the theoretical physics group.
J.P. Morgan
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
Wednesday 17 November 2021
Virtual presentation
G-Research: Opportunities in Quant Research - Presentation by Sophie Allisett from G-Research.
Link for presentation:
Wednesday 24 November 2021
Virtual presentation
Physics, Derivatives, AI: How all that fits together - Presentation by Ivan Sergienko, Chief Product Officer at Riskfuel.
Ivan Sergienko (PhD, Chief Product Officer, Riskfuel)
Ivan leads the product strategy function at Riskfuel, a capital markets technology company using AI to accelerate valuation and risk sensitivity calculations. Prior to joining Riskfuel he was Head of Capital Markets Products at Element AI. He also spent 10 years at Scotiabank in various quantitative leadership roles in Capital Markets, most recently heading a Data Science group that built customer analytics solutions. Ivan began his career as a theoretical condensed matter physicist working at Memorial University of Newfoundland and Oak Ridge National Laboratory. He has published high-impact research articles in Harvard Business Review, Nature Physics, and other top journals. He is a frequent speaker at industry events.
Wednesday 1 December 2021
In-person seminar
Qube Research & Technologies: company presentation and a short talk on In Sample Biases - https://www.qube-rt.com/
Qube Research & Technologies
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
Laurent Laizet (Chief Investment Officer at Qube Research & Technologies)
Mr Laizet is a Senior founding partner of QRT, which under his and Piere-Yves Morlat’s leadership spun out from Credit Suisse Asset Management in December 2017. Mr Laizet joined CS in September 2009 and became Head of SMG Europe before taking the role of CIO of CS QSAM. He previously worked at Société Générale where he held a variety of senior quantitative trading roles. Mr Laizet has more than 25 years of experience in quantitative and structured trading. Mr Laizet holds degrees in Mathematics and Economics from École Polytechnique and ENSAE Paris. Mr Laizet is based in London, UK.
Wednesday 19 January 2022
In-person seminar
Quantitative Risk Management at Lloyds Banking Group – Presentation by Antti Vauhkonen, Senior Manager, Counterparty Credit Risk Modelling at Lloyds Banking Group.
Antti Vauhkonen
Antti has more than twenty-five 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 Counterparty Credit Risk Modelling team at Lloyds Banking Group, Antti was the Head of Risk Policy, Credit Risk Measurement and Regulatory Developments at 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 five years, as well as acting as a thesis supervisor.
Wednesday 26 January 2022
In-person seminar
Making the Most of Models: Life as an FX Quant - Presentation by Ben Nasatyr, Head of Foreign Exchange Market Quantitative Analysis, Citigroup.
Ben Nasatyr
Ben obtained his DPhil ("On Seifert Manifolds and Gauge Theory") from Oxford in 1991. A fledgling academic career was cut short in 1997 when poverty, homesickness and a chance meeting at an Oxford dinner led to him getting started in Finance. He mostly enjoys life as a quant but still hates it if he has to wear a suit and tie.
Citigroup
Citigroup is an American multinational investment bank and financial services corporation headquartered in New York, with a history going back to 1812; it is one of the "Big Four" banking institutions of the United States. Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Citi has over 200 million customer accounts, over 200,000 employees and does business in more than 160 countries. Citi's CEO is Jane Fraser, the first female CEO of a Big Four bank.
Wednesday 2 February 2022
Virtual Seminar
Project opportunities at Deutsche Bank for summer 2022 in quantitative research applied to Rates, Credit & Currency markets
Representatives from the bank’s eFIC trading and strats unit will be presenting on Wednesday, 2nd February at 4:00pm about project opportunities for summer 2022 in quantitative research applied to Rates, Credit & Currency markets. This presentation will be a brief primer on different quant/e-trading roles within the bank. We will tell you about our own experiences of internships at the firm, the work we do daily as quants, and what we have to offer to our interns. The panel will also discuss latest market trends in this industry, similarities and differences in quant roles in various asset classes and finally, how to bridge the gap from academia to industry. You will have an opportunity to ask questions about our recruitment process, and gain a better understanding of our business. The following members of our team will be joining for this presentation:
Sahil Chadha: Quant Trader, Electronic EGB Rates, builds and oversees trading algorithms for European Government Bonds trading, graduated from Imperial MSc Math Finance in 2019 and joined DB after completing this internship
Kian Hatamieh: Quant Trader, Electronic EMEA Credit, graduated from Imperial MSc Math Finance in 2021 and joined DB after completing this internship
Romano Trabalzini: Quantitative Desk Strategist, Fixed Income and Currencies, works alongside traders to automate and improve processes
Stephane Matar: Strat, Analytics team, builds derivative pricing libraries for a broad range of asset classes
About Deutsche Bank:
Deutsche Bank is a leading German bank with strong European roots and a global network. We’re driving growth through our strong client franchise. Against a backdrop of increasing globalization in the world economy, Deutsche Bank is very well-positioned, with significant regional diversification and substantial revenue streams from all the major regions of the world. We serve our clients’ real economic needs in commercial banking, investment banking, private banking and asset management. We are investing heavily in digital technologies, prioritizing long term success over short-term gains, and serving society with ambition and integrity. All this means a career packed with opportunities to grow and the chance to shape the future of our clients.