Jessica James is a Senior Quantitative Researcher at Commerzbank in London. 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 books include ‘FX Option Performance’ (Wiley, 2015), ‘Quantitative Finance’ (IoP, 2017) and ‘Inflation-linked Bonds and Derivatives’ (De Gruyter, published 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.

Jessica is a Visiting Professor both at UCL and at The Business School, University of London. 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 of their Industry and Business Board..

Dr. Youssef Elouerkhaoui is a Managing Director and the Global Head of Markets Quantitative Analysis at Citi. His department supports quant modelling, product development and data science activities across all markets businesses. Before his current role, he ran the Credit and Commodities Quantitative Analysis teams and he was in charge of CVA, Funding and Regulatory Capital for his businesses. Prior to Citi, he was a Director in the Fixed Income Derivatives Quantitative Research Group at UBS, where he was in charge of model development for the Structured Credit Desk. And before UBS, Youssef was a Quantitative Research Analyst at Credit Lyonnais supporting Interest Rates Exotics. He is a graduate of Ecole Centrale Paris and he holds a PhD in Mathematics from Paris-Dauphine University. He is well-known for his work on credit correlation modelling with the Marshall-Olkin copula and has published a book on the topic: “Credit Correlation: Theory and Practice”. His current research interests include: Machine Learning applications in Finance, and in particular, using Deep Learning methods in traditional derivatives pricing models.

Dr. Chandni Bhan recently joined Wise, global fintech specialising in cross border payments, as their Global Chief Risk Officer. Prior to this she was with Morgan Stanley for more than a decade and held several roles including the Global Head of Quant Research and Model Risk for MSIM, Head of risk MSIM UK and EMEA Head of cross risk stress testing methodology, MS Investment Bank.

She has more than 16 years of experience working in Finance, both in front office, as well as risk, with extensive buy side and sell side expertise. She earned her PhD in statistics & probability from Michigan State University. As an experienced data scientist she has pioneered analytical risk frameworks leveraging AI and built data driven global risk functions. She is a big champion for diversity and also actively contributes industry initiatives on the subject.