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Speakers 
Mr Jean-Pierre Aguilar,
Chief Executive Officer,
Capital Fund Management
Jean-Pierre Aguilar is the founder and CEO of Capital Fund Management (CFM).
He started trading the global futures markets by developing systems and models in 1989, before incorporating CFM as cta in 1991. As of today, CFM manages $3.3 billions through a managed futures program, a statistical arbitrage programme launched in 2001 and a volatility arbitrage programme started in 2005. Prior to this, he was at LeGrand & Cie, a Paris-based brokerage and asset management firm as a manager of MATIF activities, from 1986 to 1988. He founded Ubitrade, a financial ISV located in Paris, France in 1988, which was sold in 2004 to GL Trade. Jean-Pierre graduated with a major in Computer Science from the Ecole Nationale Supérieure d'Informatique et de Mathématiques Appliquées of Grenoble, France (ENSIMAG), and is a specialist in statistics and operational research. He also acquired an education in Finance and the international fiscal system at the Ecole des Hautes Etudes Commerciales (HEC) of Paris, France.
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 Stan Beckers,
Head of Alpha Management Group,
Barclays Global Investors
Stan Beckers is responsible for the investment process of BGI's Alpha Management Group. Stan has a long and distinguished career in quantitative asset management and is one of the most highly respected people in this field in Europe. Prior to joining BGI in June 2004 he worked for BARRA for almost twenty years, establishing and managing their non-US operations and running their London office. He then became Global Head of Investments for West LB Asset Management and more recently established and ran Kedge Capital, a wealth management organisation belonging to a Swiss family. Alongside his business career Stan has also maintained strong links with academia. His work has been widely published and he remains Visiting Professor of Finance at the University of Leuven in Belgium.
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 Mr Toby Chapple,
Head of Hedge Fund Replication,
Deutsche Bank AG
Toby originally began his career in Academia as a Lecturer in Economics, specialising in Asian Financial Systems, teaching throughout Asia and Australia. Moving into Investment Banking, he has run numerous exotic derivative trading books, including swaps and option books, for North American Investment banks. For the last 6 years he has been purely proprietary trading the financial markets, as Senior Proprietary Trader for European Banks specialising in mathematical and economic based trading, and prior to moving to Deutsche Bank he was Managing Director and Head of Proprietary Trading at a Global Macro Hedge Fund. Toby Chapple joined Deutsche Bank in 2006 to run the Strategic Trading book in Australia and is now also in charge of the Hedge Fund Replication program globally for the Bank.
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 Mr Gavyn Davies,
Co-founder,
Fulcrum Asset Management & Prisma Capital Partners
Gavyn Davies graduated in economics from St. John's College, Cambridge in 1972, followed by two years of research at Balliol College Oxford. He joined the Policy Unit at 10 Downing Street as an Economist in 1974 and was an Economic Policy Adviser to the Prime Minister in the same organisation from 1976-79.
He then pursued a career as a City economist, first with Phillips and Drew (1979-81), then with Simon and Coates (1981-86). He joined Goldman Sachs International in April 1986 and was a Partner or Managing Director from 1988 – 2001. He was also the firm’s Chief Economist over that period and Chairman of the Global Investment Research Department. From 1979 – 2001, he was repeatedly ranked as the City's top UK, European or global economist in surveys of institutional investors. From 1992 – 1997, he was a member of H.M Treasury's Independent Forecasting Panel. He has been an Economic Adviser to the House of Commons Select Committee on the Treasury and a Visiting Professor at the London School of Economics. In July 1998 he received an Honorary Doctor of Science (social sciences) from the University of Southampton. In July 2002 he received an Honorary Degree of Doctor of Laws from Nottingham University and was also appointed a Fellow of The University of Wales, Aberystwyth. In July 2003 he received a Fellowship of Imperial College Faculty of Medicine. In July 2004, he received an honorary doctorate from Middlesex University. In 1999, he chaired a UK government inquiry into 'The Future Funding of the BBC'. He was appointed Chairman of the BBC in October 2001 and resigned his position in January 2004. He is now Chairman of Fulcrum Asset Management, and a founding partner of Prisma Capital Partners and Active Private Equity.
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 Raphael Douady,
Founder and Head of Research,
RiskData S.A.
