Our team is formed by academic and industrial sector professionals

Luis Seco

University of Toronto

MMF Director


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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

Program Director, MSc UZH ETH in Quantitative Finance


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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

Quantitative Finance Program Director


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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 Autonoma de Madrid, BME Institute, Madrid

Director, Executive Master in Financial Risk


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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

Head of the Chair Mathematical Finance


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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.

Field Experts

Michael zerbs

bank of nova Scotia

Group Head, Tech & Ops


yicent chen

bank of montreal

VP, Cross Business Risk


Norbert Forgarasi

Morgan stanley

Managing Director


adam nanjee


Managing Director


Klaus zimmer


Portfolio Manager


Alejandro de los santos

banco de Mexico

Director of Cybersecurity


eStelle Chen

TD Bank

Business Relationship Manager


carol wilson

TD bank

VP Information Security


Angel mencia

banco Santander

Head of Market Risk


maria eugenia palomera

bbva Bancomer

Executive Director


Javier marquez


Chief Risk Officer


kuno tucker

paradigm capital

Chief Compliance Officer


gAbriele sussino

pictet Asset Management

Institutional Clients


Desheng wu





Beatriz Rumbos




javier gimeno





Naveen Kalia


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Mr. Naveen Kalia is a senior Consultantat the TD Bank, Toronto. He has lectured at New York University and has an ample experience in the areas of trading, banking and finance, having worked at the Citadel Investment Group in New York, at Deutsche Bank in Singapore and London, at Bank of America, Singapore where he was an Oil Products trader, and Goldman Sachs, Toronto. He is a graduate of the Masters in Mathematical Finance at the University of Toronto and holds a CFA. He is a fan of Boxing, Brazilian Ju- Jitsu, Cycling, Snooker, Swimming, Basketball, Softball, Skiing and Traveling.

Alik Sokolov


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Alik combines a pragmatic approach to data science with deep industry and domain knowledge, statistical rigour and innovate machine learning tools to connect and unlock value in structured and unstructured data.

Alik has applied machine learning across a wide range of business problems, including customer acquisition and retention, segmentation, fraud, pricing and risk, productivity optimization, and in helping structure text data such as social media, customer complaints, and claims notes. Alik is currently working in the venture capital space and has previously spent 6 years building algorithms and leading machine learning and product development initiatives in Deloitte Canada’s

AI Practice. Alik also holds a HBSc degree in Financial Mathematics from the University of Toronto, and a Master’s Degree in Mathematics from the University of Toronto. He has also completed his CFA designation. Alik is also currently teaching a Machine Learning course at the Master’s of Mathematical Finance program at the University of Toronto, as well as teaching, participating in workshops and speaking on machine learning and its FSI applications globally. Alik also heads up the ma- chine learning-driven research projects at RiskLab as a director of machine learning, which research focusing on applications of modern deep learning to classical and novel quantitative finance problems.

Maria Quintanilla


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Maria is the Managing Director for Training and Inter- national Relations at Risklab at the University of Toronto. Maria holds a PhD in Mathematics from the University of Toronto. She has done numerous research projects wi- thin the Risklab environment and with Ryerson Universi- ty. Her strengths are in the areas of Applied Mathematics with special focus in Risk Management.

Lexuri Fernandez


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Lexuri Fernández is an instructor at the Chair of Mathematical Finance of the Technical University of Munich, Germany, She has been a postdoctoral researcher at the Université Catholique de Louvain (UCL), Belgium. She holds a PhD in Mathematics from the University of the Basque Country in Spain.

Xandra Farkas


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Xandra is currently Lecturer for Operations Research at the Department of Busi- ness Administration, University of Zurich.
She is a fully qualified Actuary of the Swiss Association of Actuaries (SAA), holds a Master of Advanced Studies in Finance, joint degree of University of Zurich and ETH Zurich, a Master of Science in Mathematics from the University of Munich (Major / Minor: Financial Mathematics /Computer Sciences), and a Licence Diploma in Mathematics (Dipl. Math.), University of Bucharest.

Currrently she is acting Managing Director of the Blockchain Center of the University of Zurich and Chapter Managerr Regulatory Developments at the Swiss Risk Association.

Her professional interests are centered on Regulatory Capital and Supervisory Requirements for Banking and Insurance, with a focus on SST, S II, Basel III, Entreprise Risk Management, Financial Modelling, Insurance Pricing and Reserving, Operational Risk, Cyber Risk and GDPR, Blockchain, Di-gitalization / FinTech.

Xandra had earlier positions as Senior Actuarial Consultant at Zurich Insurance Group & AON (2016-2019), as Financial and Insurance Risk Management Specialist at FINMA (Financial Supervisory Authority of Switzerland) (2011-2016), and Pricing Actuary at Allianz Suisse and AXA Winterthur (2007-2011) and offered regular lectures at University of Zurich, ETH Zürich, ZHAW, University of Munich, University of Bucharest, etc.


Ivy Wang


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Senior Risk Advisor, Ontario Financing Authority, Ministry of Finance

China Initiatives Lead