TradingTech Summit London
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TradingTech Summit London
26 February, 2026
2026 Agenda
8:15am
Registration & networking with sponsors
9:00am
Opening & Welcome
Andrew Delaney, President & Chief Content Officer, A-Team Group
9:10am
Practitioner Keynote:
9:35am
Keynote: Available for sponsorship
10:00am
Panel: Modernising legacy tech – Architecting for ROI
- How have new market opportunities forced firms to abandon the ‘rip and replace’ mentality for legacy tech? What criteria now govern the strategic decision to either modernise or replace?
- How are firms leveraging AI, specialised tools and advanced automation to accelerate and de-risk the technical process of re-platforming and code transformation?
- What are the organisational and cultural shifts required for successful re-platforming, and how can firms manage the transition without operational disruption?
- What does a modern “buy to build” strategy look like and how are firms leveraging APIs and managed services to free up engineering talent to focus on strategic differentiation?
- How should firms measure and justify the ROI of an incremental modernisation, beyond direct cost savings?
Moderator: Irina Sonich-Bright, Managing Director, Head of Market Access Product, Agency Trading, UBS
Oskar Wantola, Head of Execution Technology, Man Group
Matthew McLoughlin, Strategic Technology Buy Side Leader
10:40am
Keynote: Available for sponsorship
11:00am
Morning break and networking with sponsors
STREAM A: Designing and optimising the next generation trader workflow
Chaired by: Anna Branch, Head of Strategic Partnerships – TP, Quilter
STREAM B: Building a resilient and automated foundation for continuous markets
Chaired by: Hayley McDowell, Head of European Market Structure, RBC Capital Markets
11:30am
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 commoditised 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
Panel: The next frontier of trading infrastructure – Evolving from legacy to continuous for 24/5 trading
- How is the compressed T+1 settlement timeline driving new real-time risk checks within the front-office execution workflow?
- What architectural patterns (e.g., event-driven) are essential for trading desks to sustain real-time risk and compliance in a 24/5 environment?
- How should firms leverage APIs and vendor components to manage the seamless handoff of orders and risk across global trading shifts?
- What resilience and observability must be engineered into the front-office stack to guarantee near zero-downtime under continuous operation and DORA mandates?
- How are firms using automation and low-code platforms to rapidly build out new tools for managing complex trading activity during extended market hours?
- What are the biggest organisational and operational shifts required on the trading desk to support a 24/5 model without extending human working hours?
Moderator: Andrew Delaney, President & Chief Content Officer, A-Team Group
Anvar Karimson, Group CTO, Kepler Cheuvreux
12:15pm
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 are firms using Model Context Protocol (MCP) and other interoperability standards to ensure AI can access and act on real-time, mission-critical data in a trading workflow?
- 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 directly impact its ability to adopt AI-driven workflows and what are the benefits of a hybrid ‘buy-to-build’ model?
- 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: Mike O’Hara, Editor, TradingTech Insight, A-Team Group
Yarden Jacobson, Head of Order Management and Analytics, Man Group
Panel: Post trade transformation: Automating clearing and settlement in a T+1 world
- How are firms prioritising automation to eliminate manual exceptions in allocations, confirmations, and SSI enrichment to survive the compressed T+1 window?
- What new data standards and technologies are essential to improve matching rates and drastically reduce settlement fails in the T+1 cycle?
- What system and process changes are crucial for effective inventory management and managing FX cutoff times to maintain funding and liquidity under T+1 constraints?
- What are the critical infrastructure changes being implemented by CCPs and CSDs and how must market participants prepare?
- What architectural decisions are firms making now to ensure their investments are T+0/instant settlement-ready and not obsolete post-2027?
Moderator: Jonathan Watkins, CEO, Tungsten Publishing; Managing Editor, Global Custodian
1:00pm
Lunch break and Sponsor Networking
2:00pm
Fireside Chat: 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
2:30pm
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
3:10pm
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
Martina Satherlund, Head of Market Data Strategy, Legal & General IM
Dr. Elliot Banks, Chief Product Officer, BMLL
3:50pm
Afternoon break and sponsor networking
4:20pm
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
5:05pm
Networking drinks and TradingTech Insight Europe Awards Ceremony
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