Quant Summit London 2025

Post Trade Solutions

Quant Summit London

We’re pleased to invite you to the Post Trade Solutions (formerly Acadia) Quant Summit, taking place in London on 3 June.

Join us for a dynamic day focused on innovation and insights in quantitative finance, featuring leading experts from across the industry.

You’re welcome to attend our morning Open-Source Risk Engine technical Masterclass, and/or our afternoon Quant Summit, which will feature a series of presentations and panel discussions from industry leaders.

Event Information

Date: June 3, 2025

Time:

Masterclass: 10:00 - 12:00
Quant Summit: 13:00 - 17:15 (followed by networking reception)

Venue: LSEG, 10 Paternoster Square, London, EC4M 7LS

Agenda

Session 1, Masterclass

9:30 – 10:00 Registration & Breakfast

10:00 – 12:00 ORE Masterclass

Speakers:

Damien Barker, Principal Consultant, Quantitative Services, LSEG Post Trade Solutions
Peter Caspers, Principal Consultant, Quantitative Services, LSEG Post Trade Solutions
Matthias Groncki, Senior Quantitative Analyst, LSEG Post Trade Solutions
Eric Ehlers, Principal Consultant, Quantitative Services, LSEG Post Trade Solutions
Roland Lichters, Co-Head Quantitative Services, LSEG Post Trade Solutions

Session 2, Quant Summit

12:00 – 13:00 Registration & Lunch

13:00 – 13:15 Welcome Keynote

Topic:

Open Source Risk (ORE Engine at LSEG)

Speaker:

Andrew Williams, Chief Executive Officer, LSEG Post Trade Solutions

13:15 – 13:45 Quantile's use of ORE

Topics:

Overview of initial requirements and frustrations with incumbent “black-box” software
Implementation timeline and relevant deployment considerations
First-hand perspective of ORE “learning curve” and support resources
Costs savings and other benefits accrued from ORE
Broader applications for ORE within LSEG PTS and beyond

Speakers:

Roland Lichters, Co-Head Quantitative Services, LSEG Post Trade Solutions
Liam Williams, Pricing and Analytics Team Lead, LSEG Post Trade Solutions
James Shepherd, Chief Information Officer, LSEG Post Trade Solutions

13:45 – 14:15 ORE as a Production Risk System

Topics:

ORE night batch integration
Portfolio coverage
Scripted trades and some remarks
Stability of results – an inflation example

Speakers:

Johannes Geissler, Expert, Quantitative Analysis / Valuations, FMS-SG
Benjamin Kokjohn, Expert, Quantitative Analysis / Valuations, FMS-SG

14:15 – 14:30 Break

14:30 – 15:15 Industry use cases of ORE

Speakers:

Xabier Anguaga, Partner, Quantitative Services, LSEG Post Trade Solutions
Robert Kirchner, Partner, Quantitative Services, LSEG Post Trade Solutions
Roland Stamm, Partner, Quantitative Services, LSEG Post Trade Solutions

15:15 – 15:45 Exposing the power of ORE through SaaS :

Risk Analytics Lab

Topics:

Demonstration of the new Acadia Risk Analytics Lab solutions

Speakers:

Stuart Smith, Co-Head Business Development, LSEG Post Trade Solutions
Damien Barker, Principal Consultant, Quantitative Services, LSEG Post Trade Solutions

15:45 – 16:00 Break

16:00 – 16:30 ISDA IMM Benchmarking

Topics :

Overview of the IMM Benchmarking exercise
The role and usage of ORE as a benchmarking tool
Summary of the ORE results
Learnings from initial comparisons
Next steps

Speakers :

Xabier Anduaga, Partner, Quantitative Services, LSEG Post Trade Solutions
Paola Rensi, Head of Capital Models Benchmarking, ISDA

16:30 – 17:00 New Features in ORE release v.13

Topics :

Performance enhancements – Adjoint Algorithmic Differentiation (AAD) for xVA sensitivities, GPU compatibility, speed-ups for cross-asset risk factor simulation model(s).
New models & analytics – LGM model calibration, standardized Basel III regulatory capital metrics, SABR model support, new asset classes added for American Monte Carlo simulation.
In-simulation SIMM calculation for accurate dynamic initial margin capture within potential future exposure (PFE) and Margin Value Adjustment (MVA).

Speakers:

Roland Lichters, Co-Head Quantitative Services, LSEG Post Trade Solutions

17:00 – 17:15 Closing Remarks

Speaker:

Scott Sobolewski, Co-Head, Quantitative Services, LSEG Post Trade Solutions

17:15 – 19:00 Networking Reception

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