Agenda

Helen Thomas CFA has worked in financial markets for over 17 years. She founded her own macroeconomic consulting firm, BlondeMoney, in 2017. Her team works out of offices in Oxford and London, and provides expert analysis on financial markets and politics. Before that she was a Partner at a Global Macro hedge fund and Head of Currency Alpha for State Street Global Advisors. She started her career in Foreign Exchange at Merrill Lynch before going on to work for Societe Generale and SEB. She has also worked in politics, as an adviser to former Chancellor of the Exchequer George Osborne during the financial crisis.

She is a CFA Charterholder and holds a degree in probably the least practical combination of subjects: Philosophy, Politics and Economics which she gained from Oxford University.

She is a Board Member of CFA UK where she is responsible for their sub-committee on the Value of the Investment Profession.

She was lead researcher on the book "Masters of Nothing" by the MPs Matthew Hancock and Nadhim Zahawi, which looked at how human behaviour caused the financial crisis and how to avoid it happening again.

Shamik Dhar is Chief Economist at BNY Mellon Investment Management, as of September this year. Prior to this, he was the Chief Economist and Director from Economics at the UK government's Foreign and Commonwealth Office.

He has more than 30 years of experience as a professional economist, alternating between private and public sectors. He began his career at the HM Treasury, the UK government's Economic and Finance Ministry, in the late 1980s, moving on in the 1990s to Oxford Economic Forecasting and the Bank of England (where he ran the UK forecast team and was a senior manager in Monetary Analysis).

In 2000, he moved to Morley Fund Management, then in 2004 co-founded Fathom Consulting, a leading economics consultancy, before moving back into asset management with Aviva Investors in 2009.

Shamik has a BA in Philosophy, Politics and Economics from Oxford University, and a Master's in Economics from Queen Mary College, University of London.

David joined AXA Investment Managers in July 2014. He is working as a US and UK economist. Before joining AXA IM, he worked for 4 years at Lloyds Bank Commercial Banking as a Senior Economist covering primarily the UK economy.

Prior to this, he worked for 10 years at Investec Bank as a global economist covering the primarily UK and European economies. Before this, David spent 5 years in the Government Economic Service, initially working for the energy regulator, OFFER, before joining the UK Debt Management Office – an executive agency of HM Treasury – at its inception in 1998.

David holds an MSc in Economics (1995) from the University of Warwick, UK and a BA in Economics (1994) from the University of York.

Darryl Hooker is Founder and CEO of Harperdan Consulting a London-based forex consulting firm. He is also chairman of the International Ruble Settlement Forum as well as a committee member of the Financial Markets Association

He was previously a consultant for Capitolis. Before that, he was co-head of EBS BrokerTec Markets, ICAP's electronic foreign exchange and fixed-income trading business. Before it was acquired by ICAP and combined with BrokerTec, he was global head of EBS Market. He played a critical role in new business initiatives with a specific focus on emerging markets.

Hooker served at EBS and other ICAP subsidiaries for more than 15 years, most recently as head of strategic currency initiatives. He led many successful initiatives at EBS, including the launch of EBS’s Russian Ruble campaign. More recently, he managed the growth of EBS’s CNH proposition, which resulted in increased volumes, market share and presence. Earlier he was head of strategic currency initiatives at EBS

Christoph Hock is Head of Multi-Asset Trading at Union Investment. He joined Union in April 2014 and, with his team, is responsible for all trading activities associated with portfolio management of cash equities, fixed income, fund and ETF business, FX, listed and OTC derivatives, and securities lending.

Christoph graduated with a Diplom-Bankbetriebswirt, and has more than 20 years of international investment banking, trading and management experience, having worked for companies on the sell- and buy-side, most recently as Head of Execution Sales at Barclays Bank and at Alpha Trading.

Prior to this, Christoph was founder, partner and co-CEO/Head of Portfolio Management and Trading at Tungsten Capital Management, a hedge fund company (2005-2010). He was Head of Proprietary Equity Derivatives Desk at J.P. Morgan in London and Frankfurt from 1998-2004. Christoph began his career at Dresdner Kleinwort Benson in Cash Equity Trading.

