CEO and Founder of Thalesians Ltd. Previously served as Director and Head of global credit and core e-trading quants at Deutsche Bank, the teams that he helped set up with Jason Batt and Martin Zinkin. Having also worked at Morgan Stanley (in Andrew Hausler‘s and Nicholas Zinn‘s prime brokerage risk), Lehman Brothers (in Anne Sanciaume‘s FX research and Ronan Dowling‘s FX quants), Nomura (in FX e-trading, under Martin Zinkin, Abid Zaidi, and Mark Gardner), and Citigroup (first in FX quants under Sebastian del Bano Rollin, Nigel Khakoo, and Roger Vernon, then in electronic credit and rates trading), Paul pioneered electronic trading in credit with Rob Smith and William Osborn at Citigroup.
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’s lectures at Imperial College London in machine learning for MSc students in mathematics and finance and his course consistently achieves top rankings among the students.
Paul has made contributions to mathematical logic, domain theory, and stochastic filtering theory, and, with Abbas Edalat, has published a prestigious LICS paper. Paul 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). He is currently working on Python, Data Science, and Machine Learning (to be published by World Scientific).
Dr Bilokon is a Member of British Computer Society, Institution of Engineering and Technology, and European Complex Systems Society.
Paul is a frequent speaker at premier conferences such as Global Derivatives/QuantMinds, WBS QuanTech, AI, and Quantitative Finance conferences, alphascope, LICS, and Domains.