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We are now accepting nominations for industry leaders to serve as speakers and panelists at QuantInvest 2008.
- Showcase your thought leadership. Share your latest research and case studies with our highly targeted audience of investors, asset managers, and industry professionals.
- Raise your profile. In addition to speaking in front of over 200 senior-level professionals, your name will be included on over 30,000 brochures distributed worldwide.
- Reinforce your professionalism. Professionals and organisations want to speak at Terrapinn events because they are completely committed to their clients. Our program and agendas are researched and trusted.
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Meet our speakers
Managing Director,
Standard & Poors
Mitch Abeyta is Managing Director at Standard & Poor's, based in Denver, Colorado. In this senior position, he is co-leader for the Standard & Poor’s Compustat Data Services division, which includes product management and market development. He is also an integral part of the Capital IQ integration.
Mitch joined Standard & Poor's in 1983 as a financial researcher collecting and analyzing fundamental company data. Before heading up the Compustat group, Mitch worked directly within each functional area of Data Services to gain first-hand knowledge and expertise. His past roles include client services, product development and business development, working closely with the source database, the Compustat Xpressfeed direct feed and Research Insight--Standard & Poor’s proprietary analytical software. Mitch has a wealth of experience and client contact concerning the institutional investment audience and their interaction with our data and software.
Mitch received a Bachelor of Science degree in Marketing from Metro State University in Denver.
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Professor,
Imperial College London
Claudio Albanese developed a framework for the mathematical finance of long dated derivatives based on constructive probability theory and numerical linear algebra. His framework has been used extensively by many of the worlds top financial institutions in solving long dated derivative challenges
He currently consults for several financial organizations in the area of structured products and serves as an independent director on several. developed a framework for the mathematical finance of long dated derivatives based on constructive probability theory and numerical linear algebra.
Claudio holds a PhD in Theoretical Physics from ETH Zurich and has been working in Mathematical Finance since the mid 90s. His academic career involve positions up to the rank of full professor.
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Head of Manager Research,
Hymans Robertson
STEPHEN BIRCH joined Hymans Robertson in March 2003 having spent six years working in management consulting. He is Head of Hymans Robertson’s Manager Research Team. In addition to overall responsibility for manager selection and analysis, Stephen focuses on fixed income managers. Stephen graduated from Durham University in 1996 with a degree in Economics.
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,
Robeco Investment Management
David Blitz is deputy head of Robeco’s Quantitative Strategies department and portfolio manager at Robeco’s Disciplined Equity team. He joined Robeco in 1995 after graduating cum laude in econometrics at Erasmus University in Rotterdam. Mr. Blitz is responsible for Robeco’s quantitative equity research. This includes the development and maintenance of equity forecasting models, most notably Robeco’s successful proprietary quantitative stock selection model, and the development of quantitative portfolio construction algorithms, which are used to translate return forecasts into actual portfolios. The Robeco Disciplined Equity team currently manages over EUR 11 billion in quantitative equity products which are solely based on these quantitative tools. Within that team Mr. Blitz is responsible for managing the Institutional Global Mid Cap Quant Equity Fund. As a spin-off of his research, Mr. Blitz has published several papers in international and local journals and gives guest lectures at Erasmus University’s RSM faculty.
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Chairman,
Capital Fund Management
Jean-Philippe became interested in theoretical and empirical finance in 1991 and founded the research company Science & Finance in 1994 with Jean-Pierre Aguilar (S&F has now merged with CFM). His work, summarized in the book Theory of Financial Risks and Derivative Pricing, includes new statistical models of returns and correlations, extreme risk control and option pricing beyond Black-Scholes. He now supervises, together with Marc Potters, the research team of CFM, and helps maintaining strong links between CFM and the academic world. Dr Bouchaud was awarded the IBM Young Scientist prize and the CNRS Silver Medal. He is also the Editor in Chief of Quantitative Finance.
Jean-Philippe Bouchaud was appointed Chairman and Chief Scientist of CFM in October 2001. After studying at the French Lycée in London, Jean-Philippe Bouchaud graduated from the École Normale Supérieure in Paris, where he obtained his Ph.D. in theoretical physics. He was then appointed by the CNRS until 1992. After a year spent at the Cavendish Laboratory (Cambridge, UK), he joined the Service de Physique de l’État Condensé (CEA-Saclay).
