Christopher Grune

Christopher Grune began his career working for a member firm on the open outcry trading floor at the Chicago Board of Trade (now CME Group). He has over 30 years’ experience in both finance and IT on three continents (Africa, Asia and North America). He holds an MBA from Columbia Business School in New York, is a CFA Charterholder, and also holds the Certificate in Quantitative Finance (CQF), Professional Risk Manager and SIIA Financial Information Associate designations. He served for many years as a founding society member or as a board member of the CFA Societies of both Japan and East Africa. His career spans some of the world’s largest financial institutions, including Citi, Société Générale, State Street and IFC (World Bank Group). As a global emerging market Quant based fund manager, he managed billions of dollars in assets, actively trading on the NSE and BSE. He also ran a global EM market neutral hedge fund where he traded Indian futures and options contracts, as well as shorting and employing stock borrow in all the EM markets. Chris is an author and reviewer for a wide range of finance and IT topics for the Chartered Institute for Securities and Investment (CISI) of the UK and currently conducts assignments dealing with corporate finance advisory, Quant,AI/ML & Risk Management areas and business development across emerging and frontier markets.

Kannan Singaravelu

With over 20 years of experience in derivatives, data analysis, and financial technology, Kannan Singaravelu is a seasoned financial markets expert and a thought leader in quantitative finance and machine learning applications. His expertise spans multiple asset classes, combining deep domain knowledge with cutting-edge data science skills to deliver innovative solutions.

Kannan’s career includes a notable tenure at Bloomberg, where he served as a market specialist advising institutional clients on derivatives strategies and workflow optimization. He was an early adopter of the BQuant platform, leveraging it to pioneer data-driven solutions in finance. His reputation as a trusted advisor stems from his ability to bridge traditional finance with emerging technologies, particularly in machine learning and advanced analytics.

Well-known for his engaging Python Labs and Machine Learning programs, Kannan’s workshops and courses are highly sought after by finance professionals globally. He is a distinguished contributor to Fitch Learning’s CQF Program, where his teaching has impacted thousands of learners and been translated into Chinese to reach a broader audience.

Kannan’s academic credentials include a degree in Mechanical Engineering, an MBA, a Certificate in Quantitative Finance (CQF), and a certification in Applied Data Science from WorldQuant University. He is also the creator of Quantmod, a widely used Python library.

Kannan’s mission is to empower the financial community to harness the potential of AI and data science, making complex concepts accessible and actionable for professionals across the industry.

Miquel Noguer i Alonso PhD

Miquel Noguer i Alonso is a seasoned financial professional and academic with over 30 years of experience in the industry. He is the Founder of the Artificial Intelligence Finance Institute and Head of Development at Global AI. His career includes roles such as Executive Director at UBS AG and CIO for Andbank. He has served on the European Investment Committee UBS for a decade. He is on the advisory board of FDP Institute and CFA NY.

Mr. Noguer is also an academic, teaching AI, Big Data, and Fintech at institutions like NYU Courant Institute, NYU Tandon, Columbia University, and ESADE. He pioneered the first Fintech and Big Data course at the London Business School in 2017. He is the author of 100 papers on Artificial Intelligence.

He holds an MBA and a Degree in business administration from ESADE, a PhD in quantitative finance from UNED, and other prestigious certifications. His research interests span asset allocation, machine learning, algorithmic trading, and Fintech. He recently wrote a book Artificial Intelligence in Finance with Risk books and a Quantitative Portfolio Optimization book for Wiley.

