This was followed by five years at Commerzbank where he established a derivatives proprietary trading team and then became head of the equity quantitative research group. Most recently Simon has been a managing director at Morgan Stanley as global head of the Equities Analytic Modelling Group. He now works as a consultant and trainer in mathematical finance.

Mr Allen previously worked with JP Morgan in London in treasury, capital markets, risk management, securities and derivatives activities. Before joining Morgan, Mr Allen worked as a portfolio manager and chief investment officer of a university endowment. William Allen pursued his MBA and DBA studies in capital markets and finance at the Harvard Business School, and was involved in various research and teaching roles, as well as post-doctoral studies in monetary economics. He received the Elijah Watts Sells Award and the John S. Glenn Gold Medal for outstanding performance on the CPA examination at Ernst & Ernst. Mr Allen was awarded the Robert Beyer Bronze Medal for outstanding performance on the CMA examination, earned the Chartered Financial Analyst designation, and has the CFA’s Certificate in Investment Performance Management. He participates and is certified in the Global Association of Risk Professionals (GARP) and the Professional Risk Management International Association (PRMIA).

He was appointed Managing Director in 2000 and became Head of Global Markets Research, producing research and trading strategy for foreign exchange, money markets, government and corporate bonds. In 2005 he started an independent consulting company, before joining Fulcrum Asset Management as Research Director in 2006. Andy is also a part-time lecturer in fixed income at the International Capital Markets Association (ICMA) Centre. His research interests include exchange rate modelling and the integration of term structure theory with models of the business cycle in the macro-finance literature. He holds a first class BA in economics and a PhD in international monetary economics from City University. 

Dr. De Bondt studies the psychology of investors and financial markets. His research is interdisciplinary. Werner De Bondt has examined key concepts of bounded rationality, e.g., people's tendency to exaggerate the true impact of new information, their bent towards wishful thinking, or their biased perceptions of risk. De Bondt's research articles have appeared in many scholarly journals. Werner De Bondt is a frequent speaker to academics and investment professionals around the world. He holds degrees in economics, engineering, and public administration, as well as a Ph.D. in Business Administration from Cornell University (1985).

Cheryl graduated with a B.Sc. in Physics from University College London and before moving to the front office she developed Money Market processing systems for the bank.

His books "Bubbles and How to Survive Them" and the 2009 sequel "When Bubbles Burst" are hugely popular, very readable and at the same time extremely rigorous accounts of the recent financial turmoil. His Investors Guide to Economic Fundamentals (Wiley, 2002) analysed the links between economic variables and financial markets. John is a contributor to the CFA Institute Investment Series volume, Managing Investment Portfolios, edited by John Maginn and Donald Tuttle and an advisor to the CFA Institute on the CFA curriculum. During 2000-3 he was Chairman of the UK Society for Business Economists and from 1997-2007 a Council Member of SUERF, the European Money and Finance Forum. Born and raised in the UK, educated at Cambridge University and Washington University, he now lives in Toronto. Wiley Finance Published Author.

In his career he has traded most financial instruments, worked as a senior quant, a researcher in Nuclear Fusion (at JET Joint Undertaking), developed software in areas ranging from computational physics to industrial automation and neural networks, and received a PhD in Physics from Bologna University. Cherubini is currently the principal consultant at EQ Finance, which he started in 2009, and teaches equity derivatives on the Masters in Mathematical Finance at the University of Bologna.

Andrew holds a PhD in Mathematics, is Fellow of the IMA and a Chartered Mathematician, and is adjunct professor in the Faculty of Accounting at the University of Tasmania. He is a practiced presenter and has delivered courses on attribution and the fixed income markets to audiences world-wide, including top tier banks in Europe and Asia. His new book, ‘The Handbook of Fixed Income Attribution’ will be published in 2013. Wiley Finance Published Author.

After leaving The City he joined the staff of London Business School, as part of LBS Financial Software Ltd, where he set up the financial markets seminar programme and engaged in doctoral research. Dr. Cox runs regular seminars for the International Center for Financial Asset Management and Engineering in Geneva and specialises in quantitative techniques, risk management and derivative products. Clients include central banks, a wide range of international investment and commercial banks and broking houses. He is also a director of LFS.

His book "Fundamentals of Stochastic Filtering" was published by Springer Verlag in their prestigious series Stochastic Modelling and Applied Probability. He has just completed the editorial work on "The Oxford Handbook of Nonlinear Filtering" - an advanced monograph on the subject. Professor Crisan is a member of the editorial board of the Journal of Mathematics and Computation published by the London Mathematical Society. He has developed and taught a course on Numerical Stochastics within the MSc programme in Mathematical Finance at Imperial College London.

