Celebrating 10 Years of the Open Source Risk Engine (ORE).
Join us as we celebrate 10 years of the ORE, marking a decade of innovation, collaboration and open-source development across the quantitative risk management community.
This special event will bring together ORE contributors, QuantLib experts, developers, users and industry practitioners to reflect on ORE's journey, its impact on the financial industry, and the exciting opportunities ahead.
The day will feature presentations from key contributors, including a look forward at the history of ORE and QuantLib, updates on the latest ORE developments, discussions on emerging technologies such as AI, and interactive sessions exploring future roadmap priorities and community wish lists.
Whether you have been part of the ORE journey from the beginning or are interested in the future of open-source risk analytics, this event provides a unique opportunity to connect with peers, exchange ideas and celebrate a decade of achievement.
Highlights include:
- 10 Years of ORE: History and Contributors
- 25 Years of QuantLib
- Current ORE Development Updates
- Visualisations and GUIs
- Panel Discussion: AI in the Context of QuantLib and ORE
- Open Discussion: Roadmap & Wishlist
- Networking Reception
We look forward to welcoming you for a day of learning, discussion and celebration as we mark this important milestone for the ORE community.
Event info
Date: 5 November 2026
Time: 10:00 - 17:20, followed by networking drinks
Location: Mindspace Eurotheum, Neue Mainzer Str. 66-68, 60311, Frankfurt
10:00 - 10:30 | Registration & Breakfast
10:30 - 10:40 | Opening Remarks
Speaker:
- Roland Stamm, Partner, Quantitative Services, Post Trade Solutions, LSEG
10:40 - 11:10 | 10 Years of ORE: History and Contributors
Speaker:
- Roland Lichters, Co-Head of Quantitative Services, Post Trade Solutions, LSEG
11:10 - 11:40 | 25 Years of QuantLib
- Luigi Ballabio, Co-Founder, QuantLib
11:40 - 12:00 | Coffee Break
12:00 - 13:00 | Current ORE Development | Part I
Topics:
- Intraday Power Curves, Matthias Groncki, Senior Quantitative Analyst, Post Trade Solutions, LSEG
- Commodity Exposure Model, Sarp Kaya Acar, Principal Consultant, Post Trade Solutions, LSEG
- FRTB-SA (Standardized Approach for Fundamental Review of Trading Book), Henning Segger, Principal Consultant, Post Trade Solutions, LSEG
13:00 - 14:00 | Lunch Break
14:00 - 15:00 | Current ORE Development | Part II
Topics:
- Exposure Framework, Peter Caspers, Quantitative Dev Lead, Post Trade Solutions, LSEG
- ORE Python, Farah Khashman, Quantitative Developer, Post Trade Solutions, LSEG
- Excel-Addin, Eric Ehlers, Principal Consultant, Post Trade Solutions, LSEG
15:00 - 15:45 | ORE and Agentic AI: Opportunities to Build
Speaker:
- Joey O'Brien, Principal Consultant, Quantitative Services, Post Trade Solutions, LSEG
15:45 - 16:00 | Coffee Break
16:00 - 16:45 | Panel Discussion: Experiences with AI in the Context of QuantLib and ORE
Speakers:
- Roland Lichters, Co-Head of Quantitative Services, Post Trade Solutions, LSEG (Moderator)
- Luigi Ballabio, Co-Founder, QuantLib
- Peter Caspers, Quantitative Dev Lead, Post Trade Solutions, LSEG
- Joey O'Brien, Principal Consultant, Quantitative Services, Post Trade Solutions, LSEG
16:45 - 17:15 | Open Discussion: Roadmap & Wishlist
17:15 - 17:20 | Closing Remarks
- Roland Stamm, Partner, Quantitative Services, Post Trade Solutions, LSEG
17:20 - onwards | Drinks Reception
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You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.
