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Teaching Faculty

At London Financial Studies we are able to attract prominent practitioners and academics all of whom have a clear and thorough grasp of their subjects and wide practical experience. They are all expert communicators with the ability to impart their knowledge in a clear and engaging way.

photo Simon Acomb

Simon Acomb

Teaches:Implementing Quantitative Techniques
Volatility: Trading and Managing Risk
Fundamental Review of the Trading Book
Equity Derivatives
Equity Derivatives 2: Exotics and Structures
Risk Management in Finance

Dr Simon Acomb has over 20 years of experience in quantitative finance. He started his career in finance at Barclays deZoete Wedd in 1992 in the Equities Derivatives Group and progressed to run the quantitative research team.

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photo Enrique Benito

Enrique Benito

Enrique Benito is a senior risk management professional at a major global bank in London with first hand experience on collateral management and optimisation, treasury, ALM and regulatory matters. His past experience spans consulting at a big 4 auditing firm, where he advised financial institutions on implementation of collateral management frameworks and liquidity and capital requirements, and roles at GE Capital Bank, the Central Bank of Spain and the former UK Financial Services Authority where he was involved on the development and implementation of the Basel III framework.

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photo Werner De Bondt

Werner De Bondt

Dr Werner F.M. De Bondt is director of the Richard H. Driehaus Center for Behavioral Finance at De Paul University in Chicago and one of the founders of the field of behavioral finance. Between 1992 and 2003, he was the Frank Graner Professor of Investment Management at the University of Wisconsin-Madison.

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photo Seppe vanden Broucke

Seppe vanden Broucke

Teaches:Web Scraping for Finance

Dr Seppe vanden Broucke currently works as an assistant professor at the department of Decision Sciences and Information Management at KU Leuven. His research interests include business data mining and analytics, machine learning, profit driven analytics, fraud analytics, process management and process mining.

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photo David Cox

David Cox

Teaches:Inflation Derivatives and Index-Linked Bonds

Dr David Cox has wide practical experience of the financial markets and an international reputation as a teacher of high-level short courses.  His career includes ten years in banking, primarily with Bank of America Capital Markets.

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photo Dan Crisan

Dan Crisan

Teaches:Stochastic Calculus

Dan Crisan is a Professor in Mathematics at Imperial College London. His expertise is in the area of Stochastic Analysis with applications in Engineering and Finance. He has published over 30 articles in journals world-wide and his current research involves developing high-order numerical algorithms for solving stochastic and deterministic partial differential equations, approximating schemes for backward stochastic differential equations and particle methods for nonlinear filtering.

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photo Zareer Dadachanji

Zareer Dadachanji

Teaches:FX Options and Risk Management

Dr Zareer Dadachanji is a quantitative analysis consultant with over 2 decades of corporate experience, mostly in financial quantitative modelling across a range of asset classes. He spent 13 years working as a front-office quant at banks and hedge funds, including NatWest/RBS, Credit Suisse and Standard Chartered Bank, where he held the position of Global Head of FX Quants.

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photo Richard Fedrick

Richard Fedrick

Teaches:Interest Rate Derivatives and Swaps
Interest Rate Derivatives 2: Options
LFS Capital Markets Fundamentals
Fixed Income Markets and Analytics
IBOR Transition
Interest Rate Derivatives 3: Structuring

Richard Fedrick teaches courses globally in all areas of finance with a particular emphasis on interest rates and FX, derivatives, exotic options, structured products and risk management. He started his career in 1988 in the Derivatives Product Group at Morgan Stanley, which he joined after three years of post-graduate research in Theoretical Physics.

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photo Helyette Geman

Helyette Geman

Teaches:A Supercycle for Commodity Markets after Covid and ESG

Dr Helyette Geman is the Director of the Commodity Finance Centre at the University of London and Johns Hopkins University. She is a graduate of Ecole Normale Superieure in Mathematics, holds a Masters degree in Theoretical Physics, a PhD in Probability from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne.

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photo Jon Gregory

Jon Gregory

Teaches:Bilateral Margining and Central Clearing
Valuation Adjustments: The XVA Challenge

Dr Jon Gregory is an independent expert specializing in counterparty risk and xVA related projects. He has worked on many aspects of credit risk in his career, being previously with Barclays Capital, BNP Paribas and Citigroup.

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photo Marc Henrard

Marc Henrard

Teaches:Interest Rate Modelling

Dr Marc Henrard is an independent expert specializing in interest rate modelling and risk management, and a visiting professor at University College London. Over the last 20 years, Marc has worked in various areas of quantitative finance.

