Andreza Barboza: Andreza wrote her doctoral thesis on hedging with futures and exchange traded funds, and subsequently published several papers, notably in the Journal of Portfolio Management and the Journal of Banking and Finance and a book from her thesis on Exchange Traded Funds. She is now Vice President Prime Brokerage and OTC Clearing Risk at JP Morgan-Chase bank in London.

Xi Chen holds a BSc in Economics in the University of Shanghai for Science and Technology, majoring in Finance. After a year and a half of working in KPMG, she came to the UK and in 2009 obtained an MSc in Financial Risk Management from the ICMA Centre, ranking in the top three among all Masters Students that year. She is currently pursuing her PhD in game options in incomplete markets.

Anca Dimitriu: Anca holds an MSc from DOFIN Bucharest (2000) and a PhD from the ICMA Centre (2004). During her doctoral research she published many papers on quantitative hedge fund strategies, notably in the Journal of Portfolio Management, Journal of Alternative Investments and Quantitative Finance. After almost 5 years in the equity quant trading team at Goldman Sachs she joined Millenium Partners in London and is now trading her own algorithmic models.

Naoufel El-Bachir: Naoufel holds a BSc in Business Economics and an MSc in Finance from HEC-University of Lausanne and a DEA in Stochastic Modelling and Statistics from University of Paris VII. His PhD thesis was on stochastic default intensity models with jumps and their application to single-name credit derivatives and credit portfolios. After his doctorate he became a quantitative analyst at Fitch Ratings and he is currently setting up his own financial software and consulting company.

Andreas Kaeck: Andreas holds an MBA from the University of Augsburg, an MSc in Finance and Information Management from the Elite Graduate programme of Augsburg-Technical University of Munich (TUM). Subsequently, in September 2010 he obtained his PhD with a thesis entitled “Equity Index and Index Derivative Dynamics”. Since then he has held a Post Doctoral research position at the ICMA Centre and the Mathematical Finance group at TUM, Munich.

Dimitris Korovilas obtained the MSc International Securities, Investment and Banking at the ICMA Centre with a specialization in trading and asset management. He studied under a scholarship from Solidus Securities S.A. and graduated with distinction. He is a keen member of our trading team, competing in the Rotman International Trading Competition in Toronto. He started his PhD in 2009, on exchange-traded volatility products.

Joydeep Lahiri: Joydeep holds a B.Tech (First Class) in Computer Science and Engineering from Mangalore University, India and started his career as a programmer in Information Technology. Over the last ten years has held various positions as Technical Lead, Architect and Project Manager, executing projects for Fortune 100 clients in Japan, United Kingdom and the US. His PhD is on approximate solutions for jump-diffusion models with applications to CDS spreads. He now works for Hermes Funds in London.

Emese Lazar: Emese is a lecturer in Finance at the ICMA centre. She holds a BSc in Computer Science obtained from the University of Bucharest, Faculty of Mathematics, a BSc in Finance and Banking from the Academy of Economic Studies in Bucharest, and an MSc in Financial Engineering and Quantitative Analysis (with distinction) from the ICMA Centre. Her PhD was on the theory and applications of multi-state volatility models and current research interests include volatility and correlation models and their application in pricing structured products and risk management.

Daniel Ledermann: Dan graduated from the University of Oxford having been awarded first class Honours in both his Undergraduate and Masters degrees in Mathematics. He began his PhD in 2007, developing a new method of simulation based on Random Orthogonal Matrices (ROM simulation) based on a theorem in linear algebra proved by his grandfather, Walter Ledermann. Walter was Carol’s PhD supervisor at Sussex, back in the 1980’s. Dan now works as a Quant Analyst for Sungard in London.

Stamatis Leontsinis: Stamatis obtained his PhD, on model-free option-based volatility and higher moment indices, in 2011. His work derives important new formulae for the construction on volatility, skewness and kurtosis indices which are applicable to all underlying, including interest rates. He holds an MSc from the ICMA Centre and a BSc from the Department of International and European Economic Studies at the Athens University of Economics and Business. He is currently a Quant Analyst at Fulcrum Asset Management in London.

Dmitri Lvov: Dmitri holds a BSc from Moscow university and an MSc in International Securities Investment and Banking at the ICMA Centre (2001), graduating with distinction. His PhD was on Monte Carlo methods for pricing and hedging with applications to Bermudan swaptions and convertible bonds. Since his PhD he has been working at JP Morgan-Chase bank, London and his current position is Vice President, Commodities Quant Research.

Leonardo Nogueira: Leo holds a BSc in Computer Science from the Federal University of Pernambuco in Recife, Brazil, an MSc (distinction) in Financial Engineering and Quantitative Analysis at the ICMA Centre, and his PhD was on hedging options with local and stochastic volatility models. He works for the Brazilian central bank, where he is currently responsible for the quantitative research of the foreign reserves department, and has a part-time lectureship at the ICMA Centre. His research interests include pricing and hedging of derivatives, risk management, volatility modelling, trading systems and portfolio optimization.

Johannes Rauch: Johannes holds a MSc in Finance and Information Management from Technical University of Munich. His Master Thesis about commodity derivatives is a co-operation with risklab GmbH, a subsidiary of Allianz Global Investors. Johannes has gained working experience with A.T. Kearney strategy consulting as well as in his father’s own consulting business. At the ICMA Centre he is currently working on higher moment trading strategies.

Silvia Stanescu: Silvia obtained the MSc in International Securities, Investment and Banking at the ICMA Centre, ranking the first in her class. She previously graduated from the University of Reading with a BSc in Business Economics with the highest overall average in the last 40 years. Silvia also holds a BSc in Banking and Finance from the Academy of Economic Studies in Bucharest. She obtained her PhD in 2010 with a thesis on analytic moments for GARCH processes, and subsequently took up a Post Doctoral research position at the ICMA Centre. Since January 2011 she has been a Lecturer in Finance at Kent University.

Anannit Sumawong obtained an MSc in Financial Risk Management from the ICMA Centre, University of Reading in 2010 with distinction. He also holds a BEng in Mechanical Engineering from Imperial College London and an MSc in International Financial Management from Surrey University. He is currently pursuing his PhD in hedging commodity spread derivatives.

Aanand Venkatramanan: Aanand graduated from Sri Sathya Sai Institute, India with first class Honours in Mathematics. He is also an expert computer programmer. As a Felix scholar he obtained a distinction on the MSc in Numerical Solutions of Differential Equations at the University of Reading. He obtained his PhD on analytic approximations for multi-asset option pricing in 2010 and is currently working as an Algorithmic Trader for Goldman Sachs, London.

Ali Bora Yigitbasioglu: Ali holds a BA in Mathematics from Cambridge University, and MSc in Financial Mathematics from Imperial College. His PhD thesis was on the inclusion of volatility uncertainty and call notice periods in the pricing of convertible bonds with PDEs. Since his doctorate he has worked in London: at Lehman Brothers (FX exotics and structured trading in emerging markets), as Senior hybrid exotics trader and macro prop trader, Dresdner Kleinwort (2008-2010) and is currently Senior portfolio manager, emerging markets rates and FX macro prop trading, at The Cambridge Strategy.