Daniel Bloch
Risk Books
- As the founder of Quant Finance Limited, Daniel Bloch is at the forefront of statistical arbitrage, specializing in the relative value of stocks, futures, options, and advanced derivatives pricing and risk management.
In addition to his role as an industry leader, Daniel is currently focused on bridging advanced AI research with real-world trading applications as a Distinguished Visiting Professor at VinUniversity. He also teaches Reinforcement Learning at the CQF, shaping the next generation of quantitative finance experts. With over 25 years of experience, he has mastered modelling equity, foreign exchange, and interest rates on exotic option trading desks at top investment banks worldwide.
Daniel excels at crafting bespoke Machine Learning solutions to tackle real-world financial challenges. His deep expertise spans applied mathematics, engineering, algorithms, physics, and machine learning, enabling a unique cross-disciplinary approach that bridges finance and industry.
He collaborates with elite research teams at École Polytechnique, Imperial College London, and the University of Oxford, pushing the boundaries of what's possible in quantitative finance.
Speaker on
Agents, algorithms, and market intelligence: Rethinking AI in finance (Table D)
Event roundtable
Operational riskRisk management
06/17/2025
|
14:00 - 15:00
Integrating digital transformation across a fragmented regulatory landscape
Panel discussion
Risk management
06/18/2025
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14:30 - 15:10