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Product Engineer, Active Equities,
State Street Global Advisors
Jenya is a member of State Street Global Advisors European Active Equity team focusing upon providing Product Specialist expertise to the team’s investment managers, as well as external clients and consultants. Her role also encompasses product development and research for investment strategies liaising globally with Product specialists in similar asset classes. Jenya joined SSgA in November 2002 in the Tokyo branch as a member of the marketing team and later took on a product specialist role covering Japanese active equities. Prior to that, she was working for State Street Corporation International Management Group, LLC Tokyo Branch where she was involved in strategic planning and global client relationship management across all State Street businesses in Japan. Jenya holds a Bachelor of Arts and a Master of Arts in Japanese Studies & Economics from Moscow University, as well as Master of Arts in Economics from Hitotsubashi University in Japan.
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Chief Investment Officer,
INTECH
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Managing Director, Investment Strategies Group,
Morgan Stanley
For three consecutive years, Morgan Stanley has been ranked first for Exchange Traded Fund Research in Europe, Asia, Africa and North America in a global survey conducted by both International Fund Investment and ExchangeTradedFunds.com. In 2007, Deborah won an award for the Greatest Overall Contribution to the development of the Global ETF industry in 2006. In 2006, the organisations honoured Deborah for meritorious service to the ETF Industry. The award recognized her as one of the early strategists to cover exchange traded products, specifically for her work on OPALS and ETFs. In addition, the Greenwich Associates survey of institutional investors in Europe in 2002 - 2006, ranked Morgan Stanley first for ETF strategy.
Deborah was ranked in the 2007 Financial News Top 100 Women in Finance, a distinguished list of the most influential women in European Finance.
Deborah has been assisting clients with the implementation of Delta 1 solutions for over 10 years. She is on the International Advisory Committee (IAC) of the Cairo and Alexandria Stock Exchanges (CASE) in Egypt and on the Editorial Board of the Journal of Indexes.
The group publishes quarterly reports on global ETF industry, ETF short interest, ETF options and futures and the ETF Global Tracking Monitor. It produces reports on specific trade ideas: performs customised analysis for clients critiquing and comparing the various costs of implementing asset allocation strategies using Delta 1 products: publishes quarterly guidebooks on global ETFs, index futures and options, swaps and certificates, OPALS, TOPAS and Shariah Index Funds.
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Mr. Antonio Garcia Pascual, Financial Economist, Monetary and Capital Markets Department,
International Monetary Fund
Antonio Garcia Pascual represents the International Monetary Fund at the stress testing working group of the Research Task Force of the Basel Committee on Banking Supervision.
His role within the IMF is as a financial sector economist in the Monetary and Capital Markets Department at the IMF. His areas of expertise are macro-econometric modeling and risk measurement and management in financial institutions.
Prior to joining the IMF, Dr. Garcia Pascual was on the faculty of the University of Munich where he taught International Finance and Econometrics. His academic research has been published in journals such as the Journal of International Money and Finance, Review of International Economics, and Oxford Economic Papers.
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Head of Quantitative Asset Management & Alternative Investments,
Swiss Life Asset Management
When questioned on his experience of investing in quantitative investment structures Pierre said that the biggest issue now in the quant industry is the rapid expansion of the industry and the repercussions of such growth. Product developers are finding more avenues of exposure to offer to there clients. The issue now is how to select the most appropriate fund for your investment objectives. Pierre describes the change in the industry of having moved from an ‘innovative’ market to an ‘industrialised’ market, i.e. many players, building on an established base of core products.
Pierre considers the main driving benefits for quants use to be both the realisation by investors that the progression to a science based approach is natural, that it has logic as the market evolves. Pierre also says that due to the power of computers having increased yearly complex trading and risk programs are now more efficient in their running than they were previously meaning investors can run better in-house risk management programs. One distinct advantage is that the analyses of quantitative risk factors is simpler to undertake meaning more investors will include them in their analyses.
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Head of Quantitative Investment Strategy,
Lehman Brothers Alternative Investments
Dr. Hayes is the Manager of Quantitative Research and the Co-Head of Quantitative and Directional Strategy Research on the LBAIM Investment Team.