Lalit Taneja

FRM, GARP India(Delhi) Chapter Director
Principal Consultant

Lalit Taneja is backed by more than two decades of industry experience in Business & Technology Consulting in areas of Securities and Capital Markets , Asset Management and Treasury Operations. His work experience includes Asset Management Operations, Custody Operations, Product Control, Business Analysis, GAP analysis, System Integration , Treasury Operations . His domain expertise are in the areas of Treasury Products ( Equity, Fixed Income & FX Products covering Front Office, Middle Office and Back Office Operations), Risk Reporting & Analytics which includes areas like Accounting (Mark to Market, Portfolio etc.), Reconciliations (FO-BO-MO) covering both Treasury and Asset Management Operations , Risk Analytics like Sensitivity analysis, Credit Curves, Pricing and Valuation. During his corporate journey he has worked closely with leading Financial Organizations across various departments in U.K, US and Canada in various projects covering both Operational and Technological aspects. He has worked in projects from Planning till Implementation and was instrumental in setting up operations floor for Big Investment Banks covering Asset Management and Product Control Areas. Education: Lalit is a graduate from Delhi University and has completed his Master’s in Business Administration with specialization in Finance from SIMS– Pune. He has completed his FRM certification from GARP in 2007. He is also “Regional Director” of India(Delhi)Chapter of GARP. Professional Experience: He started his career with an accounting firm and then, entered the corporate world as Financial Analyst at EXL e-services Pvt. Ltd. After working for two years he moved to Fidelity Investments, London as Group Risk Analyst in which he worked for Risk and Control team gaining hands on experience in Risk Reporting and Risk Analytics related to the Asset Management Industry. Some of the key highlights of his experience part of the first NFO launch in Indian branch and project handling on diversified financial areas like risk analysis, banking operations and Trade Settlements etc. Then experience with Wipro Technologies, Bangalore enhanced his working standards as well as business acumen commendably as this gave him insights on both sides of the Industry mainly Functional and Technical. After that, he devoted almost 5 years of his career phase with HSBC India at Gurgaon covering Product Control Operations . After bidding adieu to HSBC, he joined Wipro Technologies as Practice Head towards the end of 2014 to manage ‘focused’ projects on diverse areas of Asset management, Treasury Operations and Product Control for some of the globally renowned financial organization’s in US, U.K and Europe. Currently he is working Independently as a Consultant and Trainer giving Consultancy and Training to corporates on various Risk Management and related areas. Heis also associated with prominent B-Schools as advisor to help them conceptualise training programmes, deliver guest lectures on IB subjects, and also as Visiting Faculty. Selected Achievements: He has nurtured his professional life in gaining insight of Financial Risk Management. He holds the distinguished position of Regional Director of Global Association of Risk Professional (GARP), a leading autonomous professional Association of Risk Managers. The close-to-the-heart initiative of like minded professionals was founded in the year 2011, with a noble aim to augment this profession by introducing internationally accepted practices to train, educate and promote future Risk Managers

Sudhanshu Kanwar

Chief Executive Officer of Future Intelligence

Sudhanshu Kanwar is the Chief Executive Officer of Future Intelligence, a finance-focused risk-management advisory platform that fuses quantitative research with advanced analytics to help institutions and investors navigate today’s complex markets. Over an 18-year career spanning strategy, quant finance, management consulting, and data science, he has earned a reputation for translating rigorous quantitative insight into real-world performance.

Previously, Sudhanshu served as Vice President for Strategy & Analytics at a global investment bank, where he built quantitative frameworks, data-control architectures, and KPI dashboards used by the Board and Executive Committee to steer multi-billion-dollar initiatives. Earlier, he led Strategy & Analytics within the Asset-Management arm of a top-tier financial institution, scaling private-wealth and institutional platforms. His public-sector tenure as Director of Analytics for a sovereign institution sharpened his ability to apply statistical modelling and risk-factor mapping at scale—cutting operational lags by 50 percent and doubling critical-system reliability through predictive algorithms. Today, he advises hedge funds, multi-family offices, and C-suites at banks, insurers, and fintechs on capital allocation, tail-risk hedging, and enterprise-wide risk governance.

A Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), and Certificate in Quantitative Finance (CQF) holder, Sudhanshu completed Executive Management Programme at IIMA. He sits on the Advisory Council of a leading global management-ideas publication and collaborates on frontier topics such as AI/ML, Risk Analytics and Portfolio Management.

Passionate about education, Sudhanshu serves as faculty in quantitative finance, leads professional-certification courses in risk management and investment analysis, and is a visiting lecturer for fintech and strategic-management programmes at top engineering and management institutes. He delivers masterclasses and keynote sessions to audiences ranging from premier investment firms to leading universities—demystifying subjects such as option Greeks, volatility modelling, and systemic-risk measurement.

