World-Renowned Machine Learning Faculty
Our faculty is hand picked to offer you the best learning experience including world class academics and practitioners from institutions such as JP. Morgan, Microsoft, Natwest & Danske Bank.
CEO, Thalesians, Visiting Professor, Imperial College
Paul Bilokon: CEO, Thalesians, Visiting Professor, Imperial College
Dr. Paul Bilokon is CEO and Founder of Thalesians Ltd and an expert in electronic and algorithmic trading across multiple asset classes, having helped build such businesses at Deutsche Bank and Citigroup. Before focussing on electronic trading, Paul worked on derivatives and has served in quantitative roles at Nomura, Lehman Brothers, and Morgan Stanley. Paul has been educated at Christ Church College, Oxford, and Imperial College. Apart from mathematical and computational finance, his academic interests include machine learning and mathematical logic.
Associate, Quantitative Analyst, JP Morgan Chase & Co
Ivan Zhdankin: Associate, Quantitative Analyst, JP Morgan Chase & Co
Ivan Zhdankin is a quantitative researcher with experience in diverse areas of quantitative finance, including risk modelling, XVA, and electronic trading across asset classes, including commodity futures and G10 and emerging market currencies. Ivan was consulting various banks in quantitative modeling and has recently joined JP Morgan as a quantitative analyst. He has become one of the first researchers to generate convincing results in electronic alpha with neural nets. He has a solid mathematical background from New Economic School and Moscow State University, where he studied under the celebrated Albert Shiryaev, one of the developers of modern probability theory.
Principal Manager, Cloud & AI & Machine Learning, Microsoft
Francesca Lazzeri: Principal Manager, Cloud & AI & Machine Learning, Microsoft
Francesca Lazzeri is a machine learning scientist on the cloud advocacy team at Microsoft. An expert in big data technology innovations and the applications of machine learning-based solutions to real-world problems, she has worked with these issues in a wide range of industries, including energy, oil and gas, retail, aerospace, healthcare, and professional services. Previously, she was a research fellow in business economics at Harvard Business School, where she performed statistical and econometric analysis within the Technology and Operations Management Unit and worked on multiple patent data-driven projects to investigate and measure the impact of external knowledge networks on companies’ competitiveness and innovation. Francesca periodically teaches applied analytics and machine learning classes at universities in USA and Europe. and is a mentor for PhD and postdoc students at the Massachusetts Institute of Technology. She enjoys speaking at academic and industry conferences to share her knowledge and passion for AI, machine learning, and coding. Francesca holds a PhD in innovation management.
Stuart School of Business, Illinois Institute of Technology
Matthew Dixon: Stuart School of Business, Illinois Institute of Technology
Matthew Dixon, Ph.D, FRM, began his career as a quant in structured credit trading at Lehman Brothers. He has consulted for numerous investment management, trading and financial technology firms in machine learning and risk analytics. He is the author of the 2020 textbook “Machine Learning in Finance: From Theory to Practice” and has written over 20 peer reviewed papers on machine learning and computational finance, including SIAM J. Financial Mathematics and the Journal of Computational Finance. He is the recipient of an Illinois Tech innovation award, and his research has been funded by Intel and the NSF. Matthew has recently contributed to the CFA syllabus on machine learning and he currently serves on the CFA advisory committee for quantitative trading. He has been invited internationally to give talks at prestigious seminars organized by investment banks and universities in addition to being quoted in the Financial Times and Bloomberg Markets. He holds a Ph.D. in Applied Math from Imperial College, has held visiting academic appointments at Stanford and UC Davis, and is a tenure-track Assistant Professor at Illinois Tech.
Reader in the Department of Mathematics at Imperial College London
Dr Antoine Jacquier: Reader in the Department of Mathematics at Imperial College London
His research interests are in Probability and Mathematical Finance. He is particularly interested in large deviations methods and asymptotic expansions for stochastic processes, and their applications to volatility modelling.
He also works on applications of Deep Learning and Quantum Computing in Mathematical Finance.
His personal webpage can be found at www2.imperial.ac.uk/~ajacquie/
Chief Quantitative Analyst, Danske Bank
Antoine Savine: Chief Quantitative Analyst, Danske Bank
Antoine Savine has worked for various Investment Banks since 1995, along Bruno Dupire, Leif Andersen and Marek Musiela. He was Global Head of Quantitative Research for Fixed Income, Currency and Credit Derivatives for BNP-Paribas 1999-2009, and currently works in Copenhagen for Danske Bank, where his work with Jesper Andreasen earned the In-House System of the Year 2015 Risk Award. His upcoming publications in Wiley’s Computational Finance series are dedicated to teaching the technologies implemented in those award-winning systems.
Antoine also teaches Volatility Modeling and Numerical Finance in the University of Copenhagen’s Masters of Science in Mathematics-Economics. The curriculum for his Numerical Finance lectures is being published by Wiley under the name “AAD and Parallel Simulations”.
Antoine holds a Masters from the University of Paris (Jussieu) and a PhD from the University of Copenhagen, both in Mathematics.
Associate Professor in Mathematical and Computational Finance, University of Oxford
Blanka Horvath: Associate Professor in Mathematical and Computational Finance, University of Oxford and Researcher, The Alan Turing Institute
Blanka research interests are in the area of Stochastic Analysis and Mathematical Finance.
Including asymptotic and numerical methods for option pricing, smile asymptotics for local- and stochastic volatility models (the SABR model and fractional volatility models in particular), Laplace methods on Wiener space and heat kernel expansions.
Blanka completed her PhD in Financial Mathematics at ETHZürich with Josef Teichmann and Johannes Muhle-Karbe. She holds a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.
