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.

Aaron Brown is a columnist for Bloomberg and Wilmott Magazine, and teaches at New York University, University of California at San Diego and New Mexico State University. He worked for 35 years on Wall Street as a trader, portfolio manager, head of mortgage securities and risk manager for firms including Morgan Stanley and AQR Capital Management. He is the author of The Poker Face of Wall Street, Red-Blooded Risk, Financial Risk Management for Dummies and A World of Chance (with Reuven and Gabrielle Brenner). He won the 2011 Risk Manager of the Year award from the Global Association of Risk Professionals. He was a top professional poker player in the 1970s and 80s, and continues active poker, sports betting and other gambling activities. He splits his time between Manhattan, New Mexico and Coronado Island. He has degrees from Harvard (Applied Math) and the University of Chicago (Finance and Statistics). He has been actively involved in crypto trading, venture capital and start-ups since 2011.

Lisa Goldberg is Managing Director and Senior Advisor at BlackRock’s SMA Solutions, which qualitatively manages customized equity and bond portfolios in separate accounts for US investors.  Lisa joined BlackRock in 2021 through its acquisition of Aperio Group, a pioneer in Direct Indexing.  Lisa was employee 25 at Aperio, where she launched its research effort in 2013.  In partnership with fellow researchers, tax economists and portfolio managers, Lisa develops investment strategies featuring tax management, values alignment , and risk control, as well as models for after-tax asset allocation. Prior to joining Aperio, Lisa was Executive Director of Research at MSCI, where she designed and implemented financial risk models.  Lisa is Professor of the Practice of Economics at University of California, Berkeley.  She is a mathematician who has done academic work in topology, complex dynamical systems and high-dimensional statistics with applications to portfolio optimization and machine learning. Lisa has won numerous awards, including a Sloan Fellowship and a Graham and Dodd Scroll Award for Excellence in Research and Financial Writing.  She is an inventor on five patents and a co-author of more than 60 peer-reviewed articles and a book, Portfolio Risk Management, published by Princeton University Press.

CEO of Thomas Ho Company LLC (THC), a New York based financial engineering company. THC licenses portfolio and risk systems, provides professional services in risk management, and facilitates capital markets transactions. THC was the sole provider of risk reporting to the Office of Thrift Supervision (OTS) and the Office of the Comptroller of Currency (OCC) 2005–2012, for over 800 banks. THC was also retained as a retained consultant to the OTS. THC and Cantor Fitzgerald Market Data have formed a global alliance to provide risk and valuation systems globally.

Consultant to major financial institutions including AIG from 1999–2005. As a retained consultant to the enterprise risk management group, Tom reported to the CEO, Mr. Greenberg. He designed the global risk management system, ALM processes for the life companies, and risk monitoring processes for derivatives.

Prior to July 1999, he was an Executive Vice President of BARRA, Inc., where he headed the Research Group in New York City. He integrated the fixed-income systems with the equity systems.

He joined BARRA when the firm merged with Global Advanced Technology (GAT) in June 1997. When Tom founded GAT in 1987, he developed cutting-edge technology for delivering innovative solutions to 250 major global institutional clients. Clients include Metropolitan Life, Prudential Life, New York Life and many others. Out of the top 10 largest life insurance companies then, nine of them were GAT clients. GAT formed an alliance with Tillinghast and the alliance was the first to introduce an economic value-based asset and liability management process.

He joined New York University’s Stern School of Business as Professor of Finance from 1978 until 1990. He became a full professor in 1985. Associate Professor at Owen School of Business, Vanderbilt University 2010–2013. Tom received his Ph.D. in Mathematics in 1978 from the University of Pennsylvania.
Tom continues his extensive consulting and research in risk management, financial modeling, financial institutions’ liability modeling and investment processes. Tom has published extensively.

Named one of the most prolific authors in finance based on a study by Cooley and Heck, Journal of Finance (2003). The Ho-Lee model is the first arbitrage-free interest rate model. The paper is ranked 17th of most cited papers in 20 years by Risk Magazine. Interviewed in Bloomberg magazine featured article. Author of key rate durations (the widely used interest rate risk measure). 2 chapters of the Oxford Guide to Financial Modeling and other papers included in the readings for the actuarial examinations. Chapters in CFA Level II and III reading material.

Tom’s innovations include Local Vol interest rate model, Key Rate Duration, which is widely used in practice, available in Bloomberg terminals and most ALM vendor systems, Linear Path Space for income simulations, the first residential prepay-default model, IncomeRisk™ model (yield, price, income, EVE, performance attributions) bridging capital markets and financial reporting on risk. Horizontal Banking providing consistent performance reporting across banking functions.

