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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

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
  • 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






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 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

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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.
Speakers :

Xabier Anduaga
Partner - Quantitative Services
LSEG Post Trade Solutions


Damien Barker
Principal Consultant
Quantitative Services
LSEG Post Trade Solutions


Peter Caspers
Principal Consultant
Quantitative Services
LSEG Post Trade Solutions


Eric Elchers
Principal Consultant
Quantitative Services
LSEG Post Trade Solutions


Matthias Groncki
Senior Quantitative Analyst
LSEG Post Trade Solutions


Robert Kirchner
Partner - Quantitative Services
LSEG Post Trade Solutions


Roland Lichters
Co-Head Quantitative Services
LSEG Post Trade Solutions


James Shepherd
Chief Information Officer
LSEG Post Trade Solutions


Stuart Smith
Co-Head Business Development
LSEG Post Trade Solutions


Scott Sobolewski
Co-Head Quantitative Services
LSEG Post Trade Solutions
Roland Stamm
Partner - Quantitative Services
LSEG Post Trade Solutions


Andrew Williams
Chief Executive Officer
LSEG Post Trade Solutions


Liam Williams
Pricing Analytics Team Lead
LSEG Post Trade Solutions