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Speakers 
 Larry Abele,
Managing Partner,
Auriel Capital Management
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 Steven Bell,
Chief Economist,
GLC Ltd
Steven Bell joined GLC Ltd at the beginning of 2006 and runs their Macro Hedge Fund Programme. Before that he spent 20 years at Deutsche Bank and predecessor companies. For the last five years he was Deutsche Asset Management's Global Chief Economist where he was responsible for asset allocation. This involved determining the overall amount UK pension fund clients invested in commercial property versus other asset classes.
Steven has economics degrees from the LSE and Stanford University and was an Economic Adviser at the Treasury. He is one of the City's best-known economists, appears regularly on TV and radio and has written numerous articles and books on finance and economics.
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 Jeremy Evnine,
Chief Investment Officer and Director of Investments,
Evnine & Associates
Jeremy is currently CEO of Evnine & Associates, Inc., an SEC registered Investment Advisory firm engaged in quantitative strategies since 1992. From 1991 to 2003, Jeremy was also a partner in Iris Financial Engineering and Systems, a financial software firm specializing in providing high-end trading and risk systems to top-tier investment banks. He sold his interest in Iris in 2003.
From 1984-1990, Jeremy was SVP in charge of research at WFIA (now Barclays Global Investors). In this capacity, he worked with such people as Fischer Black and Myron Scholes, Bill Sharpe, and Michael Brennan and Eduardo Schwartz.
From 1980-1984, Jeremy was a consultant at Barra, where he developed the firm’s option products.
Jeremy earned his B.Sc. in Mathematics at Manchester University in England, his M.Sc. in Pure Mathematics at the Hebrew University of Jerusalem, and his Ph.D. in Operations Research and Finance at U.C. Berkeley. He has taught courses in finance at U.C. Berkeley, pub¬lished articles in the financial literature on option pricing and tactical asset allocation, and lectured in the United States and abroad.
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 Ms Deborah Fuhr,
Managing Director,
Morgan Stanley
Deborah is a managing director in the Investment Strategies Group, which is responsible for product marketing and sales of Delta 1 products including ETFs. In 2006 she was honored with the Exchangetradedfunds.com award for Meritorious Service to the ETF Industry, which recognizes her as one of the earliest strategists to cover exchange-traded vehicles. Ensure you don’t miss her key presentation as she is widely considered one of the global thought-leaders in this field.
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 Pierre Guillemin,
Head Quantitative Asset Management, Head Alternative Investments,
Swiss Life
Pierre Guillemin, as a Managing Director at SwissLife Asset Management, is responsible for Quantitative Asset Management and Alternative investments.
Previously, he was Head of Asset Management at SwissLife Asset Management (France) where he developped Quantitative techniques for Asset allocation, credit management and directional trading. Pierre Guillemin is graduated from Ecole Centrale de Paris and Université des Sciences de Paris (DEA Statistics and Stochastic Processes).
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 Pranay Gupta,
Deputy Chief Investment Officer,
Pearl Group Ltd.
Pranay joined the Pearl Group as Deputy Chief Investment Officer and a Member of the Board in June
2006. Pranay is responsible for the overall framework for strategy and asset allocation and investment
risk analytics for the £28bn portfolio. He is also responsible for managing the Systematic Strategies
Fund, which includes both externally managed portfolios and a suite of internally managed quantitative
hedge funds.
Prior to joining Pearl, Pranay was the Head of Global Quantitative Strategies at ABP Investments,
Netherlands. At ABP he was responsible for managing a € 16bn quantitative multi-asset class, multistrategy
fund, and was a a member of the Capital Markets Strategy Team guiding the investment of
the € 135 bn Capital Markets portfolio.
Pranay’s previous positions include Global Quantitative Strategist and Chief Investment Strategist for
Societe Generale, and Head of Quantitative Research for JP Morgan Fleming Investment
Management.
Pranay holds a Bachelors degree in Mechanical Engineering, specialising in Computer Aided Design,
an MBA in Finance, and is also a CFA charter holder. He has published research in several journals
and contributed to articles in the printed media. He has sixteen years of experience in Quantitative
Research and Investment Management.
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 Tom Hazuka,
Chief Investment Officer,
Mellon Capital Management
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 Dan Jelecic,
Principal,
Sabre Fund Management
Dan Jelicic – Principal, Sabre Fund Management Limited
Dan joined Sabre in 2002 to run the Style Arbitrage Fund – a strategy devised by him as a progression of his previous experience of running money at ABN AMRO Asset Management in London. Dan’s background as an engineer and actuary, combined with his Masters in Mathematical Trading & Finance and ten years’ experience in the asset management industry has equipped him with a first class blend of academic and commercial skills. He directs a team of portfolio managers and trading specialists in the management of the Fund. He also leads and steers the active R&D process.
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 Peter Keutgens,
Senior Investment Consultant,
Watson Wyatt
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Dimitris Melas,
Head of Equity Research,
MSCI Barra
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Neil Michael,
Head of Quantitative Strategies,
London and Capital
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 Tom Middleton,
Citi
Tom Middleton was one of the founder members of the Algorithmic Trading team for Citi in Europe five years ago, and has been head of the team since 2005. During this time the usage of Citi Algorithmic Trading Services has grown explosively, with flow coming both from internal traders and clients of the firm connecting directly. He holds a PhD in Chemical Physics from Cambridge University.
