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Advisory Board Biographies London 2017

Prof. Nick Jennings, Vice Provost (Research) Imperial College London 

jennings headshotProfessor Nick Jennings, CB, FREng, is responsible for promoting, supporting and facilitating Imperial College London's research performance and for leading on the delivery of the Research Strategy. He also holds a chair in Artificial Intelligence in the Departments of Computing and Electrical and Electronic Engineering.

Before joining Imperial College London, Professor Jennings was Regius Professor of Computer Science at the University of Southampton and the UK Government’s Chief Scientific Advisor for National Security. Professor Jennings is an internationally-recognized authority in the areas of artificial intelligence, autonomous systems, cybersecurity and agent-based computing. 

About Imperial College London

Imperial College London is a science-based university with an international reputation for excellence in teaching and research.

Consistently rated amongst the world's best universities, Imperial is committed to developing the next generation of researchers, scientists and academics through collaboration across disciplines.

Located in the heart of London, Imperial is a multidisciplinary space for education, research, translation and commercialisation, harnessing science and innovation to tackle global challenges.

Dr. Paul Bilokon, Founder & CEO, Thalesians 

bilokon headshotPaul A. Bilokon is the founder and CEO of Thalesians.

Until late 2016 he was a Director at Deutsche Bank, where he ran the global credit quant team, part of Markets Electronic Trading (MET) group.

He is one of the pioneers of electronic trading in credit, including indices, single names, and cash, and has worked in e-trading, derivatives pricing, and quantitative finance at bulge bracket institutions, including Morgan Stanley, Lehman Brothers, Nomura, and Citigroup. His more than a decade-long career spans many asset classes: equities, FX spot and options, rates and credit.

Paul was educated at Oxford and Imperial College. The domain-theoretic framework for continuous-time stochastic processes, developed with Prof. Abbas Edalat, earned him a PhD degree and a prestigious LICS paper. Paul's other academic interests include stochastic filtering and machine learning. He is an expert developer in C++, Java, Python, and kdb+/q, with a special interest in high performance scientific computing.

His interests in philosophy and finance led him to formulate the vision for and found Thalesians, a think tank of dedicated professionals working in quant finance, economics, mathematics, physics and computer science, the focal point of a community with over 1,500 members worldwide. He serves as its CEO, and runs it with two of his friends and colleagues, Saeed Amen and Matthew Dixon, as fellow Directors.

Dr. Bilokon is the joint winner of the Donald Davis Prize (2005), British Computing Society Award for the Student Making the Best Use of IT (World Leadership Forum's SET award, 2005), Ward Foley Memorial Scholarship (2001), two University of London High Achiever Awards (in mathematics and physics, 1999); a Member of the British Computer Society, Institution of Engineering and Technology, and European Complex Systems Society; Associate of the Securities and Investment Institute, and Royal College of Science; and a frequent speaker at premier conferences such as Global Derivatives, alphascope, LICS, and Domains.

About Thalesians

The Thalesians are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order.

The group was founded in Sep 2008, by Paul Bilokon (then a quantitative analyst at Lehman Brothers specialising in foreign exchange, and a part-time researcher at Imperial College), and two of his friends and colleagues: Matthew Dixon (then a quantitative analyst at Deutsche Bank) and Saeed Amen (then a quantitative strategist at Lehman Brothers).

The Thalesians are also now a member of Level39 - Europe's largest technology accelerator for finance, retail, cyber-security and future cities technology companies​.

Dr. Sylvain Champonnois, Director, Scientific Active Equity, BlackRock

champonnois headshotSylvain Champonnois, PhD, Director, is a member of BlackRock's Scientific Active Equity team. His responsibilities include developing new stock selection and top-down macro driven insights for the global suite of active long-only and long-short equity funds.
 
Prior to joining BlackRock in 2011, Dr. Champonnois was an assistant professor of Finance at the University of California, San Diego from 2007 to 2011. He was a visiting professor at Imperial College Business School, London from 2010 to 2011. Dr. Champonnois earned a BA in Engineering from Ecole Polytechnique in 2002 and a PhD in Economics from Princeton University in 2007.”

About BlackRock

BlackRock is a global leader in investment management, risk management and advisory services for institutional and retail clients. At June 30, 2016, BlackRock’s AUM was $4.890 trillion. BlackRock helps clients around the world meet their goals and overcome challenges with a range of products that include separate accounts, mutual funds, iShares® (exchange-traded funds), and other pooled investment vehicles. 