From 2002 to 2004, he worked at Kingdon Capital Management where he served as both quantitative analyst and fundamental analyst. Between 2000 and 2002, he was an Associate in the Equity Portfolio Strategy group at Sanford C. Bernstein.
Before entering the financial services field, Dr. Hayes was an Assistant Professor of Mathematics at Stevens Institute of Technology, having previously held postdoctoral positions at Duke University and the University of Southern California. He received a BS in physics from Caltech in 1989 and a PhD in mathematics from the Courant Institute at NYU in 1994. His thesis was on nonlinear hyperbolic partial differential equations.
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Risk Management,
Talanx Group
Stefan is Head of Risk Management, asset liability management, and strategic asset allocation of ampegaGerling (the asset manager of Talanx Group)
Stefan studied mathematics, physics, and philosophy in Göttingen, Paris and Bloomington, Indiana. He went on to do his PhD and habilitation in Mathematics.
Between 1994-2000 Stefan lecturered at the university of Göttingen. This followed with a two year period as a lecturer at the technical university of Clausthal. In 2002 Stefan moved into industry undertaking the role of risk manager at DBV Winterthur insurances. Following this in 2005 he became Asset Manager of pension funds at Hoescht. In 2007 he moved on to become Director of ALM of German institutional clients for Société Générale investment bank. From here he moved to his current position as Head of RM/ALM/SAA at ampegaGerling
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Partner and Head of Alternative Beta Strategies,
Partners Group
Lars Jaeger holds a PhD degree in theoretical physics from the Max-Planck Institute for Physics of Complex Systems, Dresden. He studied physics and philosophy at the University of Bonn, Germany, and Ecole Polytechnique, Paris. After his post-doctorate studies in Dresden, Lars began his finance career as a quantitative researcher on econometric and mathematical modeling of financial markets at Olsen & Associates AG in Zurich. He subsequently joined the Hedge Fund group of Credit Suisse Asset management, where he was responsible for risk management and quantitative strategy analysis. Lars is a founding partner of saisGroup, an investment firm specializing on alternative investment strategies which merged with Partners Group, where he is now heading the group “Alternative Investment Research”. Lars holds the CFA charter and is a certified Financial Risk Manager (FRM). He is the author of numerous research publications and the books “Risk Management of Alternative Investment Strategies”, published in 2002 with Financial Times Prentice Hall, “The New Generation of Risk Management for Hedge Funds and Private Equity“ (ed.) published by Euromoney in 2003, and “Through the Alpha Smokescreen: A guide to hedge fund return sources”, published by Institutional Investors (2005).
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Senior Investment Consultant,
Watson Wyatt
Peter is a member of the Quantitative Research and Systems group at Watson Wyatt Investment Consulting. Within that group he heads up the Manager Research Quant Team. The team's objective is to support the firm's investment manager research process through the use of portfolio analysis and quantitative analysis in general.
Peter holds masters degrees in Applied Economics (University of Antwerp), Accounting and Audit (University of Leuven) and Actuarial Science (University of Leuven). Peter joined Watson Wyatt in Belgium in 1996 and relocated to Reigate in 1997 in order to join the Investment Practice. He returned to Belgium at the end of 2003. Peter is a Fellow of the Institute of Actuaries in the UK.
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Hedge Fund Manager,
Alpheus Advisors
Nikos is responsible for the hedge fund investments at Alpheus, a European family office with a considerable allocation to alternatives.
Prior to Alpheus, Nikos co-founded and held the position of Managing Director at IKOS SA, an investments and technology firm backed by the IKOS hedge fund firm. Between 2001 and 2004, he was a senior hedge fund analyst at Merrill Lynch and Schroders in London. Prior to that, Nikos was a Hedge Fund Analyst and Financial Engineer with the Man Group in London, developing structured products on hedge fund portfolios. Nikos graduated with an MBA and a first class Mechanical Engineering Master's degree from Imperial College in London.
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Chief Executive Officer,
FinAnalytica
Dr. Martin is Co-founder, CEO and Chairman of FinAnalytica. He is on leave from his position as Professor of Statistics, Adjunct Professor of Finance and Director of Computational Finance at the University of Washington.
