|Dr. Andrew L. Kumiega, is the co-author of "Quality Money Management: Process Engineering and Best Practices for Systematic Trading and Investment" along with multiple journal articles. Dr. Kumiega holds a Ph.D.in Industrial Engineering from the University of Illinois, Chicago and a M.Sc. Finance from Illinois Institute of Technology. Dr. Kumiega has applied his Ph.D. in Industrial Engineering to research positions in both the manufacturing and the financial industry over the last 20 years. He has held multiple Director level positions in financial trading firms responsible for front office financial engineering. He currently works for proprietary trading firm. Dr Kumiega is also an Adjunct Facility member at Illinois Institute of Technology.|
|Daniele Bernardi founded DIAMAN as an advisory company for institutional investors in 2002 to promote the use of quantitative investment processes in asset management. He directs a QUANT department composed of both academics and practitioners for developing proprietary methodologies for improved performance and exploiting the investment risk with new scenarios approach. Before his introduction in QUANT finance Daniele worked for seven years as a project manager in Aprilia SPA. He graduated as an Automotive Engineer in Modena (ITALY) and he is involved as speaker in many Quant or financial conference in Europe. He is board member of Dynasty Inc, Finlogix Inc, Diaman Sicav and actually CEO and Vice President of DIAMAN SIM S.p.A..|
|Ruggero Bertelli, Associate Professor, University of Siena.
Founder of Hedge Fund Research Unit, Board of director of Prader bank, Diaman Sim; Head of scientific committee of Exponential SRL, he is an appreciate coaching in Italian financial industry.
|Francesco Corielli, is Associate Professor of Statistics, Department of Finance (formerly Institute of Quantitative Methods). Previously Researcher in Methodological Statistics. Visiting Professor at the London Business School and Imperial College of Arts and Sciences, London.
Currently pursuing the following research strands: empirical analysis of corporate finance; statistical quality of performance metrics in financial management; risk management (issues of modelling risk); robustness of models for the valuation of derivatives.
|M.Sc. Daniel Leveau is a Member of the Executive Board and Head of Portfolio Management at 1741 Asset Management Ltd. He joined the Asset Management division of Wegelin & Co. Private Bankers in 2001 and was named a partner with limited liability of Wegelin & Co in 2007. He was responsible for the development and implementation of quantitative equity strategies and for the management of the Active Indexing family of funds. Prior to Wegelin & Co. he worked for a Swedish investment bank in the Arbitrage and Market Making team. Daniel Leveau has a Master's degree in Finance from the University of Lund and is a Chartered Financial Analyst. He is Swedish and speaks German, English and Scandinavian.|
|Tom Vinaimont is at the City University of Hong Kong He obtained his PhD degree in Applied Economics / Finance from the University of Leuven (KULeuven, Belgium)In 1999 and 2000, while pursuing his Doctoral Studies, he was a Visiting Scholar with the Stern School of Business at New York University. Tom's previous and current research projects are in a wide range of topics: derivatives and risk management, fixed income securities, international finance, asset pricing, corporate control and experimental finance. Tom's work differs from mainstream academics through the presence of a practical component. His work is regularly presented on international conferences and appears in internationally refereed journals. Tom teaches postgraduate classes on 'Investments', 'Derivatives and Risk Management' and 'International Financial Management'. He was awarded CityU's university-wide "Teaching Excellence Award" for excellence in teaching and dedication to education in 2008 and again in 2013 and the first-ever "College of Business Teaching Excellence Award" in 2011. Tom has worked in asset management prior to pursuing his PhD and maintains strong links with the financial sector. Also, he frequently acts as an expert witness in the Hong Kong courts on cases related to derivatives and structured financial products and trading in general.|
|Andreas Schroeders heads quantitative analytics at Ignis Advisors since May 2011 and provides all risk modelling and quantitative analysis for the Ignis Advisors investment process. Previously Andreas worked for the Ignis Risk and Performance team where he developed a multi asset class risk model and provided quantitative reports for investment selection and decision making process. Prior to that he was a junior quantitative portfolio manager at ABP Netherlands. Before his career in Finance, Andreas worked at Agilent Technologies, a California based biotech company, where he developed machine learning for RNA analysis. Andreas is a Chartered Financial Analyst and graduated from the University of Karlsruhe in 2003 with a diploma in computer science majoring in machine learning and information systems.|
|Lars Kaiser is Research Assistant and PhD Candidate at the University of Liechtenstein. He completed his bachelor’s degree at Southampton Solent University (UK) with a focus on Accounting and Finance; before his postgraduate studies in Banking and Financial Management at University of Liechtenstein. His research interests are in the fields of: portfolio optimisation, quantitative investment strategies and fundamental analysis.|
|Mr. Ruben Falk is a managing director of Market Development at S&P Capital IQ. He has been with S&P Capital IQ and ClariFI in Europe and the US since 2006. Prior to that, he was Founder and CEO of marketscalpel.com. From 1995-2002, Ruben was a Director with UBS Investment Bank after having served 3 years with LEK Consulting. Ruben has his Masters degree in finance from the Walter Haas School of University of California at Berkeley.|