His current research explores volatility clustering, cross-asset risk premia, and the interplay between technology cycles and macro-regime shifts—work he aims to publish in leading quantitative-finance journals.

When he steps away from the screens, Sudhanshu immerses himself in the strategic interplay of geopolitics, geo-economics, public-policy design, and cutting-edge technology. This multidisciplinary curiosity sharpens his understanding of how power shifts, regulatory currents, and technological breakthroughs redirect capital and reshape market structure. By weaving these insights into his teaching and advisory practice, he equips tomorrow’s finance leaders with the nuanced perspective required to navigate—and influence—an increasingly complex global landscape

Anish Teli

Managing Partner at QED Capital

A successful investor, a rank holding Chartered Accountant and an MBA from the Indian School of Business (Hyderabad), Anish has a rich experience in the Indian equity markets for over 20 years. He is currently the Managing Partner at QED Capital, a quant based pms firm, which invests in listed Indian equities. He has held senior positions with private Equity Funds managed by ICICI Venture (AUM over $2Bn) and Morgan Stanley Private Equity Asia (MSPEA). He was a Voting Member of the Investment Committee of MSPEA.

He also conducted research and developed systematic investing strategies and has been using them successfully since 2012.He is also the co-author of two papers on factor investing in India

• “Long” factors not “Short” change: Long Only Factor Portfolios in India
• The Conservative Formula: Evidence from India

Deep Mukherjee

AI Consultant & Risk Management cum Quant practitioner

Deep Mukherjee is an AI Consultant & Risk Management cum Quant practitioner with extensive experience in risk strategy, digital transformation, econometrics and ML. He has 22 years experience in the domain having worked across 5 continents with 40 plus financial institutions on quantitative, qualitative and strategic aspects of Risk & digital transformation. His work experience includes American Express (Institutional Risk Management), Fitch Rating (Structured Finance, Corporate Rating, Market & Macro Research), Cibil (Chief Product Officer).

Currently he is a Partner & Associate Director, Risk Management & Data Science at BCG (Boston Consulting Group). He is a member of RBI’s Standing Committee on Analytics.

He is also a visiting faculty at IIM Calcutta (Financial Risk Management) and IIM Ahmedabad (AI/ML in Financial Services) He is a regular columnist in Mint .

Bhaskarjit Sarmah

Head RQA AI Labs at BlackRock | Gen AI Leader

Bhaskarjit Sarmah is an accomplished data science professional with over a decade of diverse experience in Artificial Intelligence, Machine Learning, and Business Analytics, currently serving as Vice President at BlackRock, where he leads the AI team in Gurugram. His career spans across top-tier firms including Capgemini, WNS, Grail Insights, and BlackRock, where he has consistently delivered impactful data-driven solutions for complex business challenges.

At BlackRock, he has been instrumental in architecting and deploying advanced analytics frameworks across global financial markets. His contributions include developing a liquidity risk analytics model, machine learning interpretability tools, and pricing models for opaque markets such as fixed-income OTC trades. He has also spearheaded the creation of neural network-based recommendation engines for traders and portfolio managers, and an early warning system using network analytics to detect regime shifts in market behavior. Notably, his recent research on Generative AI applications in finance was published and featured in The Hindu Business Line, positioning him as a thought leader in this emerging domain.

He is also a distinguished researcher and educator. He has received prestigious accolades including the Top 5 Gen AI Leader Award by Analytics Vidhya, the IEEE Best Research Paper Award, and recognition in the NASSCOM AI Game Changer Awards. He serves as a Coursera Instructor for machine learning, where his courses have reached a wide international audience. Additionally, he actively mentors aspiring data scientists and contributes to academia as a visiting professor in various institutions.

His early work includes developing Capgemini’s first SaaS-based Analytics platform for Hollywood studios and predictive models for brand sentiment analysis using social media data. With a strong foundation in engineering and business analytics, he combines technical depth with strategic foresight, making him a valuable voice in shaping AI education and research.

Rohit Jha

co-founder of ArthAlpha

Rohit is the co-founder of ArthAlpha, an investment management and technology company. He is a CS graduate from IIT Kanpur and has been in the industry for 10+ years. He was previously head of intraday equities and ETFs at Worldquant and then a portfolio manager at Tower Research Capital.