Alexei Kondratyev is Managing Director and Head of Data Analytics of Financial Markets at Standard Chartered Bank. Alexei is responsible for providing data analytics services to sales and trading to drive commercial outcomes and ensure sustainable competitive advantage. He joined Standard Chartered Bank in 2010 from Barclays Capital where he managed a model development team within Credit Risk Analytics. Prior to joining Barclays Capital in 2004, he was a senior quantitative analyst at Dresdner Bank in Frankfurt.
Alexei holds MSc in Theoretical Nuclear Physics from the University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine.
At the moment his research is focused on portfolio optimisation. Standard Chartered partners with NASA-USRA on investigating capabilities of the D-Wave 2000Q quantum annealer. They presented their first results at the QuantMininds conference in Lisbon in May 2018 and the final results at the Adiabatic Quantum Computing Conference in California at the beginning of July 2018 – Standard Chartered is a one of the major sponsors of this conference.
The following two short videos, filmed at the QuantMinds conference, are of Alexei being interviewed on the subject:- [https://www.youtube.com/watch?v=BtosVtB7ZFI (4:23) ] [https://www.youtube.com/watch?v=dQCbhnDnmvg (1:55)]
Talks I've Given
Portfolio Optimisation with Adiabatic Quantum Computing
Featuring Alexei Kondratyev
Alexei Kondratyev, Managing Director, Financial Markets at Standard Chartered Bank, is going to be speaking about his work on portfolio optimisation using adiabatic quantum computing. Alexei thinks there are many possible use cases for quantum computing in finance and that existing quantum...exploration modern-portfolio-theory d-wave qubo data quantum-computing portfolio-optimisation finance adiabatic-quantum-computing