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Ramon Tol
Fund Manager Equities
Blue Sky Group
Jerry Davis
Chairman,
Board of Trustees / CEO
New Orleans Employees’
Retirement System
Milbrey “Casey” Jones
Trustee
Marin County Employees Retirement Assn
Gerald Garrett
Trustee
Oklahoma Firefighters
Pension & Retirement
System
Sabrina Callin
Executive Vice President
PIMCO
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Meet our speakers
Partner,
Dorchester Capital Advisors LLC
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Deputy Chief Investment Officer and Director of Manager Research,
Progress Investment Management Company
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Director of Equity Derivatives,
Societe General
Nathalie Bockler has been with Société Générale's since 2000. She is currently responsible for the Equity Finance activities in Canada and client development in North America. Prior to holding this position, Nathalie headed the Financial Institutions Group in Canada.
Before joining Société Générale, Nathalie worked as a banker with BNP Paribas in the export financing group. Previously, she was a Corporate Credit Analyst with Credit Lyonnais and has also held positions in the consultancy field covering business valuation and insolvency. She holds a B.A in Business Administration from Université du Québec à Montréal with a specialization in finance.
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Executive Vice President,
PIMCO
Ms. Callin is an Executive Vice President and member of PIMCO's alternative investment solutions team. Ms. Callin also serves as a product manager for PIMCO's global portable alpha-based equity and unconstrained bond strategies. She joined PIMCO in 1998 as a product specialist and member of the institutional client servicing group.
Prior to joining PIMCO she was a manager in the assurance and business advisory services group at KPMG Peat Marwick, LLP. She has seventeen years of investment experience and holds two bachelor's degrees with majors in finance, accounting and economics from Texas Christian University, and an MBA from the Stanford University Graduate School of Business. She is also an author of Portable Alpha, Theory and Practice: What Investors Really Need to Know, published in April 2008.
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Director,
Societe Generale
Jim Coppola is a Director in the Equity Finance Group of Societe Generale, a part of the investment bank's Global Equity Derivatives and Solutions (GEDS) Division. He is responsible for the New York International Securities Lending Desk and Equity Linked Swap Product Sales. As part of the Institutional Sales team, Jim establishes and maintains relationships with Beneficial Owners, Asset Managers and other regulated funds. Prior to joining SG in 2000, Jim worked as a Sales Trader at ING Baring’s Equity Finance Desk and as a Fixed Income trader in Latin American Eurobonds on ING’s Emerging Markets Trading Desk. Mr. Coppola holds a Bachelor of Arts degree in Economics and Political Science from Columbia University.
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Chairman, Trustee,
New Orleans Employees Retirement System
Commander Jerry D. Davis is the Employee Representative on the Board of Trustees for the New Orleans Employees’ Retirement System. He was first elected to this five-member board in 1986, as the Employee Representative, and is now in his seventh term. He was elected Chairman of the Board in 1994, after serving as Chairman of the Investment Committee for seven years, during which time the Fund progressed from a fixed-income-only allocation to a balanced mix of asset classes. During his unprecedented tenure, the Fund has grown from $94 million to $420 million, while providing generous pensions and allowing for the lowest employer cost ratio in the state.
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Director of Quantitative Research ,
Glenmede Investment Management, LP
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Senior Manaing Partner, Portfolio Management and Research,
Hagin Investment Management
Ms. DeRose heads our Portfolio Management and Research Teams. She has 25 years of investment experience. Ms. DeRose began her career at Chase, spent 13 years at Scudder Stevens & Clark and successor organizations, and was most recently at Bessemer Trust. She's managed multi-billion dollar quantitative and fundamental portfolios, while supervising equity departments. Ms. DeRose was the subject of a Barron's cover story and has been quoted in many publications. Ms. DeRose has a BA from Princeton. She is a member of NYSSA, SQA, and 100 Women in Hedge Funds, and founded the Kathleen Traynor Research Fund at Princeton's Bendheim Center for Finance.
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CEO and Founder,
Inalytics Ltd
Rick Di Mascio established Inalytics in 1998, previously he was the MD and CIO of CINMan,and then Head of the UK Unit at GSAM. Rick has also been a Director of Olympus Capital Management, a European long/short hedge fund manager, and IMIGest, the leading Italian mutual fund company. Rick is also Chairman of the T-Charter group.
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Founding Partner,
Casey Quirk & Associates
Jeb is a founding partner of Casey, Quirk & Associates. He has over 18 years of experience in the investment management industry. Jeb has broad experience advising senior management of traditional and alternative asset management firms on business strategy, including leading projects ranging from vision development and distribution strategy, to investment process assessment. Jeb also has experience advising firms in M&A strategy, due diligence, and post-merger integration. He has led much of the firm’s work on investment quality and product development, and he leads the firm’s work and research in asset management business financial benchmarking.
