Our Team

Allan Lane, PhD, Founding Partner

Allan is both a founding partner of Algo-Chain and Twenty20 Investments. Prior to this Allan spearheaded BlackRock’s iShares’ investment research initiative in Europe, working with a number of clients in the portfolio solutions space. Previously he headed up the ETF Product R&D team.

Before joining iShares in 2008, Allan had previously spent 3 years within the Active Fixed Income business at Barclays Global Investors, where he was responsible for building out the investment platform, focusing on a range of trading strategies in the rates and credit arena. Allan has also held a number of senior roles in the investment banking industry, including a period at RBS where he was The Global Head of Quantitative Research, responsible for the models used to value the structured notes product range used by the bank’s equity, rates, credit and fx business lines. In his rookie years in the early 1990s, he learnt the craft of stochastic calculus as a derivatives specialist at Banque Paribas, before being recruited to head up JP Morgan’s Equity Derivatives Models team.

Allan studied Mathematics at Oxford University and Cambridge University before subsequently gaining his PhD in Theoretical Physics at The University of Washington in the US. With his close ties to The Pacific Northwest in the USA, Allan has served on the Board of Regents at the Honors College at Oregon State University, where he is now an Emeritus Member.

Irene Bauer, PhD, Founding Partner

Irene is a founding partner of both Algo-Chain Twenty20 Investments and is a leading specialist in innovative portfolio construction models which control target risk while optimising the portfolio's returns. Previously, Irene has been at iShares, BlackRock, providing portfolio solutions for their Client Group, along with insights gained from a rigorous ETF investment research process. Prior to that, Irene gained experience across all aspects of ETFs while designing and researching new ETF products at iShares, covering the fixed income, equities, commodities & alternatives asset classes.

In her time at Barclays Global Investors Irene worked within the asset allocation team in the Active Fixed Income business, where she applied her expertise to the scientific investment approach of BGI. Her career in the financial services industry started at ABN Amro where she was responsible for the modelling of structured products, specializing in mortgage backed securities.

Irene has a degree in mathematics from the University of Augsburg, Germany, completing her doctorate thesis in numerical mathematics at the University of Heidelberg. After obtaining her PhD, Irene spent a number of years focusing on the commercial development of statistical models and optimisation tools.

Nevine Hummadi, Digital Platform Advisor

Nevine Hummadi, PhD, is a business development advisor to Algo-Chain on distributed ledgers and technologies in the financial services sector.

With over fifteen years’ experience in investment banking, and a background in Big Data & Analytics (garnered during her time while working as an experimental Particle Physicist at CERN Geneva) Nevine is focusing on helping firms get to grips with the digital revolution that is underway.

Before joining Algo-Chain, Nevine forged a strong entrepreneurial career in the financial markets sector. Creating and leading multiple business streams, expanding in new markets, building teams and delivering to target goals, Nevine comes to the table with a proven track record. Having held senior roles at BNP, Wachovia, Arab Bank and RBS, in derivatives sales and trading, her hands-on experience extends to modelling, pricing and the trading of structured products, with expertise spanning the full range of OTC derivatives covering Equities, Rates, FX and Commodities.

More recently, as a subject matter expert in the regulatory environment space, possessing in-depth knowledge of MiFID II, Nevine spearheaded the delivery of many Regulatory Change and Front Office Surveillance programmes for leading institutions such as RBS and HSBC.

Nevine was awarded her doctorate while at Imperial College London and is currently on the advisory board of a London-based digital currency exchange.

Chaiyakorn Yingsaeree, PhD, Senior Advisor - Asia

Chai has over ten years experience in financial trading industry and is a co-founder of Think Algo, a Financial Technology Research and Development company focusing on developing Artificial Intelligence (AI) trading and Risk management systems. Receiving his PhD in Computer Science from University College London (UCL), focusing on computational finance and algorithmic trading.

Prior to his current role, he worked as a quantitative researcher at Citadel Investment Group in New York responsible for developing price prediction algorithms for high frequency Rates market making and market-making strategies in US OTC securities market.

Apart from his technical background, Chaiyakorn is also a motivational speaker and a serial entrepreneur. During the last three years, he co-founded several startups including Code of Success and JH Global Partners. In 2013, his team participated in the AIS Startup 2013 competition and was selected as the top five finalists. Currently, he is on a mission to empower young people to change their mindset and take action so that they can make a bigger impact on the world.

John Mosquera, Digital Currency Advisor

John is an energetic distributed technology consultant and early blockchain technologist. Having participated in a number of cryptocurrency projects and ICOs, he covers both public and private blockchains. Throughout his career he lead a number of technology projects, augmenting user efficiency in transactional and ledger based systems.

With strong knowledge of indices, in 2016 he created a cryptocurrency index that he has maintined since then.

John has wide ranging business and technical knowledge in the global financial and investment sectors, providing experience across a multitude of collective investment vehicles from UCITs, Hedge Funds. During his career, John has work at UBP, been a member of the iShares / Blackrock ETF Capital Markets team and has worked with Insurance products while at Aviva Investors.