Advisory board

Vladimir Lučić is a Visiting Professor in the Mathematical Finance Group, Imperial College London. Prior to joining Imperial College, Vladimir occupied a number of senior quantitative roles in Investment Banking, including the global head of Quantitative Analytics for Equity Derivatives, Structured Funds and QIS at Barclays, Head of Statistical Modelling and Development for rates and credit at Barclays, and head of Quantitative Investment Strategies in the cross-asset volatility space at Macquarie Group.

Vladimir is also an Adjunct Professor at Faculty of Computer Science, Dalhousie University, Canada. He holds a PhD in Mathematics from the University of Waterloo.

Martin Summer is the Head of the Research Section of the Austrian Central Bank (OeNB). He holds a PhD in Economics from the University of Vienna.

Prior to joining OeNB, he worked as a lecturer at the University of Vienna, Birmingham and Regensburg, as a visiting researcher and academic advisor at the Bank of England, and as a visiting scholar at the Financial Markets Group of the London School of Economics.

His research interests are in banking regulation and systemic risk, financial stability, and financial economics. He is an Associate Editor of the journal Mathematical Finance.

Ivan is a serial entrepreneur, currently serving as CEO of MVP Workshop, a Web3 Venture Builder company, and co-founder of Polygon Edge, an EVM-based blockchain scaling solution.

He has been involved full-time with building software products since 2001 as an engineer, tech executive, or co-founder in multiple corporations and startups, while also being involved in six startup exits.

In MVP Workshop's R&D studio, he worked on over 50 different Web3 projects, some of which turned out to be unicorns, such as Celsius Network and Polygon.

Marko Kangrga is the Head of Quantitative Research for Americas at RavenPack. He focuses on novel approaches and techniques for combining fundamental drivers with big data quantitative frameworks to identify alpha opportunities across multiple asset classes.

Previously, as the head trader and investment analyst at an event-driven hedge fund in New York, he was responsible for macro research, idea generation and risk management.

He has a B.S. degree in Finance with a minor in Computer Science from the University of Evansville.

Founder of Synchrony Consulting Services, a Toronto-based risk management and recruitment firm incubated at the Fields Institute. He previously held senior roles at Boston Consulting Group and Scotiabank, with nearly 20 years of experience in risk strategy, analytics, and technology.

Kruno has served on advisory boards for the Fields Institute, Western University's MFE program, and PRMIA Toronto.

He holds degrees in statistics, economics, financial mathematics, and business law, and is a Fellow of the Canadian Securities Institute.

Vladimir Aleksić is Vice President at JP Morgan in London. He holds a PhD in Mathematics and Computing at King's College, University of London.

He has a decade-long experience split between the Macro Index desk within the Markets business and the Chief Investment Office.

He also has expertise in developing and executing quantitative investment strategies in interest rates, FX and commodities.

Petar Marković is a Vice President at FIC Structuring at Deutsche Bank, New York. Previously, he was Vice President in the Investment Banking Financing Group of Goldman Sachs in New York focusing on quantitative analytics, derivatives hedging, and risk management for corporate clients.

Out of nine years at Goldman Sachs, he spent the first seven in Risk division, modeling risk across assets for the firm.

He holds a BSc in Electrical Engineering and MSc in Quantitative Finance (IMQF) from University of Belgrade, and an Executive MBA degree from Columbia University in New York.

Marko Jevremović is Executive Director at JP Morgan in New York in charge of quantitative research for Liquidity, Custody and Depositary Receipts within Securities Services business.

He holds a MSc in Mathematics from Cambridge University.

Prior to joining JP Morgan, he led the modeling stream of Portfolio Quantitative Analytics at UBS in London, with experience across most of the major asset classes and studying firm-wide cross-asset impacts on XVAs, capital and collateral optimization.