Dr. Martin was a consultant in the Mathematics and Statistics Research Center at Bell Laboratories for ten years, a position created on the recommendation of J. W. Tukey, whose influence resulted in Dr. Martin switching his research focus from Electrical Engineering to Statistics. In 1987 Dr. Martin founded StatSci, Inc. to develop and market the S-PLUS system for data analysis and statistical modeling, based on an exclusive publishing license for the S language from Bell Laboratories. In 1993 Dr. Martin sold StatSci to MathSoft, Inc. and remained with MathSoft, subsequently renamed Insightful, Inc., in various roles until 2003. He has authored numerous publications in the areas of time series and robust statistical methods, including two Royal Statistical Society Discussion papers and one invited Annals of Statistics Discussion paper. His recent research focus has been applications of statistical methods in finance and investment, including the application of robust statistical methods and Bayesian modelling. Dr. Martin is co-author of two recent books: Modern Portfolio Optimization (2005, Springer) and Robust Statistics: Theory and Methods (200, Wiley). He holds the B.S.E. and Ph.D. degrees in Electrical Engineering from Princeton University.
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Head of Quantitative Strategies,
London & Capital
Neil Michael is Head of Quantitative Strategies at London and Capital. His quantitative investment experience has spanned several years and brought him into contact with some of the finance industries most respectable investors and organisations.
In his current position at London & Capital he is responsible for quantitative portfolio management and analysing and developing the MarketGrader exchange traded funds.
Previously to London & Capital Neil worked as a Portfolio Manager at West End Capital Management (Bermuda), managing their quantitative equity relative value strategy for a multi-strategy hedge fund which was funded by Warren Buffett, the legendary Berkshire Hathaway Investor.
Prior to this he was a Portfolio Manager at Gulf International Bank (UK) for five years, where he developed and then managed their quantitative asset allocation and equity statistical arbitrage strategies. Neil has also worked for ING Baring Securities Ltd in the emerging markets index group, developing quantitative enhanced index strategies. He has a BA in Economics with Econometrics from Reading University and an MA in European Studies with Econometrics from Sussex University.
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Mrs. Carolina Minio-Paluello, Managing Director, Head of Quantitative Resources Europe,
Goldman Sachs Asset Management
As Co-Head of Global Product Strategy, Carolina is responsible for product development, strategy and communications for the Quantitative Investment Strategies team.
Carolina says that the most pressing concern now is to explain to investors what has happened to the quantitative investments market, why quantitative funds dropped asset value in August and January, and what the current state of the market is now. Her strong belief is that the market will recover and that historic returns are a good indication of quantitative investings strength and integrity.
Carolina joined GSAM in May 2000 in the Institutional Client Research and Strategy Group. In November 2000 she joined the Global Fixed Income and Active Equity teams to manage the global balanced product. In December 2001, she 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, a Masters in Finance from Université Catholique de Louvain and a PhD in Finance from the London Business School.
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Head of Quantitative Strategies,
AP2
Tomas joined the Second Swedish National Pension Fund – AP 2 in 2002 and currently manages six members of staff overseeing $20 billion of the pension funds capital. This represents in excess of 50% of AP2’s total investable capital.
As Head of Quantitative Strategies Tomas has full time concentration on developing his quantitative portfolio and as of such is one of the worlds most educated and experienced investors in the quantitative investments industry.
Tomas states that AP2 use quantitative investment strategies because of their cost effective qualities when investing a large amount of capital. The main project that he is working on currently is quantitative investing as an application to an alpha-beta separation strategy. He says that the benefit he considers quant to provide is that instead of relying on an active manager to provide all of their alpha returns they can instead use quantitative investment techniques to provide a 'backbone' to achieving alpha targets. The ease of implementing an alpha-beta strategy by using quantitative techniques is a stand out quality for him.
Particular challenges that he currently faces is the need to source good quality data, particularly qualitative data. He also says that he among other quantitative investors are facing the increasing challenge of handling quantitative investments in a market that is made up significantly of other quantitative investors. This creates a new risk challenge that has to be accounted for.
Tomas says he has a highly efficient research department that is formulating many ideas on how to maximise returns from quantitative investing. He says the need to be selective with your ideas is highly important, to critically rule out certain opportunities to only focus on the optimal best ideas.
Back testing is another issue where Tomas says increasing focus needs to be made within a changing macro-economic environment. Risk models that performed outstanding in their back testing may now be obsolete and in fact damaging if implemented as they may not work in markets going forward.
