People
Contents |
Board of Directors
Paul Bilokon
Paul Bilokon is a quantitative analyst, strategist, and developer, researcher and entrepreneur.
He is a Founder and Chief Executive Officer of Thalesians Ltd. and a Vice President in Algorithmic Trading at Citigroup. Paul is also a part-time researcher in computer science and mathematics at Imperial College.
Before joining his team at Citigroup, Paul worked in Foreign Exchange Quants at Citigroup, Electronic Trading at Nomura, Foreign Exchange Quants at Lehman Brothers, and Prime Brokerage Risk Analytics at Morgan Stanley, where he started his career in finance as a graduate trainee.
Paul has received a First Class Honours Master in Science degree from Imperial College in mathematics and computer science. He has received numerous honours and awards, including the Donald Davis Prize (best final year project in mathematics and computer science at Imperial College, 2005), British Computing Society Award for the Student Making the Best Use of Information Technology (2005), Ward Foley Memorial Scholarship (2001), University of London High Achiever Award in Mathematics (1999), University of London High Achiever Award in Physics (1999).
Paul is a Member of the British Computer Society, Institution of Engineering and Technology, and European Complex Systems Society. He is an Associate of the Securities and Investment Institute and Royal College of Science.
[ Paul's home page | Paul's Thalesian Blog ]
Matthew Dixon
Matthew Dixon is a Managing Director and Head of Americas at Thalesians Ltd.
Matthew is a visiting assistant professor in applied mathematics at UC Davis where he specializes in applied numerical analysis and scientific computing. He previously held postdoctoral research appointments with the Computer Science Department at UC Davis and the Institute for Computational and Mathematical Engineering at Stanford University. Matthew graduated with a PhD in applied mathematics from Imperial College in 2007 and a MSc in parallel and scientific computation (with distinction) from Reading University in 2002. He is a regular speaker at computational finance events and in between his studies has worked for various investment banks in London.
Saeed Amen
Saeed Amen is a Managing Director at Thalesians Ltd.
Saeed started his career at Lehman Brothers. He worked on the FX desk developing systematic trading models for both G10 and EM and was part of the team who developed the MarQCuS suite of models. He was also responsible for a systematic FX prop trading book and conducted research around high frequency FX including economic events. He currently works at Nomura as a Vice President in Quantitative Strategy, also in FX, developing their model infrastructure. He graduated from Imperial College with a first class honours master's degree in Mathematics and Computer Science.
[ Saeed's home page | Saeed's Thalesian Blog ]
Academic Advisory Board
Claudio Albanese
Claudio Albanese is a Visiting Professor at the Financial Mathematics Group at King's College and an independent consultant at Global Valuation Ltd. He received his doctorate in Physics from ETH Zurich, following which he held post-doctoral positions at New York University and Princeton University. He was Associate Professor in the Mathematics Department of the University of Toronto and then Professor of Mathematical Finance at Imperial College London.
Iain Clark
Iain Clark has over 13 years experience as a front office quant. He is Head of FX Quantitative Analysis at Unicredit. He has previously worked at Standard Bank as Head of FX and Commodities Quantitative Analysis, Dresdner Kleinwort, Lehman Brothers, BNP Paribas and JP Morgan.
Iain has a PhD in applied mathematics from Queensland University and a MSc in financial mathematics from Edinburgh and Heriot-Watt Universities. He still writes his own code.
His book Foreign Exchange Option Pricing: A Practitioner's Guide was published in November 2010 by Wiley Finance.
Dan Crisan
Dan Crisan is a Reader in Mathematics at Imperial College London. His expertise lies in the area of Stochastic Analysis with applications in Engineering and Finance. His current research is on developing high-order numerical algorithms for solving stochastic differential equations, approximating schemes for backward SDEs and particle methods for nonlinear filtering. His book, Fundamentals of Stochastic Filtering appeared at Springer Verlag at the begining of the year and he is currently involved in editing an advanced handbook on Nonlinear Filtering to be published by the Oxford University Press. Dr. Crisan is a member of the editorial board of the Journal of Mathematics and Computation. He is also actively involved in teaching. Among numerous other courses, he has taught stochastic filtering, numerical stochastics, and measure-valued processes at Imperial College; applied probability, and stochastic calculus and applications at Cambridge University.
Berc Rustem
Berç Rustem (FIMA, CMath) (Professor of Computational Methods in Operations Research, Imperial College, London) is editor of Automatica, co-editor of Computational Management Science, Advisory Editor of Journal of Economic Dynamics & Control (JEDC), and on the editorial board of Computational Economics, Journal of Global Optimization, Cybernetics, and several book series. He was President of the Society for Computational Economics (2000-2002), editor of JEDC (1987-2002), chair of the IFAC Technical Committee "Computation in Economics & Finance" (1992-2000), and chair of the IPC IFAC Symposium "Computation in Economics & Finance" (2001). He also was the Principal Investigator in various research projects that led to the development of optimisation software for nonlinear economic models (supplied to HM Treasury), and financial and engineering risk management software. He has authored over 150 journal and conference publications, edited many journal special issues (including JEDC, Parallel Computing), and 4 book volumes (published by MacMillan and Kluwer). He is the author of 3 research monographs on optimisation algorithms, multiple-objective decision making and min-max robust design (Springer-Verlag, Wiley & Sons, Princeton University Press). He is the author of "Projection Methods in Contrained Optimisation and Applications to Optimal Policy Decisions", "Algorithms for Nonlinear Programming", and "Algorithms for Worst-Case Design and Applications to Risk Management".