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photo Andre Horovitz

Andre Horovitz

Teaches:Interest Rate Risk Management in Banking Books

Andre Horovitz is the Founder of Financial Risk Fitness and has over 25 years of experience in the financial services industry. Mr Horovitz started his banking career at Lehman Brothers, where he was responsible for pricing, developing hedging strategies and marketing exotic interest rate derivatives.

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photo Peter Leoni

Peter Leoni

Teaches:Option Hedging Simulation

Dr Peter Leoni graduated with a PhD in mathematical physics and started his professional career in Belgium, where he worked for KBC Asset Management as a risk manager modelling equity and interest rate derivatives.

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photo Roy Ling

Roy Ling

Teaches:M&A Corporate Finance
Digital Finance: Value Creation
ESG Investing

Professor Roy Ling is a Managing Director at RL Capital Management and has over 20 years of experience in investment banking. He concurrently serves as a Board Director of several listed companies and non-profit organizations across Asia, and as an Adjunct Professor in Finance at the EDHEC Business School.

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photo Massimo Morini

Massimo Morini

Teaches:BGM Modelling
Managing Model Risk for Quants and Traders
XVA Modelling and Computation
Blockchain for Financial Markets

Dr Massimo Morini is currently Head of Interest Rates, Credit and Inflation Models at Banca IMI Intesa Sanpaolo (where he is also responsible for coordinating Model Research). Dr Morini is a Professor of fixed income at Bocconi University and was Research Fellow at Cass Business School of London City University.

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photo Naina Patel

Naina Patel

Teaches:Derivatives and ISDA Documentation

Naina Patel is a trained lawyer with over 20 years of experience in international banking and structured finance transactions, including real estate finance, loans, leverage finance, debt capital markets, securitization, structured products, repos, derivatives and financial regulatory and compliance.

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photo Juan Ramirez

Juan Ramirez

Teaches:Derivatives Accounting IFRS9
Implementing ICAAP

Juan Ramirez is a senior professional at a major international bank, having previously worked at a big four accounting firm, advising on specific complex financial instruments and transactions, primarily related to (de)recognition, consolidation and hedging.

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photo Wim Schoutens

Wim Schoutens

Teaches:Equity Structured Products

Prof Wim Schoutens is Research Professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work in the banking industry.

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photo Tony Sims

Tony Sims

Teaches:Maths Refresher for Finance

Tony Sims has wide experience of teaching mathematical methods to students at all levels. He is MBA Course Director at Kingston University Business School and has been involved in delivering both short course and management development programmes for over 20 years.

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photo Jan De Spiegeleer

Jan De Spiegeleer

Teaches:Convertible Bonds: Issuing, Pricing and Investing
Machine Learning and AI Techniques
Python for Finance
Applied Sustainable Finance

Dr Jan De Spiegeleer is a co-Founder of RiskConcile a risk management advisory firm based in Lausanne. From 2007 till 2015 he was the head of risk management at Jabre Capital Partners, a Geneva-based hedge fund.

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photo Andreas Steiner

Andreas Steiner

Teaches:Asset Allocation and Portfolio Construction
Factor Modelling for Investment Management
Correlation in Investment Management

Andreas Steiner is an independent consultant with over 15 years of practical experience in investment management. He focuses on investment process with related projects ranging from risk management to portfolio construction.

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photo Rupesh Tailor

Rupesh Tailor

Teaches:Strategic Asset Liability Management
Bank Stress Testing
Distressed Debt Investing
Fixed Income Attribution
High Yield and Leverage Finance
Advanced Bank Liquidity Management
Credit Products and Derivatives

Rupesh Tailor is a banking sector specialist with over fourteen years’ experience, having worked for sell-side and buy-side financial institutions including Goldman Sachs, Barclays Capital, Merrill Lynch, Auriga Investors and Morgan Stanley.

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photo Jamie Walton

Jamie Walton

Teaches:Electronic Trading and Algorithmic Execution
Funds Transfer Pricing Practices in International Financial Institutions
MiFID II and Financial Markets
Market Abuse and Trade Surveillance
Trading Strategies using Python

Dr Jamie Walton has over 18 years of experience as a quant in financial markets. For the last 10 years, he was the head FX quant at Morgan Stanley, where he built the team of FX electronic trading quants.

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photo Uwe Wystup

Uwe Wystup

Teaches:FX Exotic Options

Professor Uwe Wystup is an extremely experienced practitioner in the field of foreign exchange options, a senior academic and a highly engaging teacher. He has twenty years of financial markets experience as a consultant, financial engineer, trader and structurer at Citibank, UBS, Sal.

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