Ralf Donner

TradeTech FX 2018

10 - 12 September, 2018

NH Collection Tower, Barcelona

44 (0) 20 7368 9836

Global Head of Client FX Algo Execution
Goldman Sachs

Ralf Donner is Global Head of Client FX Algo Execution at Goldman Sachs, responsible for the firm’s FX algorithmic execution offering, pre- and intra-trade liquidity and transaction cost analytics, and post-trade reporting. Ralf started his professional career at ABN Amro in 2006 as an FX options quant, followed by 8 years with Morgan Stanley in London and New York, first in model validation of options pricing models and then in quant sales, focusing on systematic FX trading strategies and FX market microstructure. From 2014-16 he ran Morgan Stanley’s QSI team in New York. Ralf holds a Masters in physics and a doctorate in theoretical physics from Oxford University.

11:00 AM 360° Perspective: FX eTrading in 2018 and beyond – how can you measure the performance of liquidity providers to establish the best partners in different trading scenarios?

•How can the buy side best deal with the unprecedented complexity in e-FX trading? What key strategies, processes and technology are leading firms putting in place?

•Which currencies weren’t traditionally executed electronically but are now more able to be automated?

•How is a new regulatory environment, increased provider choice, less last look and fast data impacting execution quality and pricing?

•The impact of MiFID II – has the new transparency regime helped or hindered liquidity across FX markets?

•How is the drive towards more multi-asset trading impacting liquidity providers and how are businesses developing their infrastructure and technology capabilities?

•Risk warehousing, market impact and quality of liquidity provision – where do the key similarities and differences lie between non bank liquidity providers and traditional banks?

•True or false: the internalisation of FX risk by nonbank entities is largely outside the visibility of financial regulators and their systemic risk modeling – and what are the market implications?

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

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