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Managing Director,
Wilshire Associates
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President,
EVA Advisers LLC
Al Ehrbar is president and chief executive of EVA Advisers LLC, a registered investment adviser that uses the EVA model of business valuation in quantitatively and fundamentally managed equity portfolios. EVA Advisers launched an all-cap, quantitative 150/50 product in August 2007. Prior to forming EVA Advisers, Ehrbar was a partner at Stern Stewart & Co., the creator of the EVA framework, and before that was a financial journalist for more than 20 years. He is the author of the bestselling EVA: The Real Key to Creating Wealth (John Wiley & Sons, 1998). John Bogle cites Ehrbar’s articles in Fortune magazine as a catalyst to his creation of the Vanguard 500 Index Fund. Ehrbar received his MBA in finance and economics from the University of Rochester.
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Senior Consultant,
Segal Advisors
Mr. Ezard joined Segal Advisors’ Los Angeles office as a Senior Consultant in 2003. He is responsible for client service in the West Region and works in our Los Angeles office. In his investment consulting role, Mr. Ezard assists clients with asset allocation, investment policy, and portfolio construction across all asset classes and investment strategies.
Mr. Ezard has more than 20 years experience in the financial industry. He has had direct portfolio management experience in both fixed income and equity securities, and began his career as a securities analyst with J.P. Morgan. Mr. Ezard is a frequent speaker at financial industry conferences and seminars.
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Senior Research Analyst,
Russell Investments
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Head of Quantitative Research and Portfolio Management,
D. E. Shaw Investment Management, L.L.C.
Anthony Foley is a senior vice president and the head of quantitative research for D. E. Shaw Investment Management, L.L.C. Prior to joining the D. E. Shaw group in July 2005, Mr. Foley served as a managing director and head of quantitative research at State Street Global Advisors. There he was responsible for transforming the firm’s Advanced Research Center into a leader in the development and enhancement of quantitative investment models for institutional investment management applications. From 1991 to 2000, Mr. Foley served as a director of Pareto Partners where he managed quantitative research in the currency and fixed-income areas. Prior to this, he was a quantitative research strategist at Salomon Brothers. Mr. Foley earned his B.A. in philosophy, politics, and economics from Oxford University, where he graduated with first class honors. He received his master’s degree in economics from the London School of Economics.
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Managing Principal,
Vodia Group
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Co-Founder and Managing Member,
Tykhe Capital
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Trustee,
Oklahoma Firefighters Pension & Retirement System
Gerald is a 28-year veteran of the Tulsa Fire Department where he is currently head of the Planning and Research Branch. He has served as a trustee of the Oklahoma Firefighters Pension System for over 13 years, holding positions on the rules committee, investment committee and as chairman of the board. He currently serves as the appointee of the State Senate Pro Tempore. Gerald served 12 years as Vice President of the Tulsa firefighters IAFF Local 176. Since 1994 he has served as the Unions appointee to the Tulsa Firefighters Trust Fund, which provides health, life and dental insurance to over 900 active and retired firefighters. He also is a member of the City of Tulsa Benefits Committee, which provides health, life, dental and disability insurance to other city employees. For the last 10 years Gerald has been a member of the City of Tulsa deferred compensation (457) committee with over 60 million dollars invested.
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Research Scientist,
AlphaSimplex Group, LLC
Jasmina Hasanhodzic is a research scientist at AlphaSimplex Group, LLC, where she develops quantitative investment strategies. She is a principal research scientist involved in the construction of the CS 130/30 Index. She received her Ph.D. from MIT’s Department of Electrical Engineering and Computer Science, where she proposed new methods for automating technical analysis and replicating hedge-fund betas. Her work has appeared in the Journal of Investment Management and Institutional Investor’s Alpha Magazine, and she is the co-author, with Andrew Lo, of the forthcoming book The Heretics of Finance to be published by Bloomberg Press.
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Chair, Investment Committee,
Marin County Employees Retirement Association
Milbrey M. Jones is President Emeritus of SACRS. The State Association of County Retirement Systems that represents 20 California Counties with $120 Billion in Define Benefit Pension Assets. Casey was a Trustee on the $1.5 Billion Marin County Retirement System , Chairman of the Investment Committee, durring his nine years on the Board the performance of the fund went from the bottom Quatitle to the top over 1,3, and 5 years respectively in the Callan Public Fund Universe….as a member of SACRS chaired the Nominating and Program Committees…has been a featured speaker on Hedge Funds, issues of Defined Benefit Pension Plans, and at numerous Alternative Investment Conferences.
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Partner,
Alpha Equity Management
Charles Krusen is a Partner with Alpha Equity Management. One of the pioneers in 130/30 strategies, Alpha Equity is currently managing products in US, international and real estate equities with a seven year track record. Mr. Krusen, with over 30 years experience in financial services, began his career with Citibank Capital Markets, specializing in arbitrage and proprietary trading of financial derivatives. He subsequently worked with the Derivatives Product Group of Fimat (subsidiary of Societe Generale), where he developed derivative strategies for equity private placements and created the Hedge Fund Strategies Group. For many years, Mr. Krusen has been the CIO for Krusen Family Office, based in Tampa, FL.