Carol Alexander is a world-leading expert in crypto-asset markets, derivatives, financial risk management, and decentralized finance. She is Professor of Finance at the University of Sussex Business School and a Research Council Member at the Exponential Science Foundation. Renowned for bridging academia and industry, Carol is also the creator of the established “Professor Carol Alexander” YouTube channel, where — most recently — she has been lecturing on the applications of generative AI to education, and its impact on society.

​Carol’s expertise spans market microstructure, volatility modelling, benchmarking, investment strategies, and portfolio risk analysis. Her best-selling four-volume text, Market Risk Analysis (Wiley, 2008), remains a core reference in the field. She served as Editor of the Journal of Banking and Finance for a decade until 2023, and has played a key role on the Bachelier Prize Committee and the Steering Committee for the Centre for Financial Industries at the Fields Institute. Carol sits on several advisory boards for leading exchanges and fintechs, and has acted as expert witness in high-profile cases of crypto market manipulation and financial misconduct.

​Carol has consulted widely for major asset managers, banks, and exchanges—including the New York Stock Exchange, Intercontinental Exchange, and FTX US—designing and implementing cutting-edge models for trading, hedging, and risk management. She previously held senior industry roles as Director and Head of Market Risk Modelling at Nikko Securities, Director at Algorithmics Inc. (the pioneering global risk software firm), and Bond Analyst at Phillips & Drew, City of London. She continues to advise the finance sector and regulatory bodies worldwide.

​A thought leader on the risks and opportunities of AI and digital assets, Carol is frequently featured in international media—appearing on television, radio, and top business podcasts to discuss market structure, crypto regulation, systemic risk, and the future of finance. She leads research projects on the regulatory implications of excessive leverage, price discovery in crypto markets, and the integration of AI tools in financial risk education.

​Carol holds a BSc in Mathematics with Experimental Psychology and a PhD in Algebraic Number Theory from the University of Sussex, and an MSc in Mathematical Economics and Econometrics from the London School of Economics.

John Guerard, PhD, is an independent financial researcher living in Bluffton, South Carolina. John currently serves as a Co-Chief of Engineering and Research, Pacific Spirit Investments, San Diego, CA, a native asset manager. John was a member of the McKinley Capital Management Scientific Advisory Board and has served as an Affiliate Instructor in the Department of Applied Mathematics, the Computational Finance and Risk Management Program, The University of Washington, Seattle, WA. He served almost 15 years as Director of Quantitative Research at McKinley Capital Management, in Anchorage, Alaska. John previously worked at Drexel, Burnham Lambert, and Daiwa Securities, where he was co-Portfolio Manager, with Dr. Harry Markowitz, who was awarded The Nobel Prize in Economic Sciences in 1991, on Fund Academy and The Japan Equity Fund. John was awarded the first Moskowitz Prize for outstanding research in socially responsible investing in 1997. John earned his AB in Economics from Duke University, MA in Economics from the University of Virginia, MSIM from the Georgia Institute of Technology, and Ph.D. in Finance from the University of Texas, Austin. John taught at The University of Virginia, in its McIntire School of Commerce, and at Lehigh University.

John has published several monographs, including Quantitative Corporate Finance (Kluwer, now Springer, 2007, with Eli Schwartz; the third edition is recently published, 2022), The Handbook of Applied Investment Research (World Scientific Publishing, 2020, with William T. Ziemba), and The Leading Economic Indicators and Business Cycles in the United States (Switzerland: Palgrave Macmillan, 2022). John is under contract to publish Financial Forecasting in 2025, Oxford University Press. 

Dr. Guerard has published in peer-reviewed and practitioner journals, including Management Science, Annals of Operations Research, The International Journal of Forecasting (IJF), The IBM Journal of Research and Development, Interfaces, The Journal of Portfolio Management, and The Journal of Investing (JOI). He served for over 30 years as an Associate Editor of the JOI and IJF. He recently joined the The Journal of Portfolio Management Advisory Board. John edited a Special Issue of Annals of Operations Research to honor Harry Markowitz published in March 2025.

David Orrell is an applied mathematician and author of many books on science and economics. He has worked and published research articles in a variety of areas including particle accelerator design, weather forecasting, computational biology, and economics. His books include Quantum Economics: The New Science of Money (2018), and Quantum Economics and Finance: An Applied Mathematics Introduction (2022). He lives in Toronto.

Dariusz Gątarek is a graduate in applied mathematics from the Warsaw University of Technology. Dariusz spent over twenty years in many financial and advisory institutions as BRE Bank, Societe Generale, Glencore, UniCredit, Deloitte and NumeriX specializing in in valuing derivatives and designing risk management systems, currently he is working as professor at the Polish Academy of Sciences. Dariusz has published a number of articles on financial modelling, his paper ‘The market model of interest rate dynamics’, with Brace and Musiela, is regarded as a classic. He is a frequent speaker at conferences worldwide.

