Oleksiy Kondratyev is ADIA Lab Research Fellow and Visiting Professor at the Department of Mathematics, Imperial College London. Prior to joining ADIA in 2021 as Quantitative Research & Development Lead, Oleksiy was Managing Director and Head of Data Science & Innovation at Standard Chartered Bank in London.

Oleksiy has over 25 years of quantitative finance experience in both risk management and front office roles and has been recognized as Quant of the Year (2019) by Risk magazine for his research on the application of machine learning techniques to risk factor analysis and portfolio optimisation.

Oleksiy holds MSc in Theoretical Physics from Taras Shevchenko National University of Kyiv and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine. His research interests are in machine learning and quantum computing.

Jesper Andreasen’s career spans 26 years in the industry and he has headed quant teams at Saxo Bank, Danske Bank, Bank of America, Nordea and General Re Financial Products. Jesper co-received Risk Magazine’s quant of the year award in 2001 and 2012 and their in-house risk system of the year in 2015.

He is an honorary professor of mathematical finance at the University of Copenhagen and he holds a PhD in the same subject from Aarhus University.

Nicole is the Co-Founder, CEO, and Co-Chief AI Officer at Quantmate, a deep-tech fintech company developing AI agents for portfolio management and strategy development via natural language. She is a globally recognized thought leader in large language models (LLMs) and agentic architectures, with a particular focus on their transformative applications in quantitative finance.

As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at universities. She is also a frequent speaker at AI and quantitative finance events. Nicole has authored Math for Machine Learning and Transformers in Action with Manning Publications. Her forthcoming book, Transformers: The Definitive Guide – Applications Beyond NLP, will be published by O’Reilly Media.

Gary is the Head of Quant Technology Strategy in the Office of the CTO at Bloomberg. Prior to taking on this role, he created and headed the company’s Machine Learning Engineering group, leading projects at the intersection of computational linguistics, machine learning and finance, such as sentiment analysis of financial news, market impact indicators, statistical text classification, social media analytics, question answering, and predictive modeling of financial markets.

Prior to joining Bloomberg in 2007, Gary had earned degrees with distinction in physics, mathematics, and computer science from Boston University.

He is engaged in advisory roles with FinTech and Machine Learning startups and has worked at a variety of technology and academic organizations over the last 20 years. In addition to speaking regularly at industry and academic events around the globe, he is a member of the KDD Data Science + Journalism workshop program committee and the advisory board for the AI & Data Science in Trading conference series. He is also an adjunct professor at Columbia University, and a co-organizer of the annual Machine Learning in Finance conference at Columbia University.

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.