BlackRock also offers risk management, advisory and enterprise investment system services to a broad base of institutional investors through BlackRock Solutions®. 

As of June 30, 2016, the firm had approximately 12,700 employees in more than 30 countries and a major presence in global markets, including North and South America, Europe, Asia, Australia and the Middle East and Africa.

Prof. Dave Cliff, Professor of Computer Science / Head of Merchant Venturers' School of Engineering, Bristol University

cliff headshotPrior to joining the University of Bristol in 2007, I'd held faculty posts at the University of Sussex School of Cognitive and Computing Sciences, at the MIT Artificial Intelligence Laboratory, and at the University of Southampton School of Electronics and Computer Science. I'd also spent roughly half my career working as a researcher in industry: initially for Hewlett-Packard Labs, where I ended up as a Department Scientist; and latterly for Deutsche Bank London, where I was a Director/Trader in their Foreign Exchange Complex Risk Group.

From October 2005 to March 2013 I was Director of the UK Research and Training Initiative in the Science and Engineering of Large-Scale Complex IT Systems (LSCITS). This was funded by more than GBP10M of UK public funds (from EPSRC), with significant support from partners in industry and the UK public sector. Further details of the LSCITS Initiative are available at www.lscits.org.

Most of my personal research work in the ten years before I got involved in LSCITS was centered on adaptive automated trading systems for various types of markets, and on automated design of market mechanisms. I started doing this in 1995, for market-based control of ultra-large-scale data-centres. In 2001 a team at IBM showed my "ZIP" trading software beating human traders, which got the attention of various companies in the global financial markets. I've worked as a consultant with several investment banks and hedge funds.

From 2010-2012 I was one of the eight-person Lead Expert Group for the UK Government Office for Science (GO-Science) "Foresight" project investigating the future of computer trading in the financial markets. The outputs from that project are available from the GO-Science archive here: https://www.gov.uk/government/collections/future-of-computer-trading

From 2012-2014 I served as a lead expert witness in a major intellectual property case heard in the Chancery Division of the High Court of London. In consequence, I am significantly more acquainted with case law like Faccenda Chicken Ltd -v.- Fowler 1986 than your average computer scientist.

About the Department of Computer Science, University of Bristol

The Department of Computer Science is one of the top centres of research and teaching in computer science in the UK. It is a Grade 5A Research Department undertaking state-of-the-art research in computer science and it offers challenging up-to-date teaching programmes at undergraduate and postgraduate levels. There are currently over 200 undergraduate and over 100 postgraduate students studying within the Department.

The Bristol Computer Science Industrial Partnership promotes partnership between the Department of Computer Science at the University of Bristol and Companies in computer and related industries. Its aim is to facilitate cooperation and collaboration with the industrial sector across all aspects of the Department's activities in Research and Teaching.

Prof. David Hand, Chief Scientific Advisor, Winton Capital Management

hand head shotDavid Hand is Chief Scientific Advisor to Winton Capital Management and Emeritus Professor of Mathematics and Chair of the Research Board of the Data Science Institute at Imperial College, London. 

He has received various awards, including the IEEE ICDM award for outstanding contributions, the Credit Collections and Risk award for Contributions to the Credit Industry, and the Guy Medal of the Royal Statistical Society. 

He was made OBE for services to research and innovation in 2013. His books include Information Generation: How Data Rule Our World, Principles of Data Mining, The Improbability Principle, and The Wellbeing of Nations.

About Winton Capital Management

Founded in 1997, Winton is a systematic investment manager that uses the scientific method to develop advanced investment systems.

Through statistical analysis and mathematical modelling of historical data, we strive to identify profitable investment opportunities. Our products range from highly diversified multi-asset solutions to regional long-only equities, available in a variety of wrappers and customisable managed accounts.

We believe our approach to investment management, which does not subscribe to economic orthodoxy, can provide genuine diversification benefits.

Winton’s approach to investment management consists of treating the investment universe as a large body of data within which we can search for patterns and structures that give rise to a degree of predictability.

We employ a professional research team, who collaborate with our leading scientists and software engineers to create investment systems that evolve in line with financial markets.

We currently have over $30 billion in assets under advice and employ over 400 people in nine locations around the world.

