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Financial Mathematics Industry Event 2025

TBC

 

Past Events

Financial Mathematics Distinguished Lecture

Wednesday 19 March 2025

The Financial Mathematics Group is pleased to invite students, alumni, and colleagues to the inaugural lecture of our new annual lecture series, Distinguished Talks in Financial Mathematics. A reception with drinks and light refreshments will follow the lecture, starting at 6:30 PM.

Speaker: Wim Schoutens (University of Leuven)

Lecture Title: Omnipresent Model Risk

Abstract:

This talk illustrates the enormous model risk that is present in quantitative finance and other domains. Various models calibrated to the same data can lead to significant different results. Even within a single model, particular choices, like the objective function of a calibration, the numerical scheme of a Monte-Carlo simulation, the instruments to include or exclude from the calibration exercises can again lead to a variety of different outcomes. As a result, we must conclude that there is quite a bit of uncertainty around various pricing exercises. This issue is also present in other domains of science, like climate modelling, and hence one has to be cautious by using the outcome of a single model for policy making. Finally, we connect model risk with conic finance.

Mathematics in Industry Networking Event with Morgan Stanley 

Wednesday 30 October 2024

 
Financial Mathematics networking event

In October we hosted quantitative finance professionals from Morgan Stanley as guest speakers for an exciting and engaging talk and Q&A session with our MSc Financial Mathematics and PhD students. The talk was followed by a catered reception which offered an ample networking opportunities with quants from the equities and the fixed income divisions of the bank. This was the first of a series of Mathematics in Industry Networking events planned for this academic year. 

Financial Mathematics Industry Event 2024

Monday 17 June 2024 

Financial Mathematics Industry event

The annual Financial Mathematics Industry Event, held in June, brought together professionals from the finance and mathematics sectors for an insightful evening of discussions and networking. The event featured five distinguished guest speakers from leading financial institutions in the City of London, who shared their expertise on the latest developments in the industry. Attendees had the opportunity to connect with industry leaders and exchange ideas, making it a key occasion for professionals looking to stay ahead in the evolving world of financial mathematics.

Speakers:

  • Dr François Buet-Golfouse (Head of Decision Science, JPMorgan Chase). Contextual Gaussian Process Multi-Armed Bandits for Optimal Execution
  • Dr Chris Cormack (Co-Founder & Managing Director, Quant Foundry). The Finance Enlightenment : How Mathematical Climate Finance is Shaping the World of Banking
  • Dr Maria Alessandra Crisafi (Global Head of FX Spot Strats, Morgan Stanley). My career journey: from PhD at UCL to Global Head of FX Spot Strats
  • Dr Chris Kenyon (Global Head of Quant Innovation, MUFG). Rhetorical Engineering for Portfolio Construction
  • Dr Rutang Thanawalla (Strategic Advisor to Climate Tech & Visiting Fellow at LIBF). Embedding Climate Risk in Financial Institutions: How Quants Can Help

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