Dr Blanka Horvath is a Lecturer in Financial Mathematics at King’s College London, as well as a Honorary Lecturer at Imperial College London and a researcher at The Alan Turing Institute, where she is co-lead of the Machine Learning in Finance theme. Blanka holds a PhD in Financial Mathematics from ETH Zürich, a postgraduate Diploma in pure Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong. In her latest research she focuses on non-Markovian models of financial markets such as Rough Volatility models as well as modern DNN-based market generators. Prior to her position at King’s College, Blanka worked at JP Morgan on the refinements of the Deep Hedging programme and the development of generative market simulation models. Her work on DNN-based calibration of Rough Volatility models was awarded the Rising Star Award 2020 of Risk magazine.