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Dedicated to fostering the profession of quantitative finance

The IAQF is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field.


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Upcoming Events

  • AI/ML in Finance – Shaping the Future of Financial Markets

    • 24 Jun 2025
    • 5:45 PM - 8:00 PM
    • LSE Shaw Library 6th Floor of the Old Building London School of Economics and Political Science Houghton St, London WC2A 2AE

    AI/ML in Finance – Shaping the Future of Financial Markets

    Presented by IAQF and LSE DSI

    June 24, 2025 | London


    The International Association of Quantitative Finance (IAQF) and the Data Science Institute at the London School of Economics (LSE DSI) are delighted to co-host this exclusive event. Join us for an evening of insightful presentations and dynamic discussions on how artificial intelligence (AI) and machine learning (ML) are revolutionizing the financial markets.


    Sponsored by: 


    Event description:

    AI and ML are rapidly transforming the finance industry—from automating routine tasks to empowering complex decision-making. In this event, a series of short talks and a panel discussion will delve into the innovative applications and future trends at the intersection of finance and technology.


    We look forward to welcoming you to an inspiring evening in London!

    Why attend?

    • Engage with thought leaders and experts in AI/ML and finance
    • Network with industry practitioners, academics, and enthusiasts
    • Gain insights into emerging trends shaping the future of financial markets


    Confirmed speakers and Panelists

    • Giovanni Beliossi – Head of Investment Strategies at Axyon AI, UK
    • Petter Kolm – Professor at NYU Courant, USA
    • Hilary Till – Principal at Premia Research, USA
    • Johannes Muhle-Karbe – Professor at Imperial College London, UK
    • Peter Hafez – Chief Data Scientist, RavenPack and Bigdata.com, Spain


    Chair:

    Johannes Ruf – Professor in Department of Mathematics and Deputy Director

    Data Science Institute, LSE


    Registration

    Registrations are closed — the event is fully booked.

    Location

    LSE Shaw Library

    6th Floor of the Old Building

    London School of Economics and Political Science

    Houghton St, London WC2A 2AE

    Agenda

    • 17:45 – Arrival
    • 18:00 – Opening remarks
    • 18:05 – Presentation & panel discussion
    • Reception to follow
    • Event ends at 20:15

      Map of the LSE Campus (Including the Old Building)


      Show details

    • How I Became a Quant - Boston

      • 17 Sep 2025
      • 5:00 PM
      • Boston University Questrom School of Business 595 Commonwealth Ave Boston, MA 02215
      Register

      How I Became a Quant: Boston

      This annual event is a Panel Discussion on Careers in Quantitative Finance, as industry veterans will discuss their experiences, the current economic climate, and career paths in finance and data science.

      Wednesday September 17, 2025

      5:00 PM Program Begins: Panel Discussion

      6:30 PM Reception


      Location:

      Boston University Questrom School of Business

      595 Commonwealth Ave

      Boston, MA 02215


      Moderator: 

      Philip Sun, CEO at Adaptive Investment Solutions, LLC And Professor of Finance at Boston University


      Panelists:


      Dan diBartolomeo, President of Northfield Information Services INC

      Mengjia (Sara) Tan, Quantitative Analyst at Adaptive Investment Solutions

      TBA


      Panelist Biographies

      Moderator: Philip Sun is a fintech entrepreneur, investment manager and leader of quantitative research and investment teams with over 25 years of professional experience. Philip currently is the CEO and cofounder of a fintech startup, Adaptive Investment Solutions, LLC. Philip is also a Professor of Finance, Entrepreneurship and Data Science at Boston University and Hult International Business School. Philip began teaching Algorithmic and High-frequency class as an adjunct in the Master of Science in Mathematical Finance & Financial Technology program in the Fall of 2022, where he is working to reshape the class to combine both mathematical rigor and in-depth exposure to real world data and trading applications. Prior to starting Adaptive, Philip was the Head of Quantitative Research and Investments at Sentinel Investments, a fully owned investment management subsidiary of National Life Group. Before Sentinel, Philip held senior quantitative research and investment positions in the fixed-income and asset allocation divisions in Fidelity Investments and Wellington Management. Prior to Wellington, Philip started his career as a portfolio manager of quantitative macro strategies at Highbridge Capital Management (now part of JP Morgan Asset Management) and PanAgora Asset Management. Philip holds an MBA from the Wharton School, a PhD in Physics from Carnegie Mellon University, and dual Bachelor Degrees in Physics and Mathematics from Stony Brook University. Philip is a Chartered Financial Analyst.

      Mengjia (Sara) Tan is a Quantitative Analyst at Adaptive Investment Solutions. Her quantitative finance journey began at UC San Diego, where she studied mathematics and economics and became fascinated by the dynamics of capital markets. She later deepened that interest through Boston University’s Mathematical Finance & Financial Technology master’s program, where she focused on strategies involving index option hedging, volatility modeling, and portfolio analytics. Outside of work, she stays active in the quant community, organizing events and exchanging insights with industry professionals.


      Sponsored By:


      Show details

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    Latest News

    May 12, 2025

    The IAQF Announces the Winners of the Annual IAQF Academic Affiliate Membership Student Competition

    May 12, 2025 – NEW YORK CITY – The International Association for Quantitative Finance is pleased to announce the winners of the Fourteenth Annual Academic Affiliate Membership Student Competition. Twenty-three teams representing twelve academic programs submitted papers in response to this year's competition problem which focused on market capitalization.

    The winners and problem can be viewed on the full press release here.

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    Francis A. Longstaff

    Francis A. Longstaff is the Allstate Professor of Insurance and Finance at the UCLA Anderson School of Management. He is a CFA and a CPA and has extensive Wall Street experience. His research interests focus primarily on fixed income markets, derivatives markets and valuation theory, computational finance, the impact of illiquidity of security valuation, credit risk, and the role of arbitrage in financial markets. Many of his valuation models have been used widely on Wall Street and throughout the global financial markets. He has served as a consultant for many Wall Street firms, mutual funds, hedge funds, commercial banks and other financial institutions, software developers and risk management firms, as well as in litigation support. He is a frequent speaker at practitioner seminars and conferences.

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