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Kathleen MacLaren Norgaard, Managing Partner,
MacLaren Advisors
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Senior Portfolio Manager,
SEI Investments
James Martielli is the Head of Global Equities for SEI Investments headquartered in Oaks, PA. He leads the equity teams located in Oaks, Toronto, London and Hong Kong that are responsible for manager selection and portfolio construction for all of SEI’s manager-of-manager equity products. He spent the first nine years of his investment career on SEI’s fixed income team; including a three-year assignment in SEI’s London office building the firm’s European and Global fixed income products.
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Founding Partner,
Massey, Quick & Co.
Mr. Massey co-founded Massey Quick in 2004 after a 24 year career on Wall Street. Massey Quick currently oversees in excess $1.4 billion of investment assets for endowments, foundations and wealthy families. He joined Morgan Stanley’s Private Client group in 1983 after four years with Dean Witter Reynolds. From 1988 through 1993, he led Morgan Stanley’s private client businesses in Asia, Australia, and Japan. Mr. Massey was Head of Japanese Equity Sales in New York from 1993 through 1996, and returned to Tokyo as Head of Institutional Equity Sales and Global Head of Japanese Equities in 1996.
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Founder, Managing Member,
Spearhead LLC
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Portfolio Manager,
Analytic Investors
As a portfolio manager on the equity team, Steven (“Steve”) Sapra is responsible for the ongoing research effort for U.S. equity-based investment strategies as well as the day-to-day portfolio management and trading of such accounts. Prior to joining Analytic Investors, Steve was employed as a Senior Consultant at BARRA, Inc. in Berkeley, CA. He consulted with investment managers in the areas of risk control and strategy implementation. Steve, a Chartered Financial Analyst, received an MA in Economics from the University of Southern California and a BA in Economics from California State Polytechnic University, Pomona. Steve is currently writing his Ph.D. dissertation in economics.
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Managing Director,
AG Asset Management
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Senior Researcher, Ph.D.,
Research Affiliates
Shane Shepherd conducts quantitative research used to strengthen and expand the Research Affiliates Fundamental Index® concept and to support Research Affiliates’ All Asset Fund allocation model. He currently focuses on extending the Fundamental Index strategy into fixed-income asset classes and bringing investment products based upon this research to the marketplace, as well as representing the company at conferences or seminars.
Prior to joining Research Affiliates, Shane served as a Research Assistant at the University of California, Davis Graduate School of Management, where he investigated issues in behavioral finance, and as a Legal Assistant at Morrison & Foerster, LLP.
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Managing Partner,
Agecroft Partners LLC
Don is Chairman of Agecroft Partners, a consulting and third party marketing for hedge funds. Agecroft’s mission is to represent large high quality hedge funds and introduce them in a consultative manner to institutional investors. The average hedge fund organization Agecroft will represent will have approximately $1 billion under management.
Highlighting Don’s 24 years of experience in the investment management industry is having been the head of sales for both one of the world’s largest hedge fund organizations and institutional investment management firms. Don was a founding principal of Andor Capital Management, which was formed when he and a number of his associates spun out of Pequot Capital Management. At Andor he was Head of Sales, Marketing, and Client Service and was a member of the firm’s Operating Committee.
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Senior Research Analyst,
Tabb Group
Adam Sussman, named director of research in January 2008, joined TABB Group in 2005 as a research analyst after serving as a senior product manager responsible for order management systems, routing and next-generation trading tools focused on the equities and options markets at Ameritrade, Inc., a brokerage industry subsidiary of Ameritrade Holding Corporation (NASDAQ:AMTD).
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Fund Manager Equities,
Blue Sky
Ramon joined Blue Sky Group (which manages the pension assets of KLM) in February 2000 as quantitative analyst in the Analysis group - responsible for performance measurement and attribution and risk management. In May 2002 Ramon joined the Fund Management Group as a fund manager equities. One of his major tasks is selection and monitoring external managers. Ramon was responsible for setting up and implementing the manager monitoring and selection process at Blue Sky Group.
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Director - Curriculum,
CAIA
Kathryn Wilkens received her Ph.D. in finance at the University of Massachusetts at Amherst in 1998, and received a Center for International Securities and Derivatives Markets (CISDM) fellowship in 1997. She has been on CAIA's advisory board since the program's inception in 2002.
She has published several journal articles and is now a CISDM Research Associate. Recently she has published chapters in Intelligent Commodity Investing (2007), Hedge Funds and Managed Futures (2006), Funds of Hedge Funds (2006), Hedge Funds: Insights in Performance Measurement: Risk Analysis, and Portfolio Allocation (2005), Commodity Trading Advisors: Risk, Performance Analysis and Selection (2004), and Hedge Funds: Strategies, Risk Assessment, and Returns (2003).
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Pre-conference workshop:
November 18th, 8:30am - 4:00pm
Conference:
Day 1
November 19th, 9am - 5:30pm
Day 2
November 20th, 9am - 5:30pm
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