Quant Summit London 2026 Register Your Interest

Post Trade Solutions

Quant Summit London 2026

Join us in London on 11 May for the Post Trade Solutions Quant Summit.

Join us for a full day dedicated to advancing quantitative finance, beginning with a morning Risk Analytics Lab & Open-Source Risk Engine (ORE) Masterclass, followed by an afternoon of presentations, technical discussions, and community insights from across the industry. Whether you work in pricing, risk, analytics, model development, or quant technology, the Quant Summit offers a unique forum to learn, share experiences, and engage with the growing ORE ecosystem.

We will explore a broad range of forward-looking themes, including high-performance ORE deployment, intra-day pricing and market risk, the transition from legacy vendor systems, evolving regulatory expectations in counterparty credit risk, advances in SIMM and XVA methodologies and emerging performance and modelling techniques driven by our partners and contributors.

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

You are welcome to attend our morning Risk Analytics Lab & Open-Source Risk Engine technical Masterclass and/or the afternoon Quant Summit, which will feature a series of presentations and panel discussions with industry leaders. We will also dedicate time to discussing how AI is shaping the quant landscape and take a deeper dive into several relevant use cases.

More details and speakers will be announced soon, please check back for updates and register your interest.

Event Information

Date: May 11, 2026

Time:

Breakfast & Registration for the Masterclass: 9:30 - 10:00

Masterclass: 10:00 - 12:00

Lunch & Registration for the Quant Summit: 12:00 - 13:00

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 Risk Analytics Lab & ORE Masterclass

Speakers:

Peter Caspers, Quant Development Lead, Post Trade Solutions, LSEG
Matthias Groncki, Senior Quantitative Analyst, Post Trade Solutions, LSEG
Sarp Kaya Acar, Principal Consultant, Post Trade Solutions, LSEG

Session 2, Masterclass

12:00 – 13:00 Registration & Lunch

13:00 - 13:15 Welcome Keynote

13:15 - 13:45 LSEG’s Internal Adoption of ORE

Topics:

Across LSEG, a number of businesses outside of Acadia have recognised the significant modelling benefits and cost efficiencies enabled by the open‑source ORE framework.
SwapAgent and SwapClear share their experiences using ORE and how it has reduced reliance on third‑party risk analytics vendors
First‑hand perspectives on the ORE learning curve, available support resources, reconciliation challenges, and other key planning considerations
A discussion of the cost savings and additional benefits achieved through the adoption of ORE

Speakers:

Joey O’Brien, Principal Quant, Post Trade Solutions, LSEG
Richard Bareham, Pricing and Analytics Lead, Post Trade Solutions, LSEG
Mohamed Dergueche, Director, Head of Swapclear Risk Change, LCH
Sanja Hukovic, Head of Model Risk, LSEG

13:45 - 14:15

Performance Optimisation and Run-time Considerations for ORE

Topics:

Framework for running ORE on GPUs for production risk analytics
Optimising run-time for intra-day pricing and market risk management

Speakers:

Roland Stamm, Partner, Quantitative Services, Post Trade Solutions, LSEG
Peter Caspers, Quant Development Lead, Post Trade Solutions, LSEG

14:15 - 14:30 Break

14:30 - 15:15

LSEG Models-as-a-Service (MaaS) and Model Context Protocol (MCP): Spotlights on Risk Analytics Lab and Anthropic Partnership

Topics:

Demonstration of our new product Risk Analytics Lab, a MaaS version of ORE
Introducing Agent Skills designed for LSEG’s MCP, with seamless connectivity to Claude Cowork.
Unlock cross‑asset risk analytics, from Yield Book and Reuters News to extensive macroeconomic and fundamental datasets, all integrated directly into Claude’s environment.

Speakers:

Aysegul Erdem, Head of Modelling Solutions, D&A - Analytics, LSEG
Samuel Schwalm, Director, Enterprise Pricing Analytics Proposition, LSEG
Jake Ullman, Senior Business Development Associate, Post Trade Solutions, LSEG

15:15 - 16:00 ORE in the Era of Agentic AI

Speakers:

Xabier Anduaga, Partner, Quantitative Services, Post Trade Solutions, LSEG
Joey O’Brien, Principal Quant, Post Trade Solutions, LSEG
Gordon Lee, Senior Director, Head of Markets Quants, BNY

16:00 - 16:25

Benchmarking Counterparty Credit Risk Capital Models: Recent work with ISDA and the PRA

Topics:

Feature the latest ISDA white paper and its key takeaways.
Address practical considerations for backtesting, model validation, and securing regulatory approvals

Speakers:

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

16:25 - 16:55

New Features in ORE release v15/16 and Recent Research Initiatives

Topics:

Deep dive on local volatility (Heston) models for pricing and exposure simulation
Advances in curve building (rates, caps)
Advances python / service / dependency analysis
Dynamic SIMM for MVA

Speakers:

Peter Caspers, Quant Development Lead, Post Trade Solutions, LSEG

16:55 - 17:00 Closing Remarks

Speaker:

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

17:00 - 19:00 Networking Reception

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