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

photo William Allen

William Allen

Teaches: Macro Drivers of Asset Performance and Global TAA Strategy (London)
Strategic ALM, Treasury and Capital (London)
Basel III: New Regulatory Requirements (London)
Macro Drivers of Asset Performance and Global TAA Strategy (New York)
Strategic ALM, Treasury and Capital (New York)
Basel III: New Regulatory Requirements (New York)

William Blair Santos Allen has over 35 years working in financial markets. Mr Allen is leading senior training consultant in the global financial arena. He has trained and consulted for most large financial institutions and many large corporates and investors in major markets around the world.

photo Andrew Bevan

Andrew Bevan

Andrew Bevan has over 30 years of work experience in financial markets, having held various senior positions at major investment banks. In 1994, Andy was appointed Director of International Bond Research at Goldman Sachs in London.

photo Werner De Bondt

Werner De Bondt

Teaches: Behavioural Finance and Equity Investment Strategies (London)

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.

photo Cheryl Brown

Cheryl Brown

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

Cheryl Brown is one of LFS’s most experienced lecturers. Formally with Bank of America she spent ten years as a derivatives trader and client advisor and has subsequently had extensive experience of teaching at a senior level in the areas of fixed income derivatives, interest rate risk management and foreign exchange.

photo John Calverley

John Calverley

John Calverley has 40 years’ experience in international economics and investments, both on the buy and sell side. Most recently, he was Head of Macroeconomic research for Standard Chartered Bank and before that Chief Economist and Strategist at American Express Bank.

photo Alberto Cherubini

Alberto Cherubini

Dr Alberto Cherubini was Head of Equity Derivatives Exotic Trading at Citigroup, London, and as such he is among the handful of people across the globe with the unique experience of running a wholesale structured book during the severe market crisis of 2008.

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.

photo Dan Crisan

Dan Crisan

Teaches: Intermediate Mathematics: Understanding Stochastic Calculus (London)

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.

photo Zareer Dadachanji

Zareer Dadachanji

Teaches: Managing FX Risk Using Derivatives (London)

Dr Zareer Dadachanji is a quantitative analysis consultant with nearly 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 until recently he held the position of Global Head of FX Quants.

photo Julien Dauchez

Julien Dauchez

Julien Dauchez is a quant-trained derivatives and investment strategy specialist with over 16 years’ experience in capital markets. After graduating with a Masters in quantitative finance from HEC and a MEng in Applied Computer Science from Dauphine University in Paris, Julien started his career in Fixed Income at Lehman Brothers in London in 1998.

photo Richard Fedrick

Richard Fedrick

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.

photo Helyette Geman

Helyette Geman

Teaches: Commodity Markets and Structured Commodity Finance (London)

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.

photo Jon Gregory

Jon Gregory

Teaches: The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin, and Central Clearing (New York)
The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin and Central Clearing (London)
The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin and Central Clearing (Singapore)
Bilateral Margin Requirements and SIMM - The Impact of Mandatory Margining and Central Clearing (London)

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.

photo Jeremy Hawkins

Jeremy Hawkins

Jeremy Hawkins is a highly experienced and widely respected senior practitioner with a wealth of experience at the sharp end of economic forecasting. For almost 20 years he was Chief Economist for Europe and head of European FX and short term interest rate strategy at Bank of America.

photo Andre Horovitz

Andre Horovitz

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.

photo Clive Lang

Clive Lang

Clive Lang has over 30 years' experience working in the financial sector, specializing in applying quantitative methods to investment and risk management, and now uses that experience to train professionals in the financial industry and as a university visiting lecturer.

photo Peter Leoni

Peter Leoni

Teaches: Option Hedging Simulation (London)

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.

photo Leonard Matz

Leonard Matz

Leonard Matz is an independent liquidity risk consultant. Previously, Leonard was the international director of liquidity risk consulting for Kamakura Corporation followed by a similar role at SunGard BancWare.

photo Massimo Morini

Massimo Morini

Teaches: XVA Modelling and Computation (London)
Blockchain for Financial Markets: Technology and Business Applications (London)
Managing Model Risk for Quants, Traders and Validators (London)
BGM Models and Advances: Basis, CSA, Credit & Funding (London)

Dr Massimo Morini is currently Head of Interest Rates, Credit and Inflation Models at Banca IMI Intesa San Paolo (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.

photo Eleanor J. Morrison

Eleanor J. Morrison

Eleanor J. Morrison is a commodity trading professional with 15 years experience in international commodity markets. Most recently she has traded European commodity products for Lehman Brothers in London and New York and Goldman Sachs in New York.

photo Rick Nason

Rick Nason

Dr Rick Nason is a highly experienced practitioner and academic. Rick created the group and was Head of Credit Derivatives at the Bank of Montreal and he has extensive experience in all fields of derivatives.

photo Ser-Huang Poon

Ser-Huang Poon

Prof. Ser-Huang Poon is a Professor of Finance at Manchester Business School and has held several visiting appointments at universities in the U.S., Canada, the Netherlands, and Singapore. She is internationally renowned for her volatility research.

photo Juan Ramirez

Juan Ramirez

Teaches: Accounting for Derivatives in Practice under IFRS9 (London)
Financial Instruments Recognition and Impairment for Banks under IFRS9 (London)

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

photo Wim Schoutens

Wim Schoutens

Teaches: Equity Structured Products: Design, Pricing and Implementation (London)
Convertible Bonds: Issuing, Pricing and Investing (London)

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.

photo Tony Sims

Tony Sims

Teaches: Maths Refresher for Finance (London)

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.

photo Jan De Spiegeleer

Jan De Spiegeleer

Teaches: Data Mining in Finance (New York)
Data Mining in Finance (Singapore)
Data Mining in Finance (London)
Machine Learning in Finance (London)
Convertible Bonds: Issuing, Pricing and Investing (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.

photo Andreas Steiner

Andreas Steiner

Teaches: Modern Asset Allocation & Portfolio Construction (New York)
Modern Asset Allocation & Portfolio Construction (London)
Modern Asset Allocation & Portfolio Construction (Singapore)
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.

photo Rupesh Tailor

Rupesh Tailor

Teaches: Bank Stress Testing (London)
Distressed Debt Investing (London)
Advanced Bank Liquidity Management - Stress-Testing, Contingency Planning, and FTP (New York)
Fixed Income Attribution (London)
Advanced Bank Liquidity Management - Stress-Testing, Contingency Planning and FTP (London)
High Yield and Leveraged Finance Analysis and Investing (London)

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

photo Jamie Walton

Jamie Walton

Teaches: Electronic Trading and Algorithmic Execution (London)
Electronic Trading and Algorithmic Execution (New York)
MiFID II - A Guide for Practitioners in North America (New York)
MiFID II - Key Challenges for Equity and Fixed Income Markets (London)

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.

photo Uwe Wystup

Uwe Wystup

Teaches: FX Exotic Options (London)
FX Exotic Options (Singapore)

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.