Roland Fejfar, Vice President, Fintech IBD, Morgan Stanley

 

fejfar headshot

Roland is a Vice President in Morgan Stanley’s Investment Banking Division covering FinTech across EMEA and South East Asia. In his role, Roland is advising clients on corporate finance related matters, including private capital raisings, IPOs, equity and debt offerings, and M&A, especially around the following ecosystems:

  • FinTech Disruptors: Artificial Intelligence/ Machine Learning, Blockchain, CryptoCurrencies, InsurTech, RegTech, WealthTech, Alternative Finance Marketplaces, Mobile Money/ Banking
  • Capital Markets Infrastructure: Pre-Trade (FinInfo, FinSoft), Execution (Brokerage, Alternative/ OTC Trading Venues, Exchanges, HFT/ Algorithmic Trading, Electronic Market Makers) and Post-Trade 
  • Payment Companies: E/M Commerce, Omni-Channel, Merchant Acquirers, Payment Networks, Payment Processors, Card Issuers, Fraud Detection, Loyalty, Advanced Data Analytics Services 

 

Previously, Roland worked for a long/ short hedge fund and as an academic research assistant in empirical asset pricing. He holds a Master in Financial Economics from Oxford University and a Bachelor of Arts in Business Administration from the University of St. Gallen. Additionally he’s on the Board of The Showroom, a leading London-based non-for-profit centre for collaborative and process-driven contemporary art

About Morgan Stanley

Morgan Stanley mobilizes capital to help governments, corporations, institutions and individuals around the world achieve their financial goals. For over 75 years, the firm’s reputation for using innovative thinking to solve complex problems has been well earned and rarely matched.

A consistent industry leader throughout decades of dramatic change in modern finance, Morgan Stanley will continue to break new ground in advising, serving and providing new opportunities for its clients.

Morgan Stanley is committed to maintaining the first-class service and high standard of excellence that have always defined the firm. At its foundation are four core values — putting clients first, doing the right thing, leading with exceptional ideas and giving back — that guide its more than 55,000 employees in 1,200 offices across 43 countries.

Dr. Tristan Fletcher, Research Director, Thought Machine

fletcher headshotI head up the machine learning and financial engineering team here at Thought Machine and am an expert in applying state of the art machine learning techniques in the practical domain: from algorithmic trading in investment banks (e.g. UBS), portfolio management in hedge funds (e.g. Aspect Capital), supply chain optimisation (Unilever) and medical research to fine wine pricing.

I am passionate about using these skills at Thought Machine in a way that will transform people's interactions with their finances.

I maintain strong academic relations with University College London where I completed my PhD, Imperial where I use machine learning to diagnose cardiovascular disease and to a lesser extent Cambridge University where I studied my first masters in engineering.

About ThoughtMachine

Building Technology to Revolutionise Banking

The technology underlying our banking systems is decaying. It is expensive to run, unreliable, insecure and so out dated that bank customers never get anything like the quality and richness of service they deserve. Thought Machine is changing all this. With a world class team expert in cloud computing, machine learning, finance, design and app building, we are creating the banks of the future.

Peter Hafez, Chief Data Scientist, RavenPack

hafez headshotPeter is an award-winning expert in the field of applied news analytics and has consulted numerous leading trading and investment firms on how to take advantage of news analytics in financial markets.

Peter has more than 10 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank. He is a recognized speaker at conferences on behavioral finance and algorithmic trading, and a regular contributor to the blog SentimentNews.com

Peter holds a Master's degree in Quantitative Finance from City University's Cass Business School along with an undergraduate degree in Economics from Copenhagen University.

About RavenPack

RavenPack is a leading provider of Big Data Analytics for financial applications. Clients rely on RavenPack to transform millions of news articles and social media posts into real-time actionable data. 

RavenPack helps financial professionals generate more alpha, manage headline risk more effectively, and even assist in market surveillance and compliance tasks. The company's clients include some of the best performing hedge funds, banks and investment managers in the world.

Dr. Andrei Kirilenko, Director, Centre for Global Finance & Technology, Imperial College Business School

andrei headshotAndrei Kirilenko is the Director of the Centre for Global Finance and Technology, a Senior Research Fellow at the Brevan Howard Centre for Financial Analysis, and Visiting Professor of Finance at the Imperial College Business School.

Prior to joining Imperial in August 2015, he was Professor of the Practice of Finance at the MIT Sloan School of Management and Co-Director of the MIT Center for Finance and Policy. Professor Kirilenko's work focuses on the intersection of finance, technology and regulation. He is a recognized world expert on high frequency and algorithmic trading. He is also an intellectual leader on the principles of regulation of automated financial markets.