Investors need to be vigilante to these concerns and Tomas's insight is rare opportunity to hear from an outstanding speaker presenting from the angle of an active European institutional investor
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Mrs. Alessandra Pasquoni, Head of Investments,
Cassa Previdenza Dott. Commercialisti
Alessandra has been working with Caosa Commercialisti since December 2005 as their Head of Investments. Within this role Alessandra oversees the strategic and tactical asset allocation for the funds 2.5 billion Euro assets under management. Other responsibilities Alessandra carries out include the risk and performance indicator analysis as well as undertaking the selection of new counterparties based on qualitative and quantitative criteria’s. The fund is currently growing at a rate of 400 million Euro per year.
Prior to Caosa Commercialisti Alessandra worked with Pioneer Investment Management in Dublin for five years undertaking both the role of Senior Corporate Action and Pricing specialist followed by Analyst for the Long Term Asset Allocation Portfolios
Alessandra graduated from M. Smurfit Business School, Dublin in 2002 where she studied Quantitative Finance.
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Director, Risk Management Laboratory,
Tanaka Business School, Imperial College
William Perraudin has consulted widely for financial institutions and governments. He was a Special Advisor to the Bank of England for seven years and was closely involved in the development of the Basel II rules especially those related to loan and structured product capital charges. His research interests include risk management, structured products, the pricing of defaultable debt, portfolio credit risk modeling and financial regulation. He is an Associate Editor of Quantitative Finance, the Journal of Banking and Finance and the Journal of Credit Risk and is a member of the Research Council of the Deutsche Bundesbank.
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Head of Tactical Asset Allocation,
AP1
Peter Raicevic started his career in the financial market in 1998 as a risk manager at Swedbank. After a few years he went back to the university as a graduate student where he received a Licentiate Degree in Computer Science.
His research field has been in artificial neural networks and genetic algorithms.
He joined The First Swedish National Pension Fund in 2005 where he is working at the Global Tactical Asset Allocation group. His main responsibilities are to manage and develop quantitative investment models. His current work is focused on improving the process of developing new investment models, e.g. using Monte Carlo methods to adjust for data mining biases when evaluating the performance.
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Principal, Quantitative Equity,
OMERS Capital Markets
Brent Robertson is a Principal, Quantitative Equity, OMERS Capital Markets. He is responsible for all internally managed quantitative equity mandates in OMERS portfolio. These include a European Asia Pacific mandate and two Canadian mandates.
Brent joined OMERS in 1998 as a Performance Analytics analyst. In 2001 he moved to the External Funds Department with a mandate to establish a quantitative investment process. In 2007 he was assigned responsibility for all quantitative equity portfolios managed internally at OMERS. Prior to joining OMERS, Brent spent three years working for a Canadian custodian, providing performance analytics.
Brent received his HBA (Economics with Finance and Accounting) from Wilfrid Laurier University and his MBA (Financial Engineering) from York University. He is a Chartered Financial Analyst and a member of the CFA Institute and the Toronto CFA Society.
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Professor of Mathematics,
K.U. Leuven
Wim Schoutens has a degree in Computer Science and a PhD in Science, Mathematics. He is a research professor in the Department of Mathematics at the Catholic University of Leuven,
Belgium.
Wim is a regular independent consultant and trainer to the banking industry on equity modeling, structured products, credit derivatives, and other financial engineering problems. His research interests cover all areas of financial Mathematics, in particular Lévy jump models.
Wim is author of the Wiley book “Lévy Processes in Finance: Pricing Financial Derivatives” and editor (together with A.E. Kyprianou and Paul Wilmott) of the Wiley-book “Exotic Option Pricing and Advanced Lévy Models”.
He has recently written in leading journals on advanced equity models, model risks, hedging
of variance swaps, jump driven credit models, multivariate financial engineering, pricing and
hedging of credit derivatives (CDSs, CDOs, CMS, CPPIs, CPDOs, ABSs, …)
He currently teaches several courses related to financial engineering in different Master programs. He is a regular lecturer for the financial industry of in-house courses and public courses.