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 Jordan Drachman,
Director and Head of Research, Alternative Beta Strategies,
Credit Suisse
Dr. Drachman is a Director and head of research of the Alternative Beta Strategies group focusing on the creation of new alternative beta products. Dr. Drachman joined Credit Suisse in 2007 from Banc of America Securities where he developed options strategies and other mathematical models for the Equity Financial Products Group in New York. Prior to this, Dr. Drachman was a Quantitative Researcher for Jemmco Capital where he led a team that produced statistical models and trading strategies. Dr. Drachman has also worked at J.P. Morgan & Co. in the Quantitative Trading Group and the Corporate Risk Management Group where he developed trading models and risk management techniques. Dr. Drachman received a B.S. in Mathematics from the Massachusetts Institute of Technology and a Ph.D. in Mathematics from Stanford University.
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 Dr Martin Eling,
Senior Research Fellow and Lecturer,
University of St. Gallen
Martin Eling is currently a senior research fellow and lecturer at the University of St. Gallen, Switzerland. He received his doctoral degree from the University of Münster, Germany. His research interests include empirical finance, asset liability management, and alternative investments. He has published articles in numerous peer-reviewed journals such as the Journal of Banking & Finance, Risk Management & Insurance Review, Derivatives Use, Trading & Regulation, and Financial Markets & Portfolio Management.
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 Professor Bill Fung,
BNP Paribas Hedge Fund Centre,
London Business School
Prof. Fung was educated in England where he received his doctorate in Mathematics from the
University of London, and subsequently a doctorate in Finance from the University of
Manchester. Prior to joining the investment banking profession in 1985 with Lehman Brothers,
Bill taught finance for several years in both the United Kingdom and the United States. He
moved to the investing side of the industry in 1991 leaving Bankers Trust Company and cofounded
a hedge fund.
During early 1994, Bill left the hedge fund partnership and founded a consulting firm
specializing in the risk management of hedge fund portfolios advising high net worth families,
international private banks, foundations, and insurance companies.
Today, Dr. Fung serves on the boards of banking and financial services companies in North
America and Europe while maintaining an active interest in research. Bill is non-executive
Chairman of the Board of Directors of the Maple Financial Group, Canada and holds the
position of Visiting Research Professor of Finance at the BNP-Paribas Hedge Fund Centre,
London Business School.
Since his pioneering paper with Professor David Hsieh in the field of hedge fund research
which was published in the Review of Financial Studies in 1997, Professor Fung's research
interest remains focused on the hedge fund industry. His publications span academic as well
as professional journals. Bill’s papers with Professor Hsieh won awards such as the CFA
Institute, Graham and Dodd Award of Excellence, 2004 and the Fischer Black Memorial
Foundation, 1999 Robert J. Schwartz Memorial Prize for the best paper on hedge funds. He
also co-authored a paper with Professor Narayan Naik that won the best hedge fund paper
award at the 2006 European Finance Association annual conference.
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 Mr John Godden,
Chief Executive Officer and Founder,
IGS Group Ltd
John is a well known commentator and advisor on Hedge Fund investing.
He is currently CEO and founder of the IGS Group Ltd. which specialises in providing advice on product design and Portfolio Construction, market positioning and distribution for Hedge Funds, Fund of Funds and Service Providers. IGS clients include product structurers and distributors, the global investment banks, fund of fund asset management companies and …..
John was previously head of the European arm of HFR Asset Management building the AUM of the firm up to more than $4bn. John positioned HFR as a leading provider of Hedge Fund of Fund vehicles and was instrumental in launching the HFRX series of investable Hedge Fund Indices.
Prior to his work with HFR, John worked with Barclays Capital setting up their Fund derivative business and was also involved in their derivatives Structured Solutions work with European Financial Institutions.
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 Mr Stephen Harper,
Managing Partner,
Strathmore Capital
Prior to founding Strathmore Capital LLP in 2003, Stephen served as Chief Operating Officer and Partner of VHC Partners LLP, a European hedge fund.
Previously, Stephen was a Partner at Bankers Trust. He joined in Toronto as one of the founding members of its Canadian derivatives business. As co-head of the Capital Markets Group, he pioneered the equity derivatives market and helped build BT Bank of Canada into a pre-eminent derivatives firm in Canada. In 1990, he became the youngest bank president in Canadian history. Shortly thereafter, he moved to London as Managing Director and head of the European equity derivatives business. He subsequently held various senior management positions in risk management and investment banking before becoming Chief Operating Officer of the Global Risk Management Services Division. In addition, he served as a director on the boards of Bankers Trust International (U.K.), Bankers Trust AG (Switzerland) and BT Bank of Canada.
Stephen started his career at Wood Gundy Inc. in Toronto. He joined as an Associate in Corporate Finance in 1984 then became part of the newly formed swaps and derivatives team.
Stephen has a Sc.B. magna cum laude from Brown University (1982) in Applied Mathematics and Economics and an MBA from Harvard University (1984). He is also a non-executive director of Complinet Group Limited, a compliance information company servicing the financial industry.
