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Teaching Team

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: Volatility: Trading and Managing Risk (London)
Implementing Fundamental Quantitative Techniques (London)
Fundamental Review of the Trading Book (London)

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 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 (London)

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 (London)
Interest Rate Derivatives 2: Structured Products (London)

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

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 (London)

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 1: Hedging and Managing Risk (London)
Interest Rate Derivatives 1: Hedging and Managing Risk (New York)
IBOR Transition (New York)

Richard Fedrick delivers training programmes globally in all areas of finance with a particular emphasis on interest rates and FX, derivatives in general and exotics in particular, structured products and risk management.

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photo Helyette Geman

Helyette Geman

Teaches: Commodity Markets and Structured Commodity Finance (New York)

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: The xVA Challenge: Counterparty Credit Risk, Collateral, Funding, and Capital (New York)
The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital (London)
Bilateral Margin Requirements, ISDA SIMM and Central Clearing (London)
The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital (Sydney)
Bilateral Margin Requirements, ISDA SIMM and Central Clearing (Singapore)

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 in the Multi-curve Framework: Collateral and Regulatory Requirements (Singapore)

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 Peter Leoni

Peter Leoni

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

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: Blockchain for Financial Markets: Technology and Business Applications (London)
Managing Model Risk for Quants, Traders and Validators (London)

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

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: Implementing a Robust ICAAP Framework (London)
Accounting for Derivatives in Practice under IFRS9 (London)

Juan Ramirez is a senior professional at one of the big 4 auditing firms, providing accounting advice on specific complex financial instruments and transactions, primarily related to (de)recognition, consolidation and hedging.

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photo Wim Schoutens

Wim Schoutens

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

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: Applied Machine Learning and AI in Finance (New York)
Applied Machine Learning and AI in Finance (London)

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: Modern Asset Allocation and Portfolio Construction (Singapore)
Modern Asset Allocation and Portfolio Construction (Sydney)
Factor Modelling for Investment Management (Sydney)
Modern Asset Allocation and Portfolio Construction (London)
Factor Modelling for Investment Management (London)

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: Advanced Bank Liquidity Management: Stress-Testing, Contingency Planning, and FTP (New York)
Strategic Asset-Liability Management for Financial Institutions (London)
Bank Stress Testing (London)

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 (New York)

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

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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