Zareer’s specialist areas of expertise are the modelling of FX and Equity derivatives. He combines these specialist areas with a wide knowledge of general quantitative modelling, gained through years of senior-level engagement in the activities of global cross-asset quant teams. Zareer is the founder and director of Model Quant Limited, an independent consultancy providing bespoke financial quantitative analysis solutions. He holds a triple first in Natural Sciences and a PhD in Computational and Theoretical Physics, both from the University of Cambridge.

Professor Geman has been a scientific advisor to major financial institutions, insurance companies and energy, commodity and mining companies for the last 21 years, covering the spectrum of interest rates, catastrophic risk, crude oil and natural gas, metals and agriculturals, including fertilizers and land. She was for five years Head of Research at Caisse des Depots in Paris, then has consulted for a large number of mining, oil companies and commodity houses, including Louis Dreyfus, BHP Billiton, EDF Trading, Bunge and Office Cherifien des Phosphates. Prof Geman has published 126 papers in top international finance and insurance Journals including the Journal of Finance, Mathematical Finance, Geneva Papers on Insurance, Journal of Financial Economics and was named in 1993 Member of Honour of the French Society of Actuaries. Her research includes catastrophic insurance, commodity spot and forward curve modeling, valuation of physical assets in the mining and agriculture industry, as well as exotic option pricing for which she won the first prize of the Merrill Lynch Awards in 1995. Prof Geman was named in 2004 in the Hall of Fame of Energy Risk. Her book Commodities and Commodity Derivatives: Energy, Metals and Agriculturals published by Wiley Finance in 2005 has become the reference in the field. Prof Geman is a Member of the Board of the UBS-Bloomberg Commodity Index. She counts among her PhD students Nassim Taleb, author of the Black Swan. She published in 2008 the book Risk- Management in Commodity Markets: from Metals to Agriculturals and Energy. Prof Geman became in 2010 a Scientific Adviser to the European Union for Agricultural Commodities    Wiley Finance Published Author.

From 1997 to 2005 he was with BNP Paribas and worked on many projects across the interest rate, equity, credit, insurance and risk management divisions. From 2005 until 2008 he was global head of credit analytics at Barclays Capital and responsible for a team of around 30 researchers globally. Jon has published a number of papers and articles on risk management, modelling and credit derivatives subjects and is a regular speaker at international conferences. He was a co-author of the book "Credit: A Complete Guide to Pricing, Hedging and Risk Management", nominated in 2001 for the Kulp-Wright award for the most significant text in risk management and insurance. He holds a PhD from Cambridge University. He is the author of "Counterparty Credit Risk: The new challenge for global financial markets" published by Wiley Finance and now in its second edition. Wiley Finance Published Author.

Situated in BoA's London dealing room, his numerous appearances on CNN and the BBC provided practical and entertaining on-the-spot interpretations of a wide range of economic data and market sensitive events. Jeremy's ability at communicating ideas to his audience is well known and his reputation for "getting the numbers right" is legendary.

He subsequently held senior executive positions at Oliver, Wyman & Co., Commerzbank, HVB Group (currently part of Unicredit), Nagler & Company and was Chief Risk Officer at Erste Bank and Credit Suisse.  He is a frequent speaker at conferences and a contributor to various industry journals. His areas of expertise cover all classes of financial risk management including overall institutional strategy. Mr. Horovitz holds an Engineering Diploma in Hydraulics from The Technical University Bucharest and an MBA in Finance from Stern Business School.  

Later on he moved to ING as a front office quant on the exotic derivatives desk and even before the credit crunch hit, he decided Energy modelling has a lot of unsolved issues and he chose to change his career path towards commodities, and energy in particular. He spent 4 years in the trading unit of GDF Suez in Brussels. After this, he worked for a private fund in Geneva, Macquarie Bank in London and currently for the London/Geneva office of a privately owned trading firm. Since 2011 he also holds a position of visiting professor for the Catholic University of Leuven in Belgium.

Dr. Mack has held several speaking engagements in the USA and overseas, and delivers workshops globally in the fields of quantitative finance, energy derivatives and high frequency trading. Dr. Mack is under contract with the Global Finance Division of John Wiley & Sons Publishers to write a book entitled "Energy Trading and Risk Management." She is also an Energy Derivatives and Quantitative Investment consultant.

