NatWest Markets
Quant Conference 2019

Burcu Karabörk
Quantitative Developer

Burcu joined the bank in 2012 on the Technology Graduate Scheme and is currently a quant developer at NWM. She has an MEng (Hons) in Aeronautical Engineering from the University of Bristol. During her time there, she developed a control law clearance criterion compatible with bifurcation analysis for Pilot Induced Oscillation using an industrial-scale Matlab/Simulink model for a delta wing fighter aircraft. Other projects included the design of the systems architecture
for a new 250-passenger airliner with Airbus.

Passionate about a more inclusive future in technology, she fell into her current role after meeting someone from quants during a presentation she gave of a Raspberry Pi powered robot arm that she had built to help increase awareness of coding at schools by teaching pupils Linux and Python. She has since gone on to found the Girls Can Code employee led network and is the Strategic Lead for the London chapter of AnitaB.org, the world’s largest organisation for women in tech.

Séamus Kelly
Quantitative Analyst

Séamus is a quant in the Exotic Rates Quantitative Analytics team. He has been with the bank since 2010, and has previously held roles in the Algorithmic Quantitative Analytics team and the Finance department. Séamus has an MSc in Finance from Trinity College, Dublin and an MASt in Mathematics from the University of Cambridge.

Veronika Lunina 
Quantitative Analyst

Veronika is a quantitative analyst within the FX Options team at NatWest Markets, and she is working on automation of FX options trading. She has earned a PhD degree from Lund University, Sweden, where she was doing research on multivariate modelling of energy markets. Veronika has previously held quantitative roles at Morgan Stanley in London and Nordea Asset Management in Stockholm, and she is an affiliated researcher at the Knut Wicksell Centre for Financial Studies in Sweden.

Priti Sinha
Head of SAF Analytics

Priti started her career as a Fixed Income Quant at RBS in 2006, later moving into the Hybrids Quant group in 2010. Her current role heading the Shared Analytics Framework (SAF) analytics area sees her aligned to the Quant Dev group. She is responsible for the core analytics, the curves and market data infrastructure used in pricing, hedging and risk management across all asset classes. Priti is particularly passionate about making quant skills available beyond the traditional trading floor. To that end, she and her team are engaged in work for a range of clients across NWM, expanding the traditional remit of quants.

Priti has a PhD in Pure Mathematics and Theoretical Computer Science from IIT Delhi. Outside of work, Priti enjoys spending time with her 7 year old twins and brainstorming with her husband, who is a founder of an IOT & Tech start-up.

Tom Underwood
Quantitative Analyst/Developer

Tom has worked in FX options quantitative analytics at RBS/NatWest Markets for 7 years. Recently his focus has been on applying machine learning techniques to automated FX options market making and hedging. He has a PhD in Theoretical Particle Physics from the University of Manchester.

Jason Zhao 
Managing Director and Senior Quantitative Analyst

Jason Zhao is a Managing Director and senior quantitative analyst in NWM. He has held various roles over the past 21 years in quantitative analytics, including Global Head of Equity Derivative Quantitative Analytics at ABN ARMO and RBS. He has a PhD in signal processing from the University of Sussex and a BSc from Zhejiang University in China.