Hans Buehler heads JP Morgan’s “Analytics, Automation and Optimization” program in Equities and runs the Equities and Investor Services Data Analytics and Quantitative Research team. His mandate is data-driven business transformation across derivatives, cash equity, electronic trading, prime, and securities services using both modern machine learning and classic derivatives analytics. Specific focus in the machine learning space is on AI-driven electronic execution and derivative risk management, and the use of modern machine learning techniques for engaging with our clients. His team is behind JP Morgan’s LOXM AI effort in electronic trading and the recently published “Deep Hedging” research on AI derivative management.
Hans is a Managing Director, having joined JP Morgan in Hong Kong in 2008. Before that, he worked for seven years at Deutsche Bank, also in Equities. He has a PhD from Technical University in Berlin in Financial Mathematics, and a MSc from Humboldt University in Stochastic Analysis.
Hans is based in London.

Björn Häckel is Professor of Digital Value Networks at the Faculty of Computer Science at the University of Applied Sciences Augsburg. Björn also serves as Deputy Academic Director of the Research Center Finance & Information Management (FIM) and works in a leading position with the Project Group Business & Information Systems Engineering of the Fraunhofer FIT. Björn’s activities in research, teaching, and industry center around the fields of opportunity and risk management in the Industry 4.0 context and in digital value networks, as well as the economic evaluation of technologies.

Simon Nigg graduated from the University of Geneva (CH) in 2009 with a PhD thesis in theoretical physics studying the onset of quantum effects in electronic transport. Between 2010 and 2017 Simon was a fellow of the Swiss National Science Foundation and worked at Yale University (USA) and at the University of Basel (CH). His research and teaching activities focused on quantum information processing with superconducting circuits. Since 2018 Simon is pursuing his interest in quantitative finance and software engineering professionally as a quant engineer at swissQuant Group in Zurich.

Thierry Roncalli joined Amundi as Head of Quantitative Research in November 2016. Prior to that, he was Head of Research and Development at Lyxor Asset Management. Thierry began his professional career at Crédit Lyonnais in 1999 as a financial engineer. Before that, Thierry was a researcher at the University of Bordeaux and then a Research Fellow at the Financial Econometrics Research Centre of Cass Business School. Since February 2017, he is Member of the Scientific Advisory Board of AMF, the French Securities & Financial Markets Regulator. Thierry is also Adjunct Professor of Economics at the University of Evry, Department of Economics.