The Practitioners' Lecture Series is aimed at engaging students (MSc and PhD) in a wide range of up-to-date topics and trends with direct industry relevance, reaching beyond the core contents of the MSc.

It consists of short lectures (1-2 hrs length) given by practitioners working in the field with contents ranging from technical to more hands-on, or overviews, with a strong emphasis on the everyday applications and challenges. Topics include Algorithmic Differentiation, Regulation, Stress testing, Block Chain, Impact of Brexit, FinTech, Big Data and many more.

Upcoming lectures

  • 16 October, 6-8pm (Huxley 139): Shri Rengasamy (DC Innovation Leader, Mercer)
         New trends in finance and insurance
  • 23 October, 6-8pm (Huxley 139): Tiziano Bellini (Senior Manager, EY)
         Stress testing and risk integration in banks
  • 30 October, 6-8pm (Huxley 139): Ben Wood (Quantitative Analyst, JP Morgan)
         Deep Statistical Hedging
  • 6 November, 6-8pm (Huxley 139): Gordon Lee (Executive Director, Portfolio Quantitative Analytics, UBS)
  • 13 November, 6-8pm (Huxley 139): Leonardo Marroni and Irene Perdomo (Devet Capital)
         Commodity markets and commodity indexes: a practitioners’ introduction
  • 5 December, 6-8pm (Huxley 139): Roel Oomen (Managing Director, electronic FX Spot Trading, Deutsche Bank)
         FX OTC market structure




  • 22 March, 17:00-18:00 Clore Lecture Theatre (Huxley 213): Patrick McGuire (LMR Partners) on Practical Volatility and Credit Trading
  • 21 March, 16:30-17:30 Huxley 139: Claude Martini (Zeliade Systems Paris) on Robust Calibration and No Arbitrage Interpolation of eSSVI Slices
  • 13 March, 17:00-18:00 Weeks Hall Lecture Theatre: Gordon Lee (UBS) on The Importance of Being (Earnestly) Collateralised
  • 13 February, 17:00-18:00 Weeks Hall Lecture TheatreLeonardo Marroni and Irene Perdomo (Devet Capital) on February 5th: Black Monday for VIX, and VIX products 
  • 14 December, 17:00-18:00 Huxley LT 144: Ben Wood (JP Morgan Chase) on Deep Statistical Hedging
  • 7 December, 17:30-18:30, Huxley LT 139: Eric Schaanning (Norges Bank and ETH Zurich) on Next generation stress testing
  • 2 November, 17:30-18:30, Huxley LT 139: Joaquin Narro (Alcazar Investment Management Ltd / Bainbridge Partners LLP) on Commodity markets and commodity indexes: a practitioners’ introduction
  • 5 October, 16:30-18:00, Huxley LT 340: Tiziano Bellini on Stress testing and risk integration in banks