Dr. Paul Wilmott is internationally renowned as a leading expert on quantitative finance. His research work is extensive, with more than 100 articles in leading mathematical and finance journals, as well as several internationally acclaimed books on mathematical modeling and derivatives, including the best-selling Paul Wilmott On Quantitative Finance, published by John Wiley & Sons.

Paul has extensive consulting experience in quantitative finance with leading US and European financial institutions. He has founded a volatility arbitrage hedge fund and a university degree course. Paul has lectured at all levels, to students and to practitioners.

Ryan Ferguson is Founder and CEO of Riskfuel, a company providing ultra-fast AI-based pricing technology for structured capital markets products. Before founding Riskfuel, he had a 17-year career as senior trader and quant at Scotiabank and TD Bank. His most recent role was Managing Director and Head of Securitization, Credit Derivatives and XVA. Ryan successfully managed a credit derivatives book through the global financial crisis. He has a PhD in Physics from Imperial College London, and a MASc in Electrical Engineering from University of Waterloo.

Dr. Ilia Bouchouev is the former President of Koch Global Partners where he launched and subsequently managed global derivatives trading business for over 20 years. Upon his retirement from professional trading, he returned to academia to share his knowledge and vast industry  experiences.

In October 2026, Ilia became an inaugural Director of the Commodities Quant Lab at Carnegie Mellon University. He is also the Managing Partner at Pentathlon Investments, an Adjunct Professor at New York University, and a Senior Research Fellow with The Oxford Institute for Energy Studies.

Dr. Bouchouev is the author of the popular book “Virtual Barrels” on quantitative oil trading

https://www.amazon.com/Virtual-Barrels-Quantitative-Springer-Economics/dp/3031361504

and the host of “Virtual Barrels” YouTube channel:

https://www.youtube.com/@VirtualBarrels

Nicole Koenigstein is an AI Researcher and Practitioner in Agentic Systems, working across research, consulting, teaching, and direct system implementation to build reliable, production ready AI systems. Her work focuses on multi-agent architectures, evaluation, safety, and long term system behavior. She served as an external evaluator for a European Commission AI Grand Challenge and has advised IOSCO on generative AI in regulated environments. She also serves on advisory boardsfor leading AI and quantitative finance conferences. Nicole regularly delivers invited talks and
technical workshops across academia, industry, and international events. She is the author of Math for Machine Learning and Transformers in Action with Manning Publications. Her books Transformers: The Definitive Guide: Applications Beyond NLP and AI Agents: The Definitive Guide have been published by O’Reilly Media, and her forthcoming book Harness Engineering for AI Agents will also be published by O’Reilly Media.

Elie Ayache is a former option market-maker on MATIF (1987-1990) and LIFFE (1990-1995). He is the co-founder (1999) and currently the CEO of ITO 33, a software company specializing in convertible bond pricing, and more generally equity index and equity-to-credit single name derivative pricing. Elie is the author of The Blank Swan: The End of Probability (Wiley 2010) and The Medium of Contingency: An Inverse View of the Market (Palgrave 2015).

Aous Labbane is the Head of Business Development at InvestcorpTages, a liquid alternative Hedge Fund based in London. Aous is also the founder of Jasmin Capital and Consulting; a firm focused on investment products and quantitative investment strategy development and distribution.

He previously held senior leadership roles at leading financial institutions, including Managing Director at Nomura, where he headed EMEA Equity Structuring, and Partner & Global Head of Business Development at Ossiam (Natixis Investment Managers), a French asset manager specializing in ETFs and quantitative strategies. Earlier, at Credit Suisse, he was Global Head of Fund Linked and European Head of Equity Derivatives Structuring and a member of the European Equity Derivatives Management Committee.

With deep expertise in cross-asset structuring, risk management, portfolio allocation, and product innovation and distribution, Aous has advised and delivered solutions to major institutional clients, from insurers, pension funds to hedge funds and private banks/family offices.

He holds advanced degrees in Finance and Applied Mathematics, as well as an engineering degree from École Polytechnique Paris.

Gueorgui S. Konstantinov, Ph.D, CAIA, FDP is a senior portfolio manager of fixed-income and currencies at Deka Vermögensmanagement and has over 20 years of experience. He managed global bond portfolios and currencies for institutional investors and pension funds. He is Edtior-in-Chief of The Journal of Fixed Income, and is an editorial board member of The Journal of Portfolio Management, The Journal of Alternative Investments, and The Journal of Financial Data Science. He earned the designations of Chartered Alternative Investments Analyst (CAIA) and Financial Data Professional (FDP). He received his MA in economics in 2005 and received a doctoral degree in 2008 from Vienna University of Economics and Business Administration (WU).

Pankaj Mani serves as the President of the CQF Delhi Society. He is the Co-Founder of India’s only Quant Industry body LAQSA, which is endorsed by numerous prominent domestic and global institutions. He acts as an advisor to distinguished organizations specializing in quantitative investment and risk management, leveraging expertise in randomness, causality, convexity, scientific methodology, behavioral dynamics, data science and AI/ML. Furthermore, he is also a contributing research author for Wilmott on multiple fundamentally important topics.

Svetlozar (Zari) Rachev is Professor of Mathematics and Statistics and Co-Director of the Mathematical Finance Program at Texas Tech University. He earned his Ph.D. in mathematics from Lomonosov Moscow State University and his Doctor of Science degree from the Steklov Mathematical Institute. He previously held senior academic positions at the University of California, Santa Barbara, Karlsruhe Institute of Technology, and Stony Brook University. His research encompasses probability theory, financial econometrics, asset pricing, portfolio optimization, and financial risk management, with particular emphasis on heavy-tailed distributions and probability metrics. His current work also explores machine learning, generative artificial intelligence, and financial foundation models in quantitative finance. He has authored and coauthored numerous research articles and books in mathematics and finance.