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Mr Stephen Harper,
Managing Partner,
Strathmore Capital LLP
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 Mr Peter Hegglin,
Investment Consultant,
Mercer Investment Consulting
Peter is a senior consultant at Mercer Investment Consulting in Switzerland. Based in Zurich, his role is to provide advice on all aspects of investment to institutional investors. Peter is the designated researcher for Swiss equities, Swiss fixed income strategies and for all the Swiss-domiciled hedge fund managers.
Before joining Mercer he worked at State Street Global Advisor (SSgA) as key relationship manager and product engineer. Peter has a master’s degree in business administration with a specialisation in financial consulting and auditing from the University of St. Gallen (HSG).
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 Mr Philippos Kassimatis,
Global Co-Head of FX Structuring,
Barclays Capital
Philippos Kassimatis is the Global Head of FX Structuring at Barclays Capital. His team provides FX hybrid solutions for all asset side investors including financial institutions and pension funds. Philippos started his finance career with Merrill Lynch in 1998 in New York focusing on mergers and acquisitions / financings on the corporate sector. Subsequently he moved with Merrill Lynch in London where he was responsible for the FX structured business of European financial institutions. Philippos joined Barclays Capital in April 2005. Philippos holds a BA degree in Engineering, Economics and Management from Oxford University, a MA in International Economics from Yale University and a MBA from Yale School of Management.
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 Harry Kat,
Director of Alternative Investment Research Centre,
Cass School of Business
Harry M. Kat is Professor of Risk Management and Director of the Alternative Investment Research Centre at the Sir John Cass Business School at City University in London. Before returning to academia, Professor Kat was Head of Equity Derivatives Europe at Bank of America in London, Head of Derivatives Structuring and Marketing at First Chicago in Tokyo and Head of Derivatives Research at Mees Pierson in Amsterdam. He holds MSc and PhD degrees in economics and econometrics from the Tinbergen Graduate School of Business at the University of Amsterdam and is a member of the editorial board of The Journal of Derivatives, The Journal of Alternative Investments and The Journal of Wealth Management. He has (co-) authored numerous articles in well-known international finance journals such as The Journal of Financial and Quantitative Analysis, The Journal of Portfolio Management, The Journal of Derivatives, etc. and is a well-known and popular speaker at conferences worldwide.
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 Professor Hossein Kazemi,
Professor of Finance and Assoc Director/CISDM,
University of Massachusetts
Hossein Kazemi is a Professor of Finance at the Isenberg School of Management at University of Massachusetts in Amherst and Associate Director of Center for International Securities and Derivatives Markets at the University of Massachusetts. He is a Chartered Financial Analyst and is Associate Editor of the Journal of Alternative Investments. He is also a principal at Alternative Investment Analytics, an alternative investment financial consulting firm, and at WBAI (White Bear Alternative Investments), an investment management firm offering both CTA and multi-strategy hedge funds.
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 Peter Norman,
Executive President,
AP7 Pension Fund
Peter Norman is Executive President at AP7 (the Seventh Swedish National Pension Fund), where he has been since 2000. AP7 manages almost $12bn of assets. Prior to 2000 he was Chief Executive Officer at Alfred Berg Asset Management. He also spent time, from 1994-1996 as a Director at Sveriges Riksbank, as Head of Monetary and Exchange Rate Policy Department.
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 Mr Gianluca Oderda,
Head of Multi Assets and Total Return,
Pictet Asset Management SA
Gianluca Oderda joined Pictet Asset Management in 2002 as Head of Risk Control. In 2005 he was appointed Head of the Multi Asset and Total Return unit, which is part of the Balanced and Quantitative Investment team.
Before that, he worked in the Quantitative Research unit of LGT Capital Management from 2001 to 2002 and in the Financial Risk Management unit of Zurich Financial Services, Reinsurance.
He graduated with a degree in Physics from the University of Turin and holds a Ph.D. in Theoretical Physics from the C.N.Yang Institute for Theoretical Physics, SUNY at Sony Brook. Gianluca is also a Chartered Financial Analyst (CFA) charterholder and has received the Financial Risk Manager (FRM) certification administered by the Global Association of Risk Professionals (GARP). He obtained the CAIA (Chartered Alternative Investment Analyst) designation in 2005.
