The Institute’s Steering Group consists of leading practitioners and academics. The group consults and advises on changes in the quantitative finance industry and in the teaching and learning of quantitative finance. They assist with developing the strategic direction for the Institute by providing knowledge and experience within their fields of excellence.
Paul Wilmott is internationally renowned as a leading expert on quantitative finance. Paul is a researcher, author, consultant, lecturer and expert witness working in risk management, derivatives and most things quantitative in finance. His research work is extensive, with more than 100 articles in leading mathematical and finance journals, as well as several internationally acclaimed books on mathematical modelling and derivatives, including the best-selling Paul Wilmott On Quantitative Finance, published by John Wiley & Sons. Paul is one of the authors of the Financial Modellers' Manifesto. He is the founder of the Certificate in Quantitative Finance program.
Paul has extensive consulting experience in quantitative finance with leading US and European financial institutions. He has founded a volatility arbitrage hedge fund and a university degree course. Paul has lectured at all levels, to students and to practitioners.
Edward Oakley Thorp is a Chicago born mathematics professor, hedge fund manager, author, and blackjack player. As a pioneer in modern applications of probability theory, Edward was one of the first to harness small correlations for reliable financial gain.
He was the author of Beat the Dealer, a book which demonstrated that the mathematical house advantage in blackjack could be overcome by card counting. He also developed and applied effective hedge fund techniques in the financial markets, and collaborated with Claude Shannon in creating the first wearable computer.
Thorp received his PhD from the University of California, Los Angeles in 1958, and worked at M.I.T. from 1959 to 1961. He was a professor of mathematics from 1961-1965 at New Mexico State University, and then joined the University of California, Irvine where he was a professor of mathematics from 1965 to 1977, and a professor of mathematics and finance from 1977 to 1982.
Conrad Wolfram is the younger Wolfram of Wolfram Research – consisting of Wolfram|Alpha, Demonstrations and the core underlying technology, Mathematica. He founded the European Wolfram Research in 1991 after his brother Stephen set up the headquarters in the US and continues to be its CEO.
Since 1997, Conrad has also been strategic director of the worldwide group and initiates and directs the business, marketing, design and a variety of strategic technical projects--everything from the CDF Player concept to webMathematica (which underlies Wolfram|Alpha) to conceptualizing wolfram.com. In doing this he has formed new concepts of management including early use of website design to define strategy, "strategic bundles" and industry solutions sites as a way to verticalize activities.
Randeep Gug is the Director of the CQF Institute and Co-head of Fitch Learning's Professional Qualifications. He has been lecturing on the Certificate in Quantitative Finance (CQF) for over 3 years and has worked with CQF delegates from all over the world.
Prior to joining Fitch Learning, Randeep worked in a variety of roles. He spent five years working in the Equities division at Salomon Smith Barney and later traded futures and options on the Indian National Stock Exchange (NSE). More recently he has spent time teaching mathematics at all levels. He is a qualified teacher, holds a 1st class honours degree and a PhD for research in semi-conductor physics.
He is a CQF alumnus, achieving a distinction on the program and his current interests are based around improving and promoting the teaching and learning of quantitative finance.
James Dimech-DeBono is a Partner at Grant Thornton heading Complex Asset Valuations providing advice on the valuation of complex securities and portfolios of assets.
Before joining Grant Thornton James was a Partner in Financial Risk Management, heading the Financial Services Valuations Group at KPMG in London. Prior to that he was a Managing Director at Duff & Phelps in Europe and led the International Financial Engineering practice advising banks and funds on the valuation of complex and illiquid assets including portfolios of derivatives and asset-backed securities.
Kristoffer Houlihan, CQF, is the founder of Armilla Partners, a leading strategy and asset management firm for Alternatives. Before founding Armilla, Mr. Houlihan was previously Managing Director and Chief Risk Officer for Bank of New York Mellon’s hedge fund platform. Prior to BNY Mellon, Mr. Houlihan was a Director and head of defensive risk management for Pacific Alternative Asset Management Company (PAAMCO), a $10 Billion Fund of Hedge Funds. While at PAAMCO, Mr. Houlihan led the team responsible for defensive risk management. Prior to PAAMCO, Mr. Houlihan was a Vice President at JPMorgan in a variety of positions within quantitative risk for hedge funds based in London, Tokyo and New York.
He has extensive knowledge of quantitative risk and finance with regard to major hedge fund strategies and how risk management impacts the portfolio management process. His work has been published in investment management research and periodicals and he is a member of the Pacific Council on Foreign Policy.
Edward Talisse is a global capital markets professional with more than 25 years of experience gained at a leading investment bank. He is Chartered Financial Analyst, a candidate in the Certificate of Quantitative Finance program and a Certified Public Accountant. He worked as a rates trader, hedge fund sales person and in a chief operating officer capacity for Morgan Stanley’s Global Interest Rate Products Group until retiring in July of 2013. Edward spent most of his career outside of the Unites States and included long assignments in London, Paris, Tokyo and Hong Kong. Edward now provides finance, strategy and risk management consulting services to prominent buy and sell side firms.
He also writes market commentary for a number of research related newsletters. His primary areas of interest are in G3 fixed income trading and investment strategies plus capital structure optimization. Edward now lives in New York City. He received his undergraduate degree from Pace University NYC and has done advanced course work at Fordham University and the University College of London.
Sébastien Lleo is Associate Professor of Finance and Director of Doctoral Program at NEOMA Business School in France. He is Lead Researcher of 'Risk Perform' project, jointly funded by Région Champagne Ardennes and European Union. He is a Visiting Faculty, MSc in Quantitative Finance (MQF) at the Frankfurt School of Finance and Management and a Tutor on the Certificate in Quantitative Finance (CQF) at Fitch Learning.
Sébastien has extensive investment industry experience and has consulted on risk management, asset allocation for pension funds and investment boutique in Canada and UK. His research has been published in leading journal and he has co-authored a book titled Risk-Sensitive Investment Management (World Scientific) with Mark Davis and book chapters on dynamic investment models and risk management; and authored a Risk Management monograph published by the Research Foundation of the CFA Institute.
He holds an MSc in Management, an International MBA, and a PhD in Mathematics from Imperial College London (UK). He is a CQF alumnus (first cohort) and also a CFA Charterholder, a Certified Financial Risk Manager (FRM) and a Professional Risk Manager (PRM).
