Gordon Noonan

Head of Foreign Exchange Trading - London Schroders

Buy Side Day | 15th September

10:50 AM Buy-Side Desks - Ask Me Anything: Buy-Side Desk Pressures: What keeps the Buy-Side awake at night, and what needs to change?

Despite advances in automation and connectivity, several structural issues continue to dominate buy-side FX workflows. This buy-side- only session brings senior FX desk leads together to discuss the challenges that most consistently surface: accessing genuinely differentiated liquidity, navigating credit and counterparty constraints that shape venue choice, and managing fragmented workflows across pricing, data and execution tools.

The session will open with panelists outlining their most pressing desk pain points, before shifting to an “Ask Me Anything” format led by questions from the room. The discussion is designed to be practical, candid and grounded in real operating experience- focusing on what truly limits efficiency and where change would have the biggest impact.

Main Day 1 | 16th September

2:15 PM Closed- door & by invitation only

A closed-door, buy-side- only boardroom discussion for heads of desk and senior FX traders. This interactive session is designed to facilitate peer-level exchange on the most pressing trading challenges facing FX desks today.

The top three discussion themes will be collected from participants ahead of the event and used to shape a focused, off-the-record conversation.

3:55 PM Execution Methodology Oxford Style Debate: Algos vs RFQ: Motion- RFQ delivers better execution outcomes than algorithmic trading in today’s FX market

Algorithmic execution offers consistency, automation and a structured way to work flow across fragmented liquidity. Yet many desks are reassessing its effectiveness as execution outcomes become less predictable across venues and liquidity providers.

RFQ remains central for immediacy, size and direct dealer interaction, but raises ongoing questions around information leakage, panel construction and timing- particularly as market conditions shift.

In this Oxford-style debate, speakers will argue for and against the motion that RFQ delivers better outcomes than algorithmic execution. Participants will compare how each method performs across market conditions, how price formation differs between RFQ and streaming liquidity, and where TCA and analytics are influencing trader behaviour. A practical debate on when each approach adds value- and how desks combine methods in practice.

Check out the incredible speaker line-up to see who will be joining Gordon.