Lasse Simonsen is Macrosynergy’s Director of Advanced Analytics and Infrastructure with responsibilities for backend infrastructure, data processing and statistical workflows.

Lasse joined Macrosynergy in 2016 first as a consultant and later as a portfolio strategist, while finishing his doctorate in economics from Birkbeck, University of London. In his doctorate thesis Lasse focused on dealing with economic measurement and modelling of large and untidy datasets and building systematic systems to clean and process data. Part of this research was conducted during a PhD internship with the Bank of England in 2015. Lasse’s thesis was awarded the Phillip Powell award for best PhD thesis of 2019 in the school of Business, Economics, and Informatics at Birkbeck, London.

He holds a PhD and an MSc in Economics from Birbeck University, London and a BSc from Roskilde University (Denmark). His interests include outdoor adventures such as climbing mountains and sailing, or enjoying a play at one of London’s many excellent theatres or going to the opera (at times to enjoy my wife’s singing).

Lauren is a Senior Analyst at Man Group in their London office, focused on data sourcing and strategy across the firm's strategies. Her work is focused on commercial negotiations and the identification of new datasets spanning both traditional and alternative data markets.

Before joining Man Group, Lauren was a Research Analyst at Neudata. She holds an MSc in Global Migration from University College London

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Mario Dell’Era is a Senior Quantitative Market Risk Manager at EnBW Energie Baden-Württemberg AG, based in London. With a background in theoretical physics and mathematical finance, Mario brings deep expertise across commodities, energy markets, and macro risk, spanning derivatives pricing, stochastic modeling, and advanced numerical methods. His work focuses on risk management, gas and power markets, renewable energy, and ESG metrics, with a strong emphasis on machine learning applications for forecasting and valuation in illiquid markets. A Harvard University alumnus and co-founder of E-QuanT, Mario regularly bridges academic innovation with real-world energy trading and risk management challenges.

Matthew Bell is a Senior Data Scientist at Man Group, where he focuses on the onboarding, analysis, and research of diverse datasets spanning macro asset classes such as commodities, FX, and equity/fixed income indices. He also leads the team's effort to leverage AI to automate workflows and extract signals from textual datasets.

Prior to joining Man Group in January 2021, Matthew worked at Bloomberg within the Global Data Economics team, managing datasets from major central banks and statistical offices including the Bank of England, Eurostat, and Germany's Statistisches Bundesamt.

Matthew holds a MEng in Chemical Engineering with Biotechnology from the University of Sheffield.

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Petr Merkuryev is Founder of Medusa Investment Partners, an AI-native operating system for lean investment teams. Medusa builds on top of a fund's existing data and infrastructure, deploying AI agents across risk, reporting, reconciliation, and portfolio workflows.

He brings over 20 years of experience at the intersection of finance, technology, and data science. Over the past 11 years, he has worked in hedge funds, focusing on quantamental investing, alternative data, and risk management, including seven years running quantitative research and risk at Pictet's multi-strategy hedge fund.

Most recently, he led the Quantitative Alpha Research initiative at Pictet Asset Management, developing alternative-data-driven signals for discretionary investment teams.

His current work focuses on how generative and agentic AI reshape investment processes, reflected in his "Quantamental 2.0" thesis on the convergence of fundamental and quantitative investing.

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Qiong Xu is Head of Research and Data at Valor Real Estate Partners, a pan-European last-mile logistics investment firm managing approximately €5billion+ in assets across six countries. She leads the firm's proprietary research function, data and technology infrastructure.

Renato Guerrieri is Head of Quantitative Strategy, Liquid Alternatives at Downing LLP. He focuses on systematic research and portfolio construction, translating market data, alternative data and quantitative signals into live investment workflows. His work covers volatility and macro-regime analysis, stress testing, data-to-signal research, point-in-time validation and portfolio robustness across multi-asset and liquid alternative strategies.

Saif leads the dataset discovery business for Neudata responsible for relationships with the Buyside in Europe and Asia.

Prior to joining Neudata, Saif worked in Private Equity bringing data offerings to the investor community.

Formerly an institutional equity research salesperson Saif has over 10 years of Capital Markets and Private Markets experience, and has held various positions with Barclays and more recently, Preqin.

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Senior commodities professional with 20+ years’ experience across trading, risk, operations, regulatory reporting, and CTRM systems in physical and derivatives markets, across metals, energy, and bulk commodities at natural resources companies, trading houses, and global banks.

After receiving his Ph.D. in Aeronautics from Caltech, and his Venia Legendi from ETH Zurich, Stefan Schlamp worked for 15 years in high-frequency prop trading for multiple firms, in a number of roles (quant, dev, trader), in different geographical regions, and using different trading styles. He joined Deutsche Börse in 2022 as Head of Quantitative Analytics.

Stuart Broughton is a Senior Consultant for Data Monetisation at Neudata, where he specializes in helping organizations unlock high, margin revenue streams from their existing data assets.

With an extensive background in commercial strategy, data analytics, and agentic AI, including his previous role as Commercial Director for an AI startup, he bridges the gap between raw data and actionable commercial value.

An expert in navigating the complexities of the data ecosystem, Stuart regularly guides enterprises on assessing market demand, structuring sellable datasets, and building sovereign AI infrastructure.

Toby Shevlane is co-founder and CEO of Mantic, an AI forecasting company that predicts global events across geopolitics, economics, business, and finance. Prior to Mantic, Toby was a Senior Research Scientist at Google DeepMind, where he co-led a team designing experiments to test Gemini's dual-use capabilities. He holds a PhD from the University of Oxford on the governance of LLM release decisions.