Teaching Faculty

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.

Mayank was the Founder and CTO of IntelliBonds, where he developed AI-powered investment strategies and a portfolio optimisation framework using advanced neural networks and cloud technologies. He has also held senior technology and quantitative roles at Citi, Bloomberg, and other global financial institutions, working on projects spanning real-time risk analytics, algorithmic trading, and AI-driven credit rating prediction. His expertise includes AI/ML model development, systematic trading strategies, quantitative finance, and the application of advanced technology to investment and risk management. Mayank holds an Executive MBA in Strategy and Finance from London Business School and a Master’s degree in Computer Science from Banaras Hindu University.

He most recently served as Global Chief Investment Officer at Architas, AXA Group’s multi-manager platform, where he led a team of investment professionals overseeing around €30bn in multi-asset fund solutions across Europe and Asia. Prior to Architas, Jaime was Managing Director, Global Head of Multi-Management and Third-Party Fund Selection at Barclays Wealth in London. There he managed Barclays’ multi-asset fund range and manager-of-managers funds representing £10.5bn in assets, and oversaw a £7bn third-party mutual fund platform across long-only and alternative strategies for affluent and HNW clients. Earlier, at Pictet & Cie in Geneva, he headed third-party manager selection for Pictet Wealth Management and previously led a 30-person fixed income team. Jaime began his career in fixed income and capital markets roles at leading French institutions, and later founded a multi-management boutique focused on Latin American equity solutions for European investors. He holds an Engineer Degree in Economy-Finance from École Nationale des Ponts et Chaussées in Paris and is fluent in French, English and Spanish.

As a Visiting Lecturer at the University of Oxford, Katia teaches courses on Statistics Financial Data Analysis and Decentralized Finance for the MSc in Mathematical and Computational Finance program. She is also a co-founder of Immersive Finance, a prominent FinTech company specializing in institutional-grade risk management and alpha generation for Digital Assets.

Enrique holds a PhD in Economics from City, University of London.

Dr De Bondt studies the psychology of investors and financial markets. His research is interdisciplinary. He 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. Dr De Bondt is a frequent speaker to academics and investment professionals around the world and his research articles have appeared in many scholarly journals. He holds degrees in economics, engineering, and public administration, as well as a Ph.D. in Business Administration from Cornell University (1985).

His work has been published in renowned international journals and presented at top conferences. Dr vanden Broucke received a PhD in Applied Economics at KU Leuven, Belgium in 2014 after obtaining a Master’s degree (magna cum laude) in Business Economics: Information Systems Engineer from the same institution.

He spent 10 years in banking, primarily with Bank of America Capital Markets, before joining London Business School, where he established the financial markets seminar programme and combined research with teaching and consultancy. David is the Founding Director of London Financial Studies and specialises in quantitative techniques, interest rates, inflation, risk management, and derivative products. He was a member of the executive education faculty of ICMB in Geneva, now the Swiss Finance Institute, for 14 years and continues to design and deliver programmes for professionals and their clients at leading financial institutions, as well as for government organisations in the UK and United States.

He has published more than 30 research articles in international academic journals. His current work includes the development of high-order numerical algorithms and particle methods for the analysis and approximation of complex stochastic systems, with applications across mathematics, engineering, and financial modelling.

Zareer spent 13 years as a front-office quant at leading banks and hedge funds, including NatWest/RBS, Credit Suisse, and Standard Chartered Bank, where he held senior quantitative roles and ultimately served as Global Head of FX Quants. His experience combines hands-on quantitative modelling with broad expertise across global cross-asset businesses. He is the Founder and Director of Model Quant Solutions, an independent consultancy providing bespoke quantitative analysis and modelling solutions to financial institutions and other clients. He is also the author of FX Barrier Options: A Comprehensive Guide for Industry Quants, published as part of the Palgrave Macmillan Applied Quantitative Finance series. Zareer holds a Triple First in Natural Sciences and a PhD in Computational and Theoretical Physics, both from the University of Cambridge.

Toon plays a pivotal role in spearheading the development and management of the PRIIPs KID and ESG (SFDR/EET/...) cutting-edge solution that aligns with industry standards and regulatory compliance. Currently, with his expertise and unwavering dedication, Toon significantly bolsters growth and success at RiskConcile.

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. He spent three years as a rates and FX structurer at Morgan Stanley before moving to Deutsche Bank in London, where he joined a newly-formed team designing and selling structured products across Europe. In 1993 Richard joined General Re Financial Products, a AAA-rated derivatives boutique that rapidly became established as one of the world’s leading derivatives trading operations. At GRFP, Richard initially ran the structuring desk, before moving into trading (rates and FX exotics), and finished as a Managing Director and global co-head of structuring and sales. He joined Dresdner Kleinwort Wasserstein in 2002 before moving into the executive education industry in 2004. Richard has a 1st Class degree in Physics from St John’s College, University of Oxford.

