Weekly lectures aimed at informing students on the various career paths they can choose, by having professional experts talk about their businesses, types of positions they offer and qualifications needed. Lectures are followed by 60 minutes networking with representatives from companies.

Events are held every Wednesday from 6-8 pm in Huxley 341/342

Upcoming meetings 

2019 Lectures

"Quantitative Solutions at Mazars" presented by:

  • Xavier Larrieu: Head of Quantitative Services
  • Vivian Vu: Quantitative Finance Junior Analyst
  • Türker Temel : Quantitative Finance Junior Analyst

Presentation by Sam Radnor on Extracting valuable information from sparse datasets in finance followed by an overview on quantPORT Group presented by:

  • Peter Park - Managing Director
  • Samuel Radnor - SVP
  • Charles Jaskel – SVP
  • Stephen Man – SVP
  • Jeff Kang – VP

2018 Lectures

Automated Trading Strategies, JPMorgan presented by:

Arnaud Floesser - Executive Director

Pierre Jonathan - Quant Trader

Recommender systems for bond sales: a practical application of machine learning in finance” presented by:

Dominic Wright – Director, Quant Strats Credit

Marko Petrov – Associate, Quant Strats Rates

“Breaking into quantitative careers at Lloyds Banking Group” presented by:

Mugad Oumari – Head of Pricing Model Validation
Duncan Potts – Director E-FX Trading
Manlio Trovato – Head of quantitative research
Arindam Pal – Quantitative Analyst
Anne Vu – Head of Markets Accelerator Programme (MAP)
Alice Smyth – Junior Business Manager MAP

Vladimir Piterbarg and William McGhee introduced the Quant analytics and team and gave an overview of what they do at NatWest. Julia Daffy, Early Career & Comeback Programme Manager gave information on application process for graduate offerings.

The Quantitative team headed by Adrien Jamain represented by three Quants and two Automated Market Making joined to discuss their daily jobs, in addition to a representative from the recruitment team who gave an overview on the recruitment types and processes.

An introduction to Citi's Quantitative Analysis Programme, where representatives from Citi Quants team explain more about what they do on a day-to-day basis, and how their programmes could be the right fit for you.

Quantitative Roles at Goldman Sachs presented by Stefan Curtress (IMD Division) and Camille Humbert (Securities Division).




8 November, Huxley 340, JP Morgan team:

  • Andrea Bordoni, Quantitative Research & Machine Learning
  • Pierre Blacque-Florentin, Quantitative Reseach
  • Antonella Bucciaglia, Quatitative Research
  • Armand Bonnet, Quatitative Research

25 October, Huxley 342, Capital Fund Management:

  • Mike Lorraine

18 October, Huxley 342, Data Spartan team:

  • Eddie Litonjua, Project Manager
  • Victor Citroen, Executive Consultant

11 October, Huxley 342, BNP Parisbas team:

  • Giulia Boucher, Global Markets-Quantitative Research
  • Jean-Michel Ly, Global Head of Structured Rates Quant Research
  • Adrien Jamain, Global markets-Quantitative Research
  • Mingyi Sun, Analyst- Sales LTIR UK
  • Kaimei Zhang, Analyst- Global Markets

3 October, Hulxley 130, British Petroleum team:

  • Niall Branley, Global Head of Valuation Control, IST Commodity Risk
  • Plamen Turkedjiev, Model Validation Quatitative Analyst
  • Caitlin Barry, Quatitative Analyst
  • Adrien Grange, Senior Quatitative Analyst