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 Dr Nicolas Papageorgiou,
Director of Research,
Desjardins Global Asset Management
Nicolas Papageorgiou presently holds the positions of Associate Professor of Finance at HEC Montreal and Director of Research at Desjardins Global Asset Management. Professor Papageorgiou has published several articles in leading academic journals and been invited to present his research at numerous conferences in North America and Europe. Nicolas Papageorgiou completed his PhD at the ISMA Centre, University of Reading, U.K. in 2002; his doctoral research focused on the modelling of corporate credit risk, and the empirical evaluation of models for pricing corporate liabilities and credit derivatives. Over the last few years he has become increasingly interested in the study of alternative investments. His research is focused on the analysis of hedge fund and CTA performance, and the development of new tools that are not exposed to the shortcomings of traditional performance measures. He has written several papers and book chapters on the subject and has also co-edited a book with Wiley Finance on hedge funds.
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Mr Mike Powell,
Head of Alternative Assets,
Universities Superannuation Scheme Limited
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 Dr Andreas Ruckstuhl,
Professor of Statistical Data Analysis,
Zurich University of Applied Sciences
Andreas Ruckstuhl is Professor of Statistical Data Analysis at the Institute for Data Analysis and Process Design, Zurich University of Applied Sciences (ZHW).
His main research fields are in statistical data analysis and in the development of robust inference methods. Applications concern problems from environmental sciences, business analytics as well as from the hedge fund industry. Since 2002, he is a co-worker in the project cluster “Fund of Hedge Funds” of the Centre for Alternative Investments of ZHW.
Andreas Ruckstuhl is a graduate in mathematics of the Swiss Federal Institute of Technology Zurich (ETHZ) where he also wrote a PhD in applied statistics. From 1996 to 1999, he was a lecturer and a research fellow at the Department of Statistics and Econometrics and at the Centre for Mathematics and its Applications, respectively, both of the Australian National University. Since 1999 he is at the Zurich University of Applied Sciences.
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 Philippe Schenk,
Director and Head of Product Marketing and Development,
Credit Suisse Tremont Index LLC
Mr. Schenk is a Director of the Hedge Fund Index group within Funds and Alternative Solutions (FAS) and leads the global Product Marketing and Development Team for index-linked hedge fund products. Mr. Schenk joined Credit Suisse in 1998 and has held roles in both Zurich and New York. Most recently he was a Relationship Manager in New York covering Institutional clients within the Asset Management Division. In this role, he marketed US-managed products to offshore clients and to various Credit Suisse sales channels. He has also served as a Zurich-based Investment Advisor marketing the full range of Credit Suisse capabilities to Institutions. Mr. Schenk received an MBA from Zurich University of Applied Sciences in Winterthur and is a CFA Charterholder. Mr. Schenk holds series 3, 7 and 63 licenses.
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 Professor Tom Schneeweis,
Professor of Finance and Director/CISDM,
University of Massachusetts
Professor Thomas Schneeweis is the Michael and Cheryl Philipp Professor of Finance at the Isenberg School of Management at the University of Massachusetts in Amherst, Massachusetts. He also serves as the Director of the Center for International Securities and Derivatives Markets (CISDM), a nonprofit academic research center specializing in the alternative investment area at the University of Massachusetts. He is the Founding Editor of The Journal of Alternative Investments and a founding member of the Chartered Alternative Investment Analyst (CAIA) Association, a global nonprofit educational venture between CISDM and AIMA that offers the CAIA program. He is an outside Trustee for the Managers Funds, a multi-manager mutual fund of fund firm, a principal at Alternative Investment Analytics, an alternative investment financial consulting firm, and at WBAI (White Bear Alternative Investments), an investment management firm offering both CTA and multi-strategy hedge funds.
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 Lakshmi Seshadri,
Alternative Investment Specialist,
JPMorgan Pension Advisory Group
Lak Seshadri is an Alternative Investment Specialist at the Pension Advisory Group.
Lak has spent the majority of her time at JPMorgan marketing to pensions. Prior to that, she was a Quantitative Strategist on the Equity Derivatives desk.
Lak joined JPMorgan from Morgan Stanley, where she was part of Global Strategy. She earned her graduate degree in Electrical Engineering from the University of Southern California and her undergraduate degree from the Indian Institute of Technology, Mumbai. She lives with her husband and daughter in New York City.
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 Mr Suhail Shaikh,
Partner, Director of Investment Strategy,
Fulcrum Asset Management
Suhail graduated from the London School of Economics & Political Sciences in 2000 and has been a CFA Charterholder since 2003. . He worked for five years at Goldman Sachs, spending two years in the Global Equity, Global Fixed Income & Currency Asset Management area, before moving into the Investment Strategy Group in 2002. In 2005 he left Goldman to join Fulcrum Asset Management.
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 Dr Yazid Sharaiha,
MD, Quantitative & Derivatives Strategies,
Morgan Stanley
Yazid Sharaiha is global head of the Quantitative and Derivative Strategies (QDS) group at Morgan Stanley.
