This event will feature two talks covering key aspects of quantitative finance. The first talk will introduce fundamental concepts such as the time value of money, arbitrage principles, and risk-neutral pricing, providing a foundation for understanding modern financial models. It will explore how these principles are applied in derivative pricing and risk management.

The second talk will focus on automated trading, discussing the development, implementation, and evaluation of trading strategies. Topics will include algorithmic decision-making, market data analysis, and risk control in automated trading systems. The session will also highlight practical considerations and challenges in designing strategies for real-world financial markets.​

About the speakers:

\Genko Vasilev\ is the Head of Data Science at KBC Group Bulgaria and an Assistant Professor at Sofia University. He holds a Ph.D. in Theoretical and Mathematical Physics (2003–2007) from Sofia University St. Kliment Ohridski.

Prof. Vasilev has an extensive background in academia and industry, having served as Head of Research and Development at CLOUDRISK Limited and as a postdoctoral researcher at both the University of Oxford and Université de Bourgogne. He has also worked on consulting projects with McKinsey & Company, Deutsche Bank, and other leading firms.

His interests span Quantum Physics, Mathematical Physics, Quantitative Finance, Machine Learning, and Artificial Intelligence, with a particular focus on automated trading and advanced trading strategies.

\Veselin Filev\ is the Head of AI at Ablera Ltd, an Associate Professor at the Bulgarian Academy of Sciences, an Adjunct Associate Professor at AUBG, and an Associate Member at the Dublin Institute for Advanced Studies. He holds a Ph.D. in Theoretical Physics (2003–2008) from the University of Southern California.

Prof. Filev has a strong background in both academia and industry. He has worked as a postdoctoral researcher at the Dublin Institute for Advanced Studies and the Max Planck Institute for Physics, as well as a Senior Quantitative Analyst at CLOUDRISK Limited. Additionally, he has worked on consulting projects with McKinsey & Company, Deutsche Bank, Royal Bank of Scotland Business, and other leading financial institutions.

His expertise spans String Theory, Mathematical and Computational Physics, Monte Carlo Simulations, Financial Mathematics, Machine Learning, and Software Development.