Luis Seco

University of Toronto

Luis Seco is the Chief Executive Office of the GGSJ Centre of Digital Management and Technology Innovation, an institution designed to leverage the University network worldwide to promote training and research broadly in the areas where technology is bringing disruption, including education; he is also the Director of the Mathematical Finance Program and Professor of Mathematics at the University of Toronto. He is also President and CEO of Sigma Analysis and Management, a portfolio management firm that specializes in absolute return products and research, and managing director of Angelstar Gmbh, a German joint venture of Sigma with a local family office. He has authored numerous papers in financial risk management, investments and market models, and has won a number of research awards. Prof. Seco holds a Ph.D. from Princeton University, is the director of RiskLab, an international research partnership of Universities and companies in the financial risk management sector. He has been a Bateman Instructor at the California Institute of Technology. He has won, beyond others, the research awards “Caballero de la Orden del Merito Civil”and “NSERC Synergy Award”.

Walter Farkas

University of Zurich

Walter Farkas is a Professor of Quantitative Finance at the Department of Banking and Finance at the University of Zurich and an Associate Faculty member of the Department of Mathematics of ETH Zurich since 2009.Moreover he is a faculty member of the Swiss Finance institute (SFI) – a network of all Finance and Finance related professors from Universities from Switzerland. Prof. Farkas is also the program director of the Master Science in Quantitative Finance, a specialized degree jointly offered by the University of Zurich and ETH Zurich since 2003. Since 2013 he is one of the two co-presidents of the Swiss Risk Association, https://www.swiss-risk.org/ a non-profit organization and an open forum for facilitating the dialog on risk management. Prof. Farkas is a Certified Board member and advised two of the Big4 companies between 2007 and 2014. His research covers the broad areas of Financial Modelling, Mathematical Finance and Quantitative Risk Management.

David Saunders

University of Waterloo

David Saunders is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, and Director of the University of Waterloo’s Masters in Quantitative Finance program. His is the author of many articles on the subjects of risk management, portfolio optimization and derivatives pricing.

Santiago Carrillo

Universidad Autónoma de Madrid, BME Institute, Madrid

Dr. Santiago Carrillo Menéndez has been the CEO of Quantitative Risk Research, S.L. (QRR) since June 2006. Santiago has been a professor in the Math Department of the Universidad Autónoma de Madrid (UAM), a position he has held since October 1st 1976. He is Board Member and Chairman of the Risk Committee of BME Clearing (CCP), since September 2013. Santiago received his PhD in Mathematics from the Université Pierre et Marie Curie (Paris), and his 2nd PhD in Science from the Universidad Complutense de Madrid. In 1990 he became Director of the Department of Mathematics at UAM and held this position for 3 years. He then became the Dean of the Science Faculty at UAM (two mandates) for the next 6 years. Since 1998, Santiago has been the Director of RiskLab-Madrid at UAM. He is an instructor with the MMF Program and has authored many prestigious articles and papers.

Rudi Zagst

Technical University of Munich

Professor of Mathematical Finance at the Technical University of Munich, Head of the Chair of Mathematical Finance, Head of the ERGO Center of Excellence in Insurance, Deputy Chairman of the Elite graduate pro- gram “Finance & Information Management”, advisor of the Investment Committee of the Bavarian Research Foundation, member of the Steering Committee of the Professional Risk Management International Association (Munich Chapter), associate editor of the Journal of Banking and Finance. He obtained the doctoral degree from the University of Ulm in 1991. He has authored numerous books and over 100 papers in mathematical finance, risk management, and asset management, having published, beyond others, in Review of Derivatives Research, European Journal of Operations Research, OR Spectrum, and Quantitative Finance. He has supervised more than 100 Master’s students and more than 10 doctoral students. He was awarded “Professor of the Year 2007” by the magazine UnicumBeruf for linking practice and education in an outstanding way.