Jessica James is a Senior Quantitative Researcher at Commerzbank in London, previously Head of the Quantitative Solutions Group.  She joined Commerzbank from Citigroup where she held a number of FX roles, latterly as Global Head of the Quantitative Investor Solutions Group. Prior to this she was the Head of Risk Advisory and Currency Overlay Team for Bank One. Before her career in finance, James lectured in physics at Trinity College, Oxford.  She holds a BSc in Physics from Manchester University and a D. Phil. in atomic and nuclear physics from Oxford University.

Her significant publications include the ‘Handbook of Foreign Exchange’ (Wiley), ‘Interest Rate Modelling’ (Wiley), and ‘Currency Management’ (Risk books). Her latest book ‘Inflation linked Bonds and Derivatives’ came out in 2023.  She has been closely associated with the development of currency as an asset class, being one of the first to create overlay and currency alpha products.

She was a Trustee Director of Citigroup Pension Board for 10 years, and is a Trustee of Commerzbank AG pension scheme

Jessica is a Member of the Faculty of Bank Treasury Risk Management, an Industry Advisory Panel member for Edinburgh University Finance programme, and a Visiting Professor at UCL She is a Managing Editor for the Journal of Quantitative Finance.  Apart from her financial appointments, she is a Fellow of the Institute of Physics and has been a member of their governing body and chaired their Audit and Risk Committee.

Julien Guyon is a Professor of Applied Mathematics at École nationale des ponts et chaussées, Institut Polytechnique de Paris, where he holds the BNP Paribas Chair Futures of Quantitative Finance, a Visiting Associate Professor in the Department of Finance and Risk Engineering at NYU Tandon, and an adjunct professor in the Department of Mathematics at Columbia University. Julien worked in the financial industry for 16 years, first in the Global Markets Quantitative Research team at Societe Generale in Paris, then as a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York. Julien received the 2025 Quant of the Year award by Risk, and is a Louis Bachelier Fellow. He is best known for designing the particle method for smile calibration (with Pierre Henry-Labordère), the Bergomi-Guyon expansion, and his works on path-dependent volatility (in particular the so-called Guyon-Lekeufack model) and on the joint calibration of S&P 500 and VIX smiles. He serves as an Associate Editor for 4 academic journals, co-authored the book Nonlinear Option Pricing, has extensively published in peer-reviewed journals, and is a regular speaker at international conferences, both academic and professional.  A big soccer fan, Julien has also published articles on fairness in sports both in academic journals and in top-tier newspapers including The New York Times, The Times, Le Monde, and El País. Some of his suggestions have been adopted by FIFA and UEFA, including a fairer draw method for the FIFA World Cup since 2018 and a fairer format for the 2026 FIFA World Cup.

Jörg is a Quantitative Finance professional for more than 25 years. After holding positions as Head of Quant with Postbannk/Deutsche Bank, Deloitte or LSEG, he is now Director of Quantitative Methods at mrig, a Frankfurt based consultancy. He also works as an adjunct associate professor at UCT, Cape Town, and as an assistant professor at BUW, Wuppertal. Jörg is frequently speaking on conferences, (co-) authored four books with Wiley and Springer and published many research and practitioners papers in Quantitative Finance, Journal of Computational Finance, RISK or Wilmott.

Prof. Ballotta works in the areas of quantitative finance and risk management. She has written on topics including stochastic modelling for financial valuation and risk management, numerical methods aimed at supporting financial applications, and the interplay between finance and insurance. Recent major contributions have appeared in Journal of Financial and Quantitative Analysis, European Journal of Operational Research and Quantitative Finance among others. She serves as associate editor and referee for several international journals in the field. She holds a BSc in Economics from Università Cattolica del Sacro Cuore, an MSc in Financial Mathematics from the University of Edinburgh, and a PD in Mathematical and Computational Methods for Economics and Finance from the Università degli Studi di Bergamo.

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.

Adam Rej is Head of Macro Alpha, based in New York. He has previously worked for the Portfolio Construction and Alternative Beta teams. Prior to joining CFM, Adam held post-doctoral positions at École Normal Supérieure (Paris), Institute for Advanced Study (Princeton) and at Imperial College London. His PhD research was at the Max Planck Institute for Gravitational Physics – Potsdam in the field of theoretical physics. Adam joined CFM in 2014.

Gilles Zumbach has been doing research on many topics in finance, ranging from tick-by-tick time series to very long term market simulations, from risk evaluations to realistic option pricing, from large scale portfolio optimisation to pricing. He has worked for several institutions, including banks, hedge funds and service providers. Gilles has published over 35 research papers in finance, most of them using careful data analyses combined with mathematical models. He wrote a book published by Springer Verlag, linking fundamental research on time series to applications in finance. Recurring themes in his work are processes and volatility. In a former life, he was as a physicist.

Dr. Randeep Gug is 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 honors degree and a PhD for research in semiconductor physics.

He is a CQF Alumnus, achieving a distinction on the program and his current interests are based around improving and promoting the teaching and learning of Quant Finance.