He started his career as a big four risk advisory consultant, where he was mainly working on credit risk, Basel capital requirements, solvency II and derivatives valuations. As a certified Financial Risk Manager (FRM), he performs risk advisory projects for some major London based hedge funds. He combines market, credit and liquidity risk calculations with a software suite including Python, Neo4j, PostgreSQL and AWS.

Helyette has published more than 140 papers in international journals and is the author of several books on commodities and financial risk. She has advised financial institutions, commodity exchanges, and energy and mining companies on financial modelling and risk management. In 2022, she was named Financial Engineer of the Year by the International Association for Quantitative Finance (IAQF) and Northfield Financial. She holds PhDs in Probability and Finance, as well as graduate degrees in Mathematics and Theoretical Physics. Wiley Finance Published Author.

Jon is a Senior Advisor to Solum Financial Derivatives Advisory and a faculty member of the Certificate in Quantitative Finance. He is widely recognised as a leading expert and pioneer in the application of quantitative methods to counterparty and credit risk. He is the author of The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, now in its fifth edition, and Central Counterparties: The Impact of Mandatory Clearing and Bilateral Margin Requirements on OTC Derivatives, both published by Wiley Finance. Jon holds a PhD from the University of Cambridge. Wiley Finance Published Author.

Throughout his career, he has taken on various roles in Surveillance, addressing the risk of Market Abuse, Money Laundering, and Unauthorised Trading. Driven by his educational background, Scott has developed a keen interest in studying the risk-taking personalities of traders, investigating the relationship between corruption and economic performance, and leveraging data science to enhance surveillance practices.

His experience includes management positions in risk management, trading, software development and quantitative research. He previously worked as Global Head of Interest Rate Modelling for Dexia Group, Deputy Head of Treasury Risk at the Bank for International Settlements (BIS), and Head of Quantitative Research and Deputy Head of Interest Rate Trading also at BIS. Marc's research focuses on interest rate modelling, risk management and their efficient implementation. More recently, he has focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and professional conferences. Marc is the author of the books "The multi-curve framework: foundation, evolution and implementation" and "Algorithmic Differentiation in Finance Explained". Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been a research scientist and university lecturer in Belgium, Italy, Chile and the United Kingdom.

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. He is also a certified GARP Financial Risk Manager (FRM).  

He currently pursues a PhD in Financial Mathematics at the KU Leuven where he studies the impact of climate change on financial markets and the development of climate stress tests. Ruben teaches courses on data management and analytics to graduate students from the KU Leuven and has been a speaker and workshop host at leading research institutions and business schools.

He then moved to ING as a front office quant on the exotic equity derivatives desk; and before the credit crunch hit, Dr Leoni realized that energy modelling had a lot of unsolved issues and decided to change his career path towards commodities, focusing on energy. Dr Leoni then spent 4 years in the trading unit of GDF Suez in Brussels, working thereafter for a private fund in Geneva and Macquarie Bank in London. He is currently the director of trading for the London/Geneva office of a privately owned trading firm. He holds a position of visiting professor for the Catholic University of Leuven in Belgium since 2011 and has published several articles on modelling, pricing and hedging derivatives in equity and commodities markets. In 2014, Dr Leoni published the book “Hedging and the Greeks Explained”.

P. Morgan, Lehman Brothers, Goldman Sachs, and Salomon Smith Barney, specialising in real estate, corporate finance, and capital markets. Roy is an Adjunct Professor of Finance at EDHEC Business School and serves as an Independent Board Director of several listed companies across Asia. He is a CFA charterholder and holds a Global Executive MBA from INSEAD and a Bachelor of Business Administration with Honours from the National University of Singapore.

Henrik has been an Adjunct Professor of Finance and Economics at IE Business School since 2001, where he has received numerous teaching awards. He is the author of Strategic and Tactical Asset Allocation: An Integrated Approach and holds degrees in Economics from Copenhagen Business School.

Naina has been actively involved in the creation of innovative award winning structured transactions and negotiating complex financings. She has advised global institutions such as Credit Suisse, Citigroup and Goldman Sachs and spent many years practicing law at Allen & Overy, Linklaters and Sidley Austin Brown & Wood in multiple jurisdictions including London, New York, Hong Kong and Singapore. Naina holds a Law LL.B (Hons) degree from University College London and has worked in the Finance Know-how team at Clifford Chance. She is also an author and runs her own business consultancy.

P. Morgan, Lehman Brothers, Barclays, Santander, and BNP Paribas. Juan is currently a Senior Bank Regulatory Capital Specialist at Barclays in London. He previously worked at Deutsche Bank London as a Market Risk Capital (FRTB) expert, bringing together deep front-office derivatives experience with specialist expertise in the evolving regulatory framework for market and bank capital. He is the author of several books on derivatives, capital markets, and bank capital, including Accounting for Derivatives, Handbook of Corporate Derivatives and Equity Capital Markets, Handbook of Basel III Capital, Basel IV Market Risk Capital, and FRTB – Fundamental Review of the Trading Book (IMA). Juan holds a BSc in Electrical Engineering from ICAI in Spain and an MBA from the University of Chicago.   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. He is also co-author of "The Handbook of Convertible Bonds" and "The Handbook of Hybrid Securities" (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. Wim 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.

