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
Speakers:
- Johannes Geissler, Expert, Quantitative Analysis / Valuations, FMS-SG
- Benjamin Kokjohn, Expert, Quantitative Analysis / Valuations, FMS-SG
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
- TBC
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
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 Anguaga, 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
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