AI Product Manager, Scaleway
Olga Petrova: AI Product Manager, Scaleway
A former theoretical physicist turned machine learning engineer, Olga is now building a smart data annotation platform at Scaleway as a technical product manager. On the community side, she enjoys blogging about the latest advancements in AI both in and out of working hours. Some of her writing can be seen on medium.com/@olgapetrova_92798
Founder, Global Valuation
Claudio Albanese: Founder, Global Valuation
Founder and Principal, Benzschawel Scientific, LLC
Terry Benzschawel: Founder and Principal, Benzschawel Scientific, LLC
Terry Benzschawel is the Founder and Principal of Benzschawel Scientific, LLC. The former Managing Director in Citigroup’s Institutional Clients Business. Terry headed the Credit Trading Analysis group which develops and implements quantitative tools and strategies for credit market trading and risk management, both for Citi’s clients and for in-house applications. Some sample tools include models of corporate default and recovery values, relative value of corporate bonds, loans, and credit default swaps, credit portfolio optimization, credit derivative trades, capital structure arbitrage, measuring and hedging liquidity risk, and cross-credit-sector asset allocation.
After six years of post-doctoral research in academia and industry and two years in consumer banking, Terry began his investment banking career in at Salomon Brothers in 1992. Terry built models for proprietary arbitrage trading in bonds, currencies and derivative securities in Salomon’s Fixed Income Arbitrage Group. In 1998, he moved to the Fixed Income Strategy department as a credit strategist with a focus on client-oriented solutions across all credit markets and has worked in related roles since then. Terry was promoted to Managing Director at Citi in 2008.
Terry received his Ph.D. in Experimental Psychology from Indiana University (1980) and his B.A. (with Distinction) from the University of Wisconsin (1975). Terry has done post-doctoral fellowships in Optometry at the University of California at Berkeley and in Ophthalmology at the Johns Hopkins University School of Medicine and was a visiting scientist at the IBM Thomas J. Watson Research Center prior to embarking on a career in finance. He currently serves on the steering committees of the Masters of Financial Engineering Programs at the University of California at Berkeley and the University of California at Los Angeles and Carnegie Mellon University’s Computational Finance Program.
Terry is a frequent speaker at industry conferences and events and has lectured on credit modelling at major universities. In addition, he has published over a dozen articles in refereed journals and is author of CREDIT MODELING: FACTS, THEORIES AND APPLICATIONS. In addition, Terry has been the instructor for courses in credit modelling for Incisive Media and the Centre for Finance Professionals. Finally, Terry has taught a course on credit modelling at Russia’s Sberbank in Moscow.
Quantitative Analyst, NatWest Markets
Toby Weston: Quantitative Analyst, NatWest Markets
Founding Partner, Applied Data Science Partners | Author of ‘Generative Deep Learning’
David Foster: Founding Partner, Applied Data Science Partners | Author of ‘Generative Deep Learning’
Saeed Amen: Founder: Cuemacro
Saeed has a decade of experience creating and successfully running systematic trading models at Lehman Brothers and Nomura. He is the founder of Cuemacro, Cuemacro is a company focused on understanding macro markets from a quantitative perspective. He is the author of ‘Trading Thalesians – What the ancient world can teach us about trading today’ (Palgrave Macmillan), and graduated with a first class honours master’s degree from Imperial College in Mathematics& Computer Science.
Helyette Geman, PhD, PhD: Professor of Mathematical Finance, Birkbeck – University of London & Johns Hopkins
PhD, PhD: Professor of Mathematical Finance, Birkbeck – University of London & Johns Hopkins
Helyette GEMAN is a Professor of Mathematical Finance at Birkbeck – University of London and at Johns Hopkins University. She is a Graduate of Ecole Normale Supérieure 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.
She has been a scientific advisor to a number of major energy and mining companies for the last 20 years, covering the trading of crude oil, natural gas, electricity as well as metals in companies such as EDF Trading, Louis Dreyfus or BHP Billiton and was named in 2004 in the Hall of Fame of Energy Risk.
Prof Geman was previously the head of Research and Development at Caisse des Depots. She has published more than 140 papers in major finance journals including the Journal of Finance, Mathematical Finance, Journal of Financial Economics, Journal of Banking and Finance and Journal of Business. She has also written the book entitled Insurance and Weather Derivatives and is a Member of Honor of the French Society of Actuaries.
Her research includes exotic option pricing for which she got the first prize of the Merrill Lynch awards, asset price modeling through the introduction of transaction time (JOF, 2000); she is one of the authors of the CGMY pure jump Levy model (2002). Prof Geman had organized in 2000 at College de France the first meeting of the Bachelier Finance Society, with Paul Samuelson, Robert Merton and Henry McKean as keynote speakers.
Her book, ‘Commodities and Commodity Derivatives’ is the reference in the field. She was a Scientific Expert on Agriculture for the European Commission and is on the Board of the Bloomberg Commodity Index.
She counts among her numerous PhD students Nassim Taleb, author of the Black Swan
Piotr Karasinski: Director of Client Solutions, AlgoDynamix
Director of Client Solutions, AlgoDynamix
Piotr Karasinski is a pioneering quantitative analyst, best known for the Black–Karasinski short rate model which he co-developed with the late Fischer Black. His contributions to quantitative finance include models for interest rates, equity and hybrid products and random volatility.
He is currently Senior Advisor at the European Bank for Reconstruction and Development. He is on the editorial board of the journal, Quantitative Finance.  Previously, he has held a number of positions at leading firms in New York and London including: Managing Director at HSBC, Director and Head Derivatives Research at Citibank, MD at Chemical Bank, Director at Deutsche Bank and Vice President at Goldman Sachs.
He studied physics at Warsaw University (MSc 1978) and earned his PhD at Yale University (1984).