Fabrizio Lillo is a Full Professor in Quantitative Finance at the Scuola Normale Superiore in Pisa, Italy (starting from November 1, 2025). Before this date he was Full Professor of Mathematical Methods for Economics and Finance at the University of Bologna, and he held the chair in Financial Mathematics at the Scuola Normale Superiore in Pisa on the project “Microstructure of Financial Markets – Networks and Systemic Risk” (2020-2025). Formerly he was professor at Santa Fe Institute (USA), Scuola Normale, and University of Palermo (Italy)

Fabrizio’s research interests in quantitative finance include market microstructure, transaction cost analysis, optimal execution, financial systemic risk, financial networks, and time series econometrics. From a methodological point of view, his research blends theoretical, statistical, and computational approaches. He frequently collaborates with various players in the financial industry, as well as with market regulators, supervising authorities, and central banks.

As the founder of Quant Finance Limited, Daniel Bloch is at the forefront of statistical arbitrage, specializing in the relative value of stocks, futures, options, and advanced derivatives pricing and risk management. In addition to his role as an industry leader, Daniel is currently focused on bridging advanced AI research with real-world trading applications as a Distinguished Visiting Professor at Vin University. He also teaches Reinforcement Learning at the CQF and Systematic Trading at Paris 1 Sorbone, shaping the next generation of quantitative finance experts.

Prior to joining Amundi, Hamza spent 12 years with Natixis Investment Managers. His latest role was Head of Engineering and Quantitative Research at the active quantitative portfolio management business unit of Natixis. He started his career in 2004 at AON Hewitt Associates as a Financial Engineer in the Investment Consulting department. Hamza holds a Ph.D in management science (Quantitative Finance) from the University of Paris Dauphine.

Julien Hok holds a PhD in Financial Mathematics from École Polytechnique, France. He began his career as a quantitative analyst in equity derivatives at Santander in London, where he spent six years. He then joined Citi in London, focusing on interest rate products for two years.

Julien later moved to Crédit Agricole CIB, working as a quantitative analyst on the hybrid derivatives desk for four years. He subsequently joined Investec Bank in London as an equity quantitative analyst, before being promoted to manager with responsibilities across both Equity and FX Derivatives, a role he held for three years. He is currently Head of Quantitative Analyst at Investec Bank, leading the quant team and supporting model development and trading across multiple asset classes.

Sergei Kucherenko received his MSc and PhD in Applied Mathematical Physics from the Moscow Engineering Physics Institute, USSR. He has held research and faculty positions at universities in Russia, the United States, the United Kingdom, and Italy, and has also worked in investment banking. He is currently a Senior Research Fellow at Imperial College London and the founder of BRODA Ltd. (UK), a company providing consultancy and advanced software solutions in Monte Carlo and Quasi–Monte Carlo methods for investment banks and financial institutions.

Hari P. Krishnan is Head of Volatility Strategies at SCT Capital in New York. He is a noted author of The Second Leg Down (Wiley 2017) and lead author of Market Tremors (Springer/Palgrave McMillan 2021). He has held various portfolio management roles at Doherty Advisors, CrossBorder Capital and Morgan Stanley over the past 20 years. Hari holds a PhD in Applied Math from Brown University and was a postdoctoral research associate at the Columbia University Earth Institute.

Stephan Sturm is Associate Professor of Mathematical Sciences at Worcester Polytechnic Institute (WPI) in Massachusetts. After obtaining his PhD in Mathematics from TU Berlin (Germany), he became a Postdoctoral Research Associate and Lecturer at ORFE in Princeton before joining WPI as a faculty member. Sturm’s research covers mainly different areas of financial mathematics, but he is interested in stochastic modeling in general, such as applications to climate science. In finance, his recent work has been focused in particular on portfolio selection and incentives, indifference pricing and the use of signature-based models.

Dr. Randeep Gug is the Managing Director of the CQF Institute and the Certificate in Quantitative Finance (CQF). Prior to joining Fitch Learning, Randeep worked in a variety of roles. He spent five years working in the Equities division at Salomon Smith Barney and later traded futures and options on the Indian National Stock Exchange (NSE). More recently he has spent time teaching mathematics at all levels. He is a qualified teacher, holds a 1st class honours degree and a PhD for research in semiconductor physics. He is a CQF Alumnus, achieving a distinction on the programme and his current interests are based around improving and promoting the teaching and learning of Quant Finance.