Before MIT Sloan, Professor Kirilenko served as Chief Economist of the U.S. Commodity Futures Trading Commission (CFTC) between December 2010 and December 2012. In his capacity as Chief Economist, Kirilenko has been instrumental in using modern analytical tools and methods to improve the Commission's ability to develop and enforce an effective regulatory regime in automated financial markets. In 2010, Kirilenko was the recipient of the CFTC Chairman's Award for Excellence (highest honor). 

Prior to joining the CFTC, Kirilenko spent twelve years at the International Monetary Fund working on global capital markets issues. His scholarly work has appeared in a number of peer-refereed journals and received multiple best-paper awards.  Kirilenko received his PhD in Economics from the University of Pennsylvania, where he specialized in Finance.

About Imperial College Business School

As part of Imperial College London, a global leader in science and technology, we drive business advantage through the fusion of business and technology and an entrepreneurial mindset.

We combine innovative thinking and insight with new technology to develop practical solutions to real world issues, benefiting business and improving society.

Our world-leading research informs our postgraduate and Executive Education programmes and is sought by governments, policy-makers and global business leaders who often partner with us on research projects.

We attract brilliant minds and provide the environment to foster innovative and entrepreneurial thinking, resulting in ground-breaking ideas that unlock business opportunities.

Our life-long professional development service and global alumni network ensure our graduates go on to have long and successful careers in various industries all over the world.
 

Stephen Morse, CAIA, former Head, Global Finance Data Partnerships, Twitter

morse headshot

As former head of global financial data partnerships at Twitter, Stephen was responsible for all business with hedge funds, asset managers, banks, FinTech partners, platforms and other financial institutions.

He joined via acquisition of Gnip, where he opened and ran the New York City office.

Stephen now consults in the areas of AI and big and alternative data.  Stephen has a long career in entrepreneurial, disruptive businesses, especially in and around data, hedge funds, FinTech and business information services, including with firms that were acquired by, or are now a part of, Barra/MSCI, Dow Jones and KCG.

 

Prof. Steve Roberts, Director, Oxford-Man Institute & Professor of Information Engineering, University of Oxford

roberts headshotSteve Roberts is the Director of the Oxford-Man Institute and Professor of Information Engineering at the University of Oxford. He studied physics, completed a PhD in Signal Processing and was appointed to the faculty at Imperial College London, before taking up his post in Oxford in 1999.

He heads the Pattern Analysis and Machine Learning Research Group in the Department of Engineering Science at Oxford.

His main area of research lies in machine learning approaches to data analysis. He has particular interests in the development of machine learning theory for problems in time series analysis and decision theory.

Current research applies Bayesian statistics, graphical models and information theory to diverse problem domains including mathematical biology, finance and sensor fusion.

He has been awarded two medals by the IEE for papers on Bayesian signal analysis.  His current research focuses on statistical models for sequential change-point analysis, forecasting and decision making and decentralised multi-agent co-ordination.

About the Machine Learning Research Group, University of Oxford

The Machine Learning Research Group is a sub-group within Information Engineering (Robotics Research Group) in the Department of Engineering Science of the University of Oxford.

We are interested in probabilistic reasoning applied to problems in science, engineering and computing. We use the tools of statistical, and in particular Bayesian, inference to deal rationally with uncertainty and information in a number of domains including astronomy, biology, finance, image & signal processing and multi-agent systems, as well as researching the theory of Bayesian modelling and inference.

Prof. Philip Treleaven, Director, UK Centre for Financial Computing & Analytics, UCL

treleaven headshotPhilip Treleaven is Director of the UK Centre for Financial Computing and Professor of Computing at UCL. Twenty years ago his research group development much of the early fraud detection technology and built the first insider dealing detection system for the London Stock Exchange. 

For the past 12 years Prof. Treleaven’s research group has developed algorithmic trading systems with many of the leading investment banks and funds, and for the past 4 years they have worked on HFT trading risk and systemic risk with the Bank of England and FCA. Current research includes the application of blockchain technology to financial compliance and regulation.

About the UK Centre for Financial Computing & Analytics

The UK Centre (www.financialcomputing.org) is a collaboration of UCL, Imperial College and London School of Economics and the major financial institutions and commercial organisations.

The UK Centre has over 80 PhD students and 300 associated Masters students working on finance and business analytics, and is unique in placing them in banks, funds and companies to develop advanced analytics and software.