Opening & Welcome
Andrew Delaney, President & Chief Content Officer, A-Team Group

Keynote Fireside Chat: Challenging the status quo – Re-imagining the trading desk for 2026 and beyond 

• Market structure evolution: How will market structure trends disrupt and change the trading landscape and future of the trading desk?
• The intelligent desk: How can firms move beyond basic automation toward an intelligent touch model that handles 80% of routine flow?
• Dynamic decision making: How should desks leverage AI to evolve from static algo wheels to dynamic wheels that adapt execution in real time?
• Data as the new Alpha: How to harness data as a product to drive better execution outcomes?
• Human machine synergy: If AI literate traders are the future, how must firms upskill their teams to ensure technology empowers the human element?

Interview with: Stuart Lawrence, Head of EMEA Equity Trading, UBS Asset Management
Interviewed by: Monika Fernando, Product Leader, FinTech & Digital Platforms; Former Head of Global FI Client Data & Analytics, TD Securities

Panel: The strategic pivot – Modernising infrastructure for continuous, global markets

• How has the move toward continuous and emerging markets redefined CTO priorities over the last year?
• What are the essential requirements for building a continuous foundation that maintains zero downtime?
• How are GenAI and low code platforms accelerating re-platforming and the rapid build out of new tools?
• In what ways are firms balancing high speed execution with the demand for real time regulatory reporting?
• What organisational shifts allow for continuous trading models without extending human working hours?
• Which metrics and frameworks effectively justify the multi year value of infrastructure modernisation?

Moderator: Irina Sonich-Bright, Managing Director, Head of Market Access Product, Agency Trading, UBS
Anvar Karimson, Group CTO, Kepler Cheuvreux
Oskar Wantola, Head of Execution Technology, Man Group
Robert Cranston, Head Equity Business Development Sales Strategy, SIX Group
Will Winzor Saile, Partner, Execution Analytics & Architecture, Rothschild & Co Redburn

Panel: Building for efficiency – the composable trading platform

• How is the buy vs.build debate evolving considering the buy-side’s requirement for a scalable, flexible technology stack capable of handling multiple, diverse asset classes?
• What is the measurable ROI for moving from a rigid OEMS/EMS to a composable architecture, focusing on faster time-to-market for new trading strategies and reduced operational risk?
• What are the strategic considerations for integrating disparate systems (e.g., OMS, EMS, Risk) to create a unified and efficient workflow, and what role do APIs and interoperability protocols play?
• How are firms leveraging low-code/developer platforms to accelerate their “build” component, allowing internal teams to focus on differentiating IP rather than commoditized infrastructure?
• What progress is being made on streamlining the front-to-back office process—from trade execution to settlement and reporting—using automation and vendor solutions to address latency and operational risk?

Moderator: Steve Grob, Founder, Vision57
Aviad Axelrod, Head of Fixed Income and Equities Product EMEA, BNY Pershing
Rahim Chitalya, Trading Technology Delivery lead, Phoenix Group
Fabian Basciani, Senior Executive Director, Trading Technology, JP Morgan Asset Management
Will Brown, Senior Sales Engineer, Genesis Global
Jon Butler, CEO, Velox

Panel: Harnessing AI in trader workflows 

• How are firms harnessing AI in trader workflows today, what are the tangible use cases and resulting benefits?
• How do technology leaders move beyond siloed pilots to a unified, scalable AI architecture?
• What guardrails and human in the loop frameworks can firms implement to manage AI risks and how can these controls balance the need for speed with explainability?
• How does a firm’s strategic approach to buy vs. build AI impact its ability to adopt AI-driven workflows?
• How can firms address the talent and skills gap in a world of AI-driven workflows? What is the right balance between hiring specialised AI talent and upskilling existing front office technology teams?

Moderator: Hayley McDowell, Head of European Market Structure, RBC Capital Markets
Matthew McLoughlin, Strategic Technology Buy Side Leader
Yarden Jacobson, Head of Order Management and Analytics, Man Group
Adam Ragol-Levy, Head of European and Asian Product, Multi Asset Agency Solutions, RBC Capital Markets
Andre Nedelcoux, VP Financial Services, Intellias

Keynote Fireside Chat: The quantum horizon and the future of trading technology

• From theory to Alpha: Progress in the quantum sandbox: What are the use cases where quantum advantage is moving from the lab into production-ready ‘hybrid’ stacks?
• Operational readiness: What are the operational realities of building cryptographic agility into low-latency trading infrastructure?
• The dual threat balance: How should firms navigate immediate AI driven attacks alongside long-term ‘store now, decrypt later’ risks?
• What are the practical steps firms can take now to ready themselves for quantum and cryptographic assets?