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 Neil Simons,
Vice President,
Northwater Capital Management
Dr. Simons’s current assignment is working as a Quantitative Analyst with Northwater’s Quantitative Research group. He is investigating portfolio optimization techniques, hedge fund risk management, new product development, and portfolio hedging techniques.
Prior to joining Northwater, Dr. Simons held various positions within the Market Risk Management group at RBC, where he was responsible for the accuracy, integrity and reporting of enterprise wide market risk measures including Value-at-Risk, Stress Testing, sensitivity analysis, as well as Economic and Regulatory Capital.
Prior to obtaining his M.M.F and making the transition to finance, Neil was a research scientist at the Communications Research Centre in Ottawa, Canada. While there he investigated computational solutions for the design and development of advanced communications systems, and the characterization of electromagnetic fields within complex environments. This included pioneering work on the implementation of Lattice Gas Automata within special purpose computing environments for the solution of electromagnetic field problems.
Dr. Simons holds a Bachelor of Science degree, Electrical Engineering from the University of Manitoba (Canada), a Master of Mathematical Finance from the University of Toronto; and a PhD in Electrical Engineering from the University of Manitoba (Canada).
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 Mr Mikael Simonsen,
Chief Investment Officer & Partner,
ICECAPITAL Asset Management Ltd
Mikael Simonsen (M.Sc. Econ) is CIO and partner at ICECAPITAL Asset Management in Helsinki, Finland.
Before joining Icecapital mr Simonsen was heading the tactical asset allocation (TAA) department at Mutual Pension Insurance Company Ilmarinen, managing the tactical allocation over equities, bonds, commodities and cash. The department was also responsible for the FX active risk, the hedge fund portfolio as well as the management of the commodity portfolio. Before this mr Simonsen was the strategist of the company, analyzing new asset classes where he also developed the utility function investing at Ilmarinen through structured products. Before this mr Simonsen was working as an analyst at Gyllenberg Asset Management.
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 Dr Dirk Sohnholz,
Managing Director,
Feri Institutional Advisors GmbH
Dirk (1963) joined Feri in 1999 and today is managing director of Feri Institutional Advisors (FIA) as well as a partner of Feri Finance AG (www.feri.de). FIA is the leading independent German institutional investment consultant and adviser of customized traditional, hedge and private equity portfolios and funds of funds. Dirk is responsible for Feri’s alternatives and international activities. Until 1999, Dirk worked in positions such as CFO, Director for Operations and HR, Head of Controlling and IT for German companies and several years at the Boston Consulting Group in Germany and Mexico. Dirk is a Ph.D. and has a diploma in business administration (Mannheim) and an M.B.A. (C.U.N.Y.). Since 2002, Dirk is Co-Chairman of the Bundesverband Alternative Investments (www.bvai.de). Dirk is a frequent speaker at German and European investment conferences.
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Mr Nassim Nicholas Taleb,
Risk expert and author,
New York University / London Business School
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Jerome Teiletche,
Senior Quantitative Analyst,
Societe Generale AM/ Alternative Investments
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Mr Michael Turner,
Head of Risk Management and Quantitative Research,
Financial Risk Management
Michael Turner, is Head of Risk Management and Quantitative Research at Financial Risk Management, a global hedge fund-of-funds managing approximately $12 billion for institutional and sophisticated investors worldwide. Previously, Michael was Director, Research and Risk Management at Aspect Capital, a USD4 billion quantitative hedge fund, and a Quantitative Research Analyst at Schroder Salomon Smith Barney. He holds a BA (Hons) Mathematics from the University of Oxford and a PhD in theoretical Physics from the University of Southampton.
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 Mr Alex Ypsilanti,
Director of Global Equity Derivatives Strategy,
Merrill Lynch
Alex Ypsilanti is the European head of Merrill Lynch’s Equity Derivatives Strategy team, based in London. In this role he is responsible for developing solutions using equity derivatives and other financial engineering tools that allow investors to generate alpha, manage their risk/return profiles more efficiently, and gain exposure to themes or related asses classes such as volatility and hedge funds. Mr. Ypsilanti is also responsible for articulating Merrill Lynch’s view on market volatility and correlation. He produces a number of research products including a regular report on equity volatility trends and global derivative trading ideas.
Mr. Ypsilanti joined the firm in 1999 after completing his PhD in Mathematical Finance from Imperial College, London. He also holds an MSc in Communications and Signal Processing and a BSc in Information Systems Engineering from Imperial College, University of London.
Between 2002 and 2004, he was based in Hong Kong, where he headed the Equity Derivatives Strategy team for the Asia-Pacific region (excluding Japan).
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