Dongsheng Lu is Managing Director and Head of Quantitative Research at BNY Mellon's Derivatives Trading Unit. His group is responsible for developing derivatives trading/pricing models and building trading/risk management infrastructure for interest rate, equity and foreign exchange derivatives trading business. Before joining BNY Mellon in 1998, he did two years of postdoctoral research at University of Pennsylvania on quantum mechanical calculations and molecular simulations of biological enzymes. He holds a PhD in Theoretical Chemistry from the Ohio State University and a B.S. degree from University of Science and Technology of China. Frank Juan is Executive Director at JPMorgan Chase, New York and a highly experienced derivatives practitioner and researcher. He previously worked in Global Markets Risk Management at BNY Mellon.

Frank has been actively researching derivatives valuation throughout his career, and recently published (SSRN) an academic paper with Dongsheng Lu on CVA and FVA, which has been well received. He holds a PhD in Physics from Harvard.