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 Carolina Minio-Paluello,
MD, Head of Quantiative Resources Europe,
Goldman Sachs Asset Management
Carolina Minio-Paluello, Managing Director (Ph.D. London Business School 1998). Carolina joined GSAM in May 2000 in the Institutional Client Research and Strategy Group. In November 2000 Carolina joined the Global Fixed Income and Active Equity teams to manage the global balanced product. In December 2001, she joined the Quantitative Resources Group and became responsible for Quantitative products in Europe and Asia ex-Japan. Prior to joining GSAM, Carolina worked at JP Morgan Investments in the Strategic Investment Advisory Group. Carolina received a BA in Economics from Université Libre de Bruxelles and a Masters in Finance from Université Catholique de Louvain, and a PhD in Finance from the London Business School.
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 Tomas Morsing,
Head of Quantitative Strategies,
AP 2
Tomas Morsing, Head of Quantitative Strategies, Second Swedish Pension Fund –AP2.
He has a research degree in mathematical statistics from Gothenburg University. Tomas joined the Second Swedish Pension Fund in 2002. Previously he worked for 11 years with pharmaceutical R&D at AstraZeneca. Currently he heads a group of five persons that manage10 billion US dollars or approximately 30 % of the funds total assets.
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 Karsten Schroeder,
Chief Executive Officer,
Amplitude Capital
Karsten Schroeder is the CEO of Amplitude Capital and the portfolio manager for the Amplitude fund. He oversees all the key decisions related to product development, trading ideas and strategy for the Amplitude’s range of funds. He had been working on the development of the system for five years until he founded Amplitude Capital in September 2004. Karsten was with McKinsey where he was involved in a number of key Corporate Finance projects involving blue chip European clients. Karsten finished his pre diploma in Computer Science and Business at the European Business School from 1997-99. He finished his diploma in Business administration at the HHL and this included an international year out at the Australian Graduate School of Management. Karsten has a private pilot license and loves flying.
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 Albert Slawsy,
Head of Risk,
MD Sass
Since September of 1995, Albert Slawsky has served as Senior Vice President - Risk Management for M. D. Sass Investors Services, Inc. Since July of 1996, he has also co-managed the M. D. Sass Multi-Strategy Fund, L.P., a multi-manager multi-strategy fund of hedge funds.
From 1982 until November 1987, Mr. Slawsky was a Vice President and Portfolio Manager with M. D. Sass Investors Services, Inc. where he managed $200 million of limited risk equity option portfolios for major corporate investors and $500 million of mortgage backed securities for a variety of employee benefit plans.
In November of 1987, Mr. Slawsky established MTH Asset Management, the Registered Investment Advisor affiliate of Miller Tabak Hirsch + Co., a New York Stock Exchange Member firm. MTH Asset Management managed portfolios for large institutional clients to exploit mispricings between derivative instruments and the underlying cash market securities and Mr. Slawsky was its Chief Investment Officer until he returned to the MDSass organization in 1995.
In 1992, Mr. Slawsky and Dr. Robert Nathans, head of the Institute for Pattern Recognition at the State University of New York at Stony Brook, formed SAJE Asset Management, Inc. to apply proprietary statistical techniques to create security selection, portfolio construction and risk control models. SAJE Asset Management used these models to manage market neutral equity portfolio.
Mr. Slawsky earned his B.S. in Physics at the University of Michigan and his J.D. at Rutgers University. He holds the designation of Chartered Financial Analyst.
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 Ramon Tol,
Fund Manager Equities,
Blue Sky Group
Ramon is responsible for setting up and implementing the manager monitoring and selection process at Blue Sky Group who manage the pension assets of KLM in the Netherlands. Blue Sky Group have been consistently at the forefront of new investment ideas and have been one of the first European investors to turn one of their enhanced mandates into a long-only extension strategy. Any investor considering active equity strategies must not miss Ramon sharing his first hand experience on this topic!
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 Arun Verma,
Quantitative Research,
Bloomberg
Dr. Arun Verma has been at Bloomberg close to 4 years and works in the quantitative research group founded by Dr. Peter Carr. He has worked in a variety of quantitative finance topics such as derivatives & exotics pricing for Equities and FX; Volatility derivatives; Asset Allocation and portfolio optimization and also in quantitative techniques for price discovery and visualization such as correlation map and building peer groups of firms based on analysts' coverage information. Dr Verma has a Ph.D from Cornell and a B. Tech.
from Indian Institute of technology, New Delhi, India.
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 Sushil Wadhwani,
Chief Executive Officer,
Sushil Wadhwani
Dr Sushil Wadhwani is currently CEO of Wadhwani Asset Management LLP, a
London-based fund management company.
Sushil was a full-time external member of the Monetary Policy Committee at the
Bank of England between June 1999 and May 2002. The MPC is responsible for
setting UK interest rates to meet the governments 2.5% inflation target.
From 1995-1999 Dr Wadhwani was Head of the Quantitative Systems Group, a
member of the Management Committee and Partner at Tudor Proprietary Trading
LLC, a fund management company. He was previously Director of Equity Strategy at
Goldman Sachs International (1991-95) and before that Reader / Lecturer in
Economics at the London School of Economics (1984-91).
Dr Wadhwani was educated at the London School of Economics, where he obtained a
BSc (Econ), MSc (Econ) and PhD (Econ).
He has published a number of articles in academic journals. His past research
includes work on financial markets, and the determinants of unemployment and
inflation.
He was designated a Commander of the British Empire in the Queen’s Birthday
Honours List in 2002.
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 Paul Wilmott,
Wilmott
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