Interview with: Joel Van Dyk, CISSP, CISM; Global Chief CyberSecurity Architect, Managing Director, State Street
Interviewed by: Mike O’Hara, Editor, TradingTech Insight, A-Team Group

Panel: The evolution of markets 

• Does the EU’s Savings & Investment Strategy successfully simplify the supervisory architecture enough to incentivise the mobilisation of private capital into truly liquid pan-European markets?
• How will the Consolidated Tape and the rollout of EuroCTP fundamentally change the commercial landscape of market data and the technical responsibilities for transparency among European participants?
• What strategies are firms adopting to mitigate the UK v. EU divergence, specifically regarding the operational friction of dual T+1 settlement cycles and conflicting transparency flagging requirements?
• As the 2026 PFOF ban nears, how is Retail participation in derivatives reshaping liquidity sourcing and the technology requirements for on-exchange retail execution?

Moderator: Scott Charity, Co-Chair, Global Steering Committee, FIX Community; Head of Market Structure, Berenberg
Laetitia Visconti, Head of Market Structure, Aquis Exchange
Virginie Saade, Managing Director, Head of Government & Regulatory Policy, EMEA, Citadel LLC
Simon Gallagher, CEO, Euronext London

Panel: High performance trading infrastructure – the blueprint for speed, trust and competitive edge

• What are the trade offs between optimising for speed vs. optimising for data integrity and consistency when ingesting high-volume market data feeds?
• Beyond network speeds, what architectural and hardware advancements are now essential for firms to gain a sub-microsecond execution edge in fragmented European markets?
• What new monitoring and observability tools are essential for achieving end-to-end visibility and guaranteeing the trustworthiness of the data and execution pathway?
• How can AI and Machine Learning be harnessed to enhance infrastructure performance, such as predicting bottlenecks, optimising resource allocation, or intelligent network routing?
• What are the non-negotiable architectural mandates required to meet regulations like DORA, and how do firms ensure that adding speed does not compromise the verifiable trust and resilience of the core trading system?
• How should firms strategically evaluate the Total Cost of Ownership (TCO) when choosing between specialised co-location/hardware acceleration and the elastic cloud model for their high-performance computing needs?

Moderator: John Owens, FinTech and Trading Technology Specialist
Anthony Warden, MD, Citi Tech Fellow – Global Head of High Performance Architectures, Citi
Diana Stanescu, Director Finance and Capital Markets, Keysight Technologies
Vlad Ilyushchenko, CTO, QuestDB
Deepak Dhayatker, CTO, Rapid Addition

Panel: Unlocking the value of data as a differentiator – The data product imperative

• How is market data being redefined from cost centre to revenue generating product? What are the common use cases for market data products?
• How are firms ensuring their data is trusted, usable and discoverable and what are the barriers to extracting value from existing in-house data systems?
• Given time to market pressures, how should firms weigh up the strategic decision to buy vs. build their data platform and analytics capabilities?
• How should firms define and manage the right quality of data for critical use cases in structuring and normalising alternative and unstructured data (e.g., news, chat logs) to create new, monetisable data products for internal or external consumption?
• How should firms architect a data strategy that ensures consistency between real time production and cloud based research environments, enabling rapid, reliable deployment of trading strategies?
• What role can LLMs and AI tools play in structuring and normalising alternative and unstructured data (e.g., news, chat logs) to create new, monetisable data products for internal or external consumption?
• What organisational and cultural shifts are required to successfully transition data from an IT cost centre to a high-value product, and how do technology leaders measure the strategic ROI of this data platform?

Moderator: Michelle Ansell, Head of Market Data, Glencore
Barbara Dunbar, EMEA Regional Lead – Market Data, Associate Director (Senior Vice President), Macquarie
Gunjan Chauhan, Global Head of ETF Capital Markets and Markets Intelligence, State Street Investment Management
Dr. Elliot Banks, Chief Product Officer, BMLL
John Showell, Head of Strategy and Business Development, Behavox

Closing panel: Disruption blueprint – Rewriting market structure with tokenisation and 24/7 Trading

How will today’s technological trends fundamentally disrupt and redefine capital markets by 2030?

• Fragmentation vs. Consolidation: Will tokenisation and 24/7 digital asset trading lead to irreversible market fragmentation, or enable greater cross-border consolidation of liquidity?
• The End of Netting: How does the removal of the traditional settlement cycle’s netting benefit impact collateral management and systemic risk for institutions?
• Liquidity & the Illiquid: How will the tokenisation of illiquid real-world assets (RWA) fundamentally reshape buy-side allocation and sell-side issuance revenue?
• Future of Exchanges: If smart contracts automate custody and servicing, what becomes the indispensable, differentiating function of the modern exchange or trading venue?
• Regulatory & Trust Shift: How will regulators leverage DLT’s transparent audit trail, and what is the strategic threat of trusting code (smart contracts) over traditional legal frameworks?

Moderator: Ian Salmon, Co-Founder, IgniteG2M Limited
Will Winzor Saile, Partner, Execution Analytics & Architecture, Rothschild & Co Redburn
Benjamin Santos-Stephens, CEO, ClearToken
Simon Forster, Managing Director, Global Co-Head of Digital Assets, TP ICAP