Tony was formerly MBA Course Director at Kingston University Business School and has extensive experience teaching mathematical methods to students and professionals at all levels. Alongside his academic work, he has worked on consulting projects involving financial model development for businesses, giving him practical experience in applying quantitative methods to real-world financial problems. He is particularly recognised for his ability to explain complex mathematical and quantitative concepts clearly and effectively to audiences without a technical or quantitative background.

Jan gained extensive knowledge of derivatives pricing, hedging and trading while working for KBC Financial Products in London, where he was managing director of the equity derivatives desk. He also ran his own market neutral statistical arbitrage hedge fund (EQM Europe) after founding Erasmus Capital in 2004. Jan holds a Masters Degree in Civil Engineering (Royal Military Academy- Brussels - Polytechnic Division – 1988), an MBA (KU Leuven – 1994) and a PhD in mathematics (KU Leuven – 2013).

Previously, Andreas held senior investment risk and performance management roles at Credit Suisse Asset Management, Rothschild Bank AG, and LGT Capital Management, where he was Head of Investment Risk Management. He has also taught portfolio management, performance analysis, international investing, behavioural finance, and investment processes as an external lecturer at Zurich University of Applied Sciences. Andreas has published research on a range of investment topics, including “Risk Parity for the Masses” in the Journal of Institutional Investing, and is the author of Essays on Applied Portfolio Analytics – Quantitative Methods for Investment Professionals, scheduled for publication in 2026/27. He is also Senior Strategic Advisor to the Global Security Fund at Finserve Nordic AB and holds a master’s degree (lic. oec. publ.), magna cum laude, in Economics from the University of Zurich.

His expertise spans bank asset and liability management (ALM), capital and liquidity management, ICAAP and ILAAP stress testing, and the analysis and management of investments across high yield, leveraged finance, and distressed debt. He has extensive experience across credit and equity markets, including analysis, trading, and portfolio management. Rupesh has advised major European banks on stress-testing and regulatory capital requirements, including work related to the 2014 European Central Bank and European Banking Authority stress test of euro-area banks. He has also developed proprietary stress-testing models for banks and institutional investors, with a particular focus on identifying financial vulnerabilities and businesses in structural decline at an early stage. He holds a First Class MA in Economics from the University of Cambridge.

He began his banking career in 1999 at Credit Suisse First Boston in the Quantitative Valuations Group within Finance. In 2003, he joined Morgan Stanley, where he led the Global Fixed-Income Model Control Group and subsequently served as European Business Unit Risk Manager. He moved to UBS in 2009, where he held a series of senior roles, including Operating Officer for the Global Structured Rates Desk and Co-Operating Officer for the Global Rates and Credit business. Most recently, he led the Business Analysis team within the UBS Investment Bank Change division. Birol holds a PhD in Quantitative Finance from Imperial College London, as well as an MSc and BSc in Electrical and Electronics Engineering from Imperial College London and Middle East Technical University, Ankara, respectively.

Prior to his current position, he worked several years as a strategy consultant and became the blockchain leader for Deloitte Belgium after having spent several months at Deloitte’s EMEA Blockchain Lab. He worked for numerous clients in Europe, managed the development of blockchain solutions, and delivered internal trainings in EMEA and the USA. He also co-founded blockchain communities, was selected by the European Commission as a member of the EU Blockchain Observatory and Forum and won the world’s largest blockchain hackathon of 2016. His master thesis on Bitcoin received the award for best financial thesis of 2014 in Belgium. Jean-Luc holds academic degrees in IT and business. Most importantly, Jean-Luc has a real passion for blockchains and how they will shape our future.

In recent years, Dr Walton has presented at conferences and written articles on electronic trading, as well as providing independent consultancy in quantitative finance. Dr Walton is also an Honorary Research Fellow at UCL, where he lectures in Financial Mathematics as part of the Masters programme in Financial Mathematics.  

Uwe has worked in FX derivatives since 1992, holding senior roles at Citibank, UBS, Sal. Oppenheim and Commerzbank. He is also a Public Expert on Currency and Interest Rate Management for the Chamber of Commerce and serves as a judge at the Financial Court and Commercial Court in Germany. He holds a PhD in Mathematical Finance from Carnegie Mellon University. Uwe is the author of Foreign Exchange Risk, first published in 2002 and translated into Mandarin, and FX and Structured Products, now in its second edition. He has published extensively in academic journals and writes the FX Column for Wilmott magazine. Wiley Finance Published Author.