Board of Directors
Jack Jacquier
Jack Jacquier is a Professor of Mathematics at Imperial College London. His research focuses on stochastic analysis and volatility modelling in mathematical finance, as well as quantum computing algorithms.
Prof. Jacquier also serves as a scientific consultant and advisor to various finance and technology companies.
Irene Perdomo
Irene is Partner and Head of Systematic Trading Strategy at HIP Investments. Prior to HIP, she worked at different hedge funds in senior quantitative roles, including DRW and Gresham Investment Management (GIM). In 2013, she co‑founded Devet Capital, a quantitative firm that was acquired by GIM in 2019. Earlier in her career, she traded base metals at Noble Resources in Singapore and worked at Barclays in London.
She co‑authored “Pricing and Hedging Financial Derivatives: A Guide for Practitioners” (Wiley, 2013), and is a guest lecturer in Mathematics and Finance at Imperial College London and UC Berkeley.
Irene holds an MBA from IESE Business School, a degree in Computer Science Engineering from her home university in Uruguay, and has studied finance at the University of Chicago Booth School of Business.
In 2021, she was selected by the Board of The Parliament Trust to be featured in the publication “300 Years of Leadership & Innovation,” in honour of Her Majesty Queen Elizabeth II.
Irene is also the co‑founder and a Trustee of BENE UK, a UK charity focused primarily on domestic violence prevention.
Arianna Jethwa
Arianna is a student with a strong interest in mathematics and quantitative finance. She was privileged to have early exposure to derivatives trading, where she saw how mathematical ideas are applied in practical financial settings, an experience that significantly shaped both her academic interests and enthusiasm for the industry.
Motivated by the impact of that opportunity, she is passionate about helping to extend access to similar experiences to students from all backgrounds, particularly those who may not otherwise encounter applied mathematics in finance at such an early stage, She believes that seeing first hand how mathematics can drive financial outcomes will be as motivating and inspiring for fellow students as it was for her.
Vladimir Lucic
Vladimir Lucic is Head of Quants at Marex Solutions and a Visiting Professor in the Department of Mathematics at Imperial College London. He was recognised as Risk.net Quant of the Year 2025 for his contributions to quantitative finance, particularly in developing market-making and volatility modelling frameworks that bridge academic research with practical financial systems.
Vladimir’s academic work spans numerous peer-reviewed publications in mathematical finance, including research on implied volatility modelling, cryptocurrency option valuation, hedging techniques, and general moment formulas that extend foundational quantitative results. His research appears in outlets such as Quantitative Finance and forthcoming work in Finance and Stochastics.
Before Marex, Vladimir held senior quantitative roles at Macquarie Group and Barclays Investment Bank, applying rigorous mathematical methods across volatility, rates, credit, and equities analytics. He holds a PhD in stochastic partial differential equations and non-linear filtering from the University of Waterloo.
Darryl Copsey
Darryl is a Managing Director and Head of Interest Rate Quants at CIBC Capital Markets. He holds an electrical engineering degree from the University of Cambridge and a Ph.D. from Imperial College London. He started in finance at Credit Suisse in 2004 before stints at Royal Bank of Canada and TD Securities.
He also has a keen interest in technology transfer from academe to industry and the development of junior talent. In recent years, he has run a maths course for A-level students that has become the blueprint for QuantFin Discovery Week.
Nilesh Jethwa
Nilesh Jethwa is the CEO of Marex Solutions and a member of the Marex Executive Committee, with over two decades of experience in quantitative finance, derivatives, and structured products. He joined Marex in 2017 and founded the Hedging and Investment Solutions segment, playing a central role in building and scaling the business from inception. He has overseen the development of innovative investment products across asset classes and led the integration of quantitative research, technology, and client-focused structuring.
His career spans senior roles building businesses at leading global institutions, including Lehman Brothers and Leonteq Securities, where he served as Global Head of Trading and led the Structured Solutions and Markets divisions. He holds an MA (Hons) in Mathematics from the University of Cambridge and has built his career leveraging finance and technology to serve clients.
Nilesh has served as the trustee of Noah's Ark Children's Hospice, a charity supporting children with life threatening or life limiting conditions and their families.