Jan Novotny (PhD, Charles University, Czech Republic) is an eFX Quant at Nomura and a research associate to the Centre for Econometric Analysis of Cass Business School in London. Before his current role, he was a front office quant at Deutsche Bank and HSBC in the electronic FX markets. Before joining the industry, he was working in the Centre for Econometric Analysis on the high-frequency time series econometric models and was visiting lecturer at Cass Business School, giving lectures at Warwick Business School or Politecnico di Milano. He has co-authored several papers in peer-reviewed journals in Finance (Journal of Financial Econometrics, Journal of Financial Markets) and Physics (Physica A, The European Physical Journal A), co-authored the book Machine Learning and Big Data with kdb+/q, Wiley), 2019, and presented at numerous conferences and workshops around the world. During his PhD studies, he co-founded Quantum Finance CZ. He is a Machine Learning enthusiast and explores kdb+/q for this purpose. In addition, he is giving lectures on classical and quantum machine learning.