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Svetlana Borovkova
Associate Professor Of Quantitative Finance at Vrije Universiteit Amsterdam


  Dr Svetlana Borovkova is currently an Associate Professor of Quantitative Finance at the Vrije Universiteit Amsterdam, where she is the program director of the Quantitative Risk Management honours program. Dr Borovkova’s research ranges from commodity finance to exotic derivatives, news analytics and various aspects of financial risk. Dr Borovkova is an expert in news analytics for finance and a preferred consultant of Thomson Reuters. She is also a researcher at the Dutch Central Bank, where she is specializes in issues related to financial stability, systemic risk, financial networks and central clearing. She is a frequent invited speaker on international finance and energy conferences, such as Global Derivatives, Bachelier Congress for Mathematical Finance, Behavioral Finance and Sentiment Analysis. Previously she held positions in Delft University of Technology and in Shell Trading, London. She got her PhD in 1998 from the University of Groningen, The Netherlands, and Oregon State University, USA, for analysis of nonlinear and chaotic time series.

Svetlana Borovkova's Network

Agenda Sessions

  • Machine Learning applications in trading, ESG investing and XVA: use cases