Paris Pennesi is Head of Quant Strategies for Spot FX & Commodities for the electronic trading team, eRisk, at HSBC.  Previously, he has worked at MAN AHL, JP Morgan and RBS, creating systematic investments strategies and algorithms for market-making and execution across FX, Equities and Futures markets.

Paris is also an Honorary Associate Professor at UCL where he teaches Market Microstructure. He has had academic positions at London School of Economics and Cambridge University and holds a PhD in Artificial Intelligence and a Masters Degree in Electronic Engineering.

Bac Van Luu is head of currency and fixed income strategy at Russell Investments. He is an investment strategist and economist educated to PhD level with 18 years of multi-asset experience in asset managers, sovereign wealth funds and investment banks.

Jeremy is the Global Head of Distribution at XTX Markets, the cross-asset electronic liquidity provider. Prior to this Smart worked at RBS for three years as MD – Head of Fixed Income Electronic Distribution. He moved there in August 2012 from Morgan Stanley, where he had been a Managing Director in Foreign Exchange and Emerging Markets and more recently, Head of Fixed-Income e-Commerce and Global Head of e-Commerce Sales.

Prior to Morgan Stanley, Smart worked at Deutsche Bank for nine years as a senior salesperson for its e-trading platform, Autobahn. XTX Markets is a leading quantitative-driven electronic market-maker partnering with counterparties, exchanges and e-trading venues globally to provide liquidity in the Equity, FX, Fixed Income and Commodity markets. We provide consistent liquidity, helping market participants throughout the world obtain the best prices in the various assets classes we cover, regardless of changing market conditions.

Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020. Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a visiting lecturer at Queen Mary University of London and a co-founder of the Thalesians.

Ralf Donner is Head of FICC Execution Strategies at Goldman Sachs. He is responsible for the firm’s client FICC algorithmic execution offering, pre- and intra-trade liquidity and transaction cost analytics, and post-trade reporting.

Ralf started his professional career at ABN Amro in 2006 as an FX options quant, followed by 8 years with Morgan Stanley in London and New York, first in model validation of options pricing models and then in quant sales, focusing on systematic FX trading strategies and FX market microstructure. From 2014-2016 he ran Morgan Stanley’s QSI team in New York.

Ralf holds a Masters in Physics and a Doctorate in Theoretical Physics from Oxford University.

Victor manages the strategies and the portfolio for Quant Hedge a prop-trading fund. His experience in developing electronic trading platforms, and quantitative trading allows him to discuss how systemic and algorithmic trading can assist towards investment research, and act as a tool towards more controlled and smarter trading

Jan is an eFX Quant Trader at Deutsche Bank. Prior to his current role, he was a front office quant at HSBC in the electronic FX markets. Before joining HSBC team, he was working in the Centre for Econometric Analysis on the high-frequency time series econometric models and was visiting lecturer at Cass Business School, Warwick Business School and Politecnico di Milano.

He has also co-authored a number of papers in peer-reviewed journals in Finance and Physics, contributed to several books, and presented at numerous conferences and workshops all over the world.

During his PhD studies, he co-founded Quantum Finance CZ. He is a Machine Learning enthusiast and explores kdb+/q for this purpose.

Michael Fox is the EMEA Head of FX Prime Brokerage and FX Clearing at J.P. Morgan Chase. In this role, Mike oversees the region’s business and client relationships as well as the development of the product.

A 14 year veteran of J.P. Morgan, Mike brings extensive client-facing, risk and operational management experience from a number of roles across Markets, Prime Brokerage and Derivatives Clearing.

Mike graduated in 2004 with a BA (Hons) degree in Business Studies and Marketing from The University of Brighton.

Thomas has worked in the financial sector since 1997 in Nordea Copenhagen in various roles – within Portfolio Management, Trading and Sales.

After Nordea, he joined a top five insurance company in Denmark in 2005 and together with a colleague he built up a foreign exchange desk (trading, proprietary and sales). The initial team grew over the following seven years. He was appointed Head of Trading & Proprietary having the overall responsibility of all trading/risks (Foreign Exchange, Bonds, Credit and Equity) including headcount of 14 full-time employees.

In 2012 he was asked to join Woodman Asset Management in Switzerland as Head of Trading and to build up the trading activities in the newly established Woodman Asset Management and grow the business. In his various roles in Woodman was managing Woodman Group’s currency exposure and currency mandates plus the overall responsibility of the execution/trading.