  He began his career as an Examiner for the Federal Reserve of Cleveland and subsequently spent 15 years in senior risk management assignments at three US banks. Many know him from his influential books on liquidity management and ALM, including “Liquidity Risk Measurement and Management: Basel III and Beyond” and “Self-Paced Training Guide to Asset/Liability Management”.  Leonard has worked with bankers on 6 continents to review and revise their liquidity risk measurement, contingency planning, policies, documentation, and reporting.   Bankers and regulators worldwide acknowledge Leonard’s influence on liquidity best practices.  

He holds a PhD in Mathematics and a MSc in Economics. Morini regularly delivers advanced training on credit modelling, interest rate market models, correlation modelling and model risk. Over the past years he has led workshops on financial modelling and the credit crunch in the main international finance conferences. His papers appeared on journals including Risk Magazine, Mathematical Finance, the Journal of Derivatives and Applied Mathematical Finance.

Prior to that, Eleanor worked in commodity trading as a portfolio manager, product structurer, and quantitative model developer with Powerex, the largest mover of physical electricity in North America. She has a BSc in Chemical Engineering from University of Waterloo, Canada and an MBA from University of British Columbia, Canada. She is an experienced international presenter on commodity markets.

Rick is currently an Associate Professor of Finance at Dalhousie University in Canada and continues to be actively involved in derivative research, consulting and training. His particular expertise is in exotic derivatives, equity derivatives and corporate risk management. Rick is an inspirational lecturer with an international reputation. An Associate Professor of Finance at Dalhousie University, he has also taught at The University of Toronto, The University of Western Ontario and The Rotterdam School of Management.

Her work, with Nobel laureate Clive Granger, was cited on the Nobel web site as reference reading in volatility, and has won the Financial Analysts Journal Graham and Dodd Scroll Award for Excellence for 2005. She has published papers in international top ranking journals and has written three books, including a Wiley book on forecasting volatility. Wiley Finance Published Author.

With an MBA from University of Chicago, Juan moved to London to work at JP Morgan (Chase) and later Lehman Brothers, Barclays Capital and Banco Santander. Mr. Ramirez has devoted more than 20 years to marketing structured derivatives solutions, including commodity, credit, equity, fixed income and FX. He witnessed how the first time adoption of IFRS in 2005 greatly changed the way European entities made their hedging decisions using derivatives. Since then he’s been helping entities to minimise the accounting impact of highly structured derivatives transactions. Wiley Finance Published Author.

Wim is also the author of Lévy Processes in Finance: Pricing Financial Derivatives and co-editor of Exotic Option Pricing and Advanced Lévy Models both published by Wiley. His research interests cover all areas of financial mathematics, and recent publications cover jump driven credit models as well as equity models, model risks, hedging of exotics and multivariate financial modelling. He is also an independent expert advisor to the European Commission (DG-Competition) on “State aid assessment of valuation of impaired assets and of asset relief measures” and is a Managing Editor of the International Journal of Theoretical and Applied Finance and Associate Editor of Mathematical Finance and Review of Derivatives Research. Wiley Finance Published Author.

During this time he has acquired considerable practical experience through consulting projects in financial model development for business. Tony's teaching methods are both engaging and effective and he is well known for his skill in teaching mathematical concepts to people without a quantitative background.

He also ran his own market neutral statistical arbitrage hedge fund (EQM Europe) after founding Erasmus capital in 2004. He holds a Masters Degree in Civil Engineering (Royal Military Academy- Brussels - Polytechnic Division - 1988) and an MBA (Catholic University Leuven - 1994). Wiley Finance Published Author.

Andreas is an independent consultant specialising in investment performance and risk management. He is an external lecturer at the Zurich University of Applied Sciences, delivering courses on portfolio theory, performance analysis, international investing and Behavioural Finance.  Andreas publishes research on a wide range of investment topics. His latest publication is "Risk Parity for the Masses" in The Journal of Investing. His book “Advanced Portfolio Analytics - New Methods for Measuring, Analysing and Managing Investment Performance and Risk” will be published in 2013. Mr. Steiner holds a Master's degree magna cum laude in Economics from the University of Zurich with specialisations in Monetary Economics and Financial Markets. Additionally, Andreas is a member of various industry associations related to investment performance and risk.

  Rupesh has applied the bank stress-testing, analysis and valuation techniques taught in this course to successfully predict banking stress in Iceland, Ireland and Spain in recent years.

Oppenheim and Commerzbank and is also Professor of quantitative finance at Frankfurt School of Finance & Management and Associate Fellow at Warwick Business School. Uwe is well known for his many publications on FX exotics and related topics: his 2002 book on Foreign Exchange Risk has become a market standard, including a translation in Mandarin. His second book on FX Options and Structured Products appeared in November of 2006 as part of the Wiley Finance series and a copy will be available for delegates.  Wiley Finance Published Author.