Srivatsan Balakrishnan is a Quantitative Researcher at Vola Dynamics, the leading provider of options analytics to sophisticated financial institutions. He earned his PhD in theoretical physics from the University of Illinois Urbana-Champaign in 2021. Previously, he worked at Cutler Group, an options market-making firm based in San Francisco, where he focused on options analytics and developing quantitative frameworks for post-trade market impact and valuation adjustments used as signals for immediate hedging. In a past life, he did competitive programming, earning medals at the International Olympiad in Informatics (IOI) and reaching the ACM ICPC World Finals. His research draws on mathematical modeling, computation, and practical experience in options market making.

Prof. Dr. Jerome Kreuser is a quantitative finance researcher specializing in dynamic stochastic optimization, asset–liability management, sovereign risk management, and artificial intelligence applications in financial decision-making. He is the Founder and CEO of RisKontroller Global LLC, where he develops institutional frameworks for portfolio optimization, enterprise risk management, and financial analytics for central banks, sovereign wealth funds, multilateral institutions, and global financial organizations.

Dr. Kreuser spent two decades at the World Bank, where he founded the Quantitative Analysis Consulting Group and developed advanced portfolio optimization and asset–liability management systems for the Treasury Department. He contributed quantitative modeling to multiple World Development Reports and helped pioneer dynamic stochastic optimization methods for sovereign financial management.

His research has extended to financial bubbles, reinsurance optimization, and stochastic portfolio design through collaborations with ETH Zürich, Professor Didier Sornette, and leading practitioners in quantitative finance. He has advised and lectured for central banks and international institutions throughout Europe, Asia, Latin America, and the Middle East on advanced risk management and optimization methodologies.

Dr. Kreuser holds a Ph.D. in Optimization and Numerical Analysis and a master’s degree in mathematical Analysis from the University of Wisconsin. He has served as Adjunct Professor at George Washington University, University of Illinois, and as Senior Researcher at ETH Zürich. His current research, conducted with Dr. Lester Seigel and Ramasastry Ambarish, focuses on new mathematical frameworks for risk compression, portfolio hedging, and the introduction of chirality into finance.

Dr. Ramasastry Ambarish has several decades of experience in Indian private and public equity markets. He founded and managed Vasishta Fund, an FII fund to invest in Indian public markets, between 2003 and 2008. He has been associated, in different capacities, with several PE funds. He is currently a member of the Advisory Board and Investment Committee at OAKS Asset Management (http://www.oaksamc.com). He was previously (2010 – 2018) on the Advisory Board of Gaja Capital (www.gajacapital.com). He was (2012 – 2019) Managing Director of RA & Son Pvt. Ltd., an investment advisory firm in Singapore.

He has over three decades of experience in global financial markets and securities industries. His previous experience includes stints as Vice President with the Global Markets Group of Citibank and as a Principal Financial Officer at the World Bank, Washington D.C. He has advised many large institutional investors, including pension funds, treasuries and central banks around the globe on investment and risk management strategies.

He is also an Independent Director on the board of Xpheno (http://www.xpheno.com), a specialist staffing company. He is on the Board of Directors of Cyberverse Foundation, Pratyagra Foundation, AppPoint Software Solutions, and Vigyanlabs Innovations Private Limited.  He is also a member of IIMPACT (http://www.iimpact.org), a non-profit organization engaged in providing access to quality primary education to little girls all over India, especially in the remote villages and tribal areas of India.

He has served as a faculty member at several business schools including the Stern School of Business (NYU), McGill University (Montreal), the University of Wisconsin (Madison), and Georgetown University (Washington D.C).

He holds a Ph.D. in Finance from the Stern School of Business (NYU), a PGDM from IIM Ahmedabad, a B.E. (Electrical Technology & Electronics) from IISc (Bangalore), and a B.Sc. (Physics & Mathematics) from the University of Mysore, India.

Dr. Lester Seigel is a financial engineer, economist, and former theoretical physicist whose career has bridged advanced mathematics, quantitative finance, and international capital markets. He served as Head of Financial Engineering at the World Bank, where he developed the International Currency Swap Market and headed the World Bank’s Swap Department for about three years from its origin, and established quantitative financial engineering programs for sovereign institutions and central banks.

Dr. Seigel received a B.S. in Mathematics from the Massachusetts Institute of Technology and a Ph.D. in Statistical Mechanics from Columbia University, following graduate work in theoretical and mathematical physics. Before joining the World Bank, he founded a venture capital firm and worked in Corporate Finance at Bear Stearns, where his activities included underwriting, private placements, venture capital, and leveraged buyouts.

Throughout his career, Dr. Seigel has pursued the application of rigorous mathematical methods to finance. At the World Bank, he developed the Financial Technical Assistance Program for developing economies, lectured extensively in mathematical finance to economists at the World Bank and IMF, established advanced lecture series featuring Nobel Laureates in the Sciences, and served concurrently as an Adjunct Professor of Finance at Georgetown University.

His current research continues to explore the mathematical foundations of finance, integrating ideas from statistical physics, stochastic processes, and financial economics to develop new theoretical frameworks for capital markets and risk analysis. The work presented in this publication represents the latest stage of that continuing research program.