Paul Bilokon

Dr Paul Alexander Bilokon is CEO and Founder of Thalesians Ltd and a member of the systematic trading team at EnBW, where he focuses on commodity (especially oil and gas) and power trading strategies. He previously served as Director and Head of global credit and core e-trading quants at Deutsche Bank, having also worked at Morgan Stanley, Lehman Brothers, Nomura, Citigroup (where he was one of the pioneers in electronic trading in fixed income), and BNP Paribas. Paul also has extensive high-frequency trading (HFT) experience.

Paul has graduated from Christ Church, University of Oxford, with a distinction and Best Overall Performance prize. At Oxford he wrote a distinguished project, Bayesian methods for solving estimation and forecasting problems in the high-frequency trading environment, supervised by Daniel Jones. He also graduated twice from Imperial College London. His MSci thesis Visualising the Invisible: Detecting Objects in Quantum Noise Limited Images, supervised by Duncan Fyfe Gillies and Marin van Heel, won him the university's Donald Davis Prize and the British Computing Society SET Award for Student Making Best Use of IT.

Paul has made contributions to quantitative and computational finance, mathematical logic, domain theory, stochastic filtering theory, machine learning, and artificial intelligence, with applications to finance, economics, engineering, medicine, and drug discovery. He lectures at Imperial College London on artificial intelligence, scientific computing, and quantitative finance. His lecture courses consistently achieve top rankings among the students. He has co-authored several books: Machine Learning and Big Data with kdb+/q (with Jan Novotny, Aris Galiotos, and Frédéric Délèze, published by Wiley), and Machine Learning in Finance: From Theory to Practice (with Matthew F. Dixon and Igor Halperin, published by Springer). The latter is now a standard textbook on machine learning and artificial intelligence at universities, banks, and hedge funds worldwide.

Dr Bilokon is a Member of British Computer Society and Institution of Engineering and Technology.

Paul is a frequent speaker at premier conferences such as Global Derivatives/QuantMinds, WBS QuanTech, AI, and Quantitative Finance conferences, alphascope, LICS, and Domains.