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Head of Quantitative Research,
FinAnalytica
Stoyan V. Stoyanov, Ph.D. is the Head of Quantitative Research at FinAnalytica specializing in financial risk management software. He completed his Ph.D. degree with honors in 2005 from the School of Economics and Business Engineering (Chair of Statistics, Econometrics and Mathematical Finance) at the University of Karlsruhe and is author and co-author of numerous papers. His research interests include probability theory, heavy-tailed modeling in the field of finance and optimal portfolio theory.
His articles have recently appeared in the Journal of Banking and Finance, Applied Mathematical Finance, Applied Financial Economics, and the International Journal of Theoretical and Applied Finance. He is a co-author of the mathematical finance book Advanced Stochastic Models, Risk Assessment and Portfolio Optimization: the Ideal Risk, Uncertainty and Performance Measures (2008) published by Wiley. Dr Stoyanov has years of experience in applying optimal portfolio theory and market risk estimation methods when solving practical problems of clients of FinAnalytica.
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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.
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Chief Strategist,
PGGM investments
As Chief Strategist, Jaap is responsible for strategic asset allocation, portfolio construction and the innovation of the investment mix with PGGM Investments.
After graduating in 1987 from Rotterdam Erasmus University, where he studied Finance,
Mr Van Dam joined Algemene Bank Nederland (Later ABN AMRO Bank). In 1990 he moved to Bank Mees & Hope (later MeesPierson) holding various positions including Head of Funds Research.
From 1999 until 2004 he was responsible for Portfolio Construction, Manager Selection and Risk Budgeting with VermogensGroep as Head of Research and CIO. Mr Van Dam started at PGGM Investments in 2005 as Head of Inhouse Equities.
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Mr. Pieter-Jelle van der Sluis, Senior Portfolio Manager GTAA Fund, Pieter-Jelle van der Sluis,
APG Investments
Dr. Pieter Jelle van der Sluis is a Senior Portfolio Manager of the GTAA fund at APG Investments. In this role he is responsible for the running and developing the Systematic Global Macro Strategies and Systematic Global Volatility Strategies portfolios, which he initiated and built up from scratch.
Pieter Jelle joined APG Investments (formerly known as ABP Investments) in 2000. Before working for the GTAA Fund he worked in senior roles for the Investments Research and Equity Departments. Before becoming a senior portfolio manager he was also a member of APG Investments’ Global Risk Committee. His expertise includes quantitative investment strategies, alternative beta, hedge fund replication, global macro trading and derivatives.
Before joining APG, Pieter Jelle held academic positions at the Department of Actuarial Science and Econometrics at the University of Amsterdam and at the CentER and Econometrics Department at Tilburg University. He is a former academic with a PhD in Economics and Econometrics from the University of Amsterdam and the Tinbergen Institute. He also holds an MSc degree in Econometrics and Operations Research from Free University Amsterdam. He currently serves part time as an assistant professor to the Finance Department at Free University Amsterdam where he is affiliated to the post-graduate program for Financial and Investment Analysts (VBA). He has published peer refereed book chapters and articles in international journals, such as the Journal of Forecasting and the Journal of International Money and Finance. He gives guest lectures and is also a frequent speaker at both academic and practitioner’s conferences. His research on hedge funds has been quoted in the international press.
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Investment Director,
Tilney Wealth Management
Paul animatedly calls himself a "London based scouser - with a colourful turn of phrase"
He is an expert in his field and has over 20 years experience in private client pension fund management, specialising in SSAS, SIPP & Income Drawdown.
Paul’s professional career started with Fidelity in mid 80s where he carried out his initial training. He went on to establish his own consultancy in East Anglia managing assets for small companies and pension schemes after leaving Fidelity.
In the early 90s he was approached by Societe Generale to establish their department dealing with the expanding SIPP and drawdown markets. He went on to spend ten years with SocGen heading up the business stream associated with personal pensions (whilst with them he persuaded the Bank of England to allow private clients access to the gilt strip market).
His management experienced includes equities, fixed income both directly and using a variety of strategies including structured notes, ETFs and alternatives - some quantatively based.
He eventually sold his consultancy to Tilney Fund Management in the early part of this decade.
In 2003 Tilney was acquired by Deutsche Bank. He now works as Investment Director London responsible for "multi-asset class" mandates.
His role includes working with forex, commodities, hedge fund and equity research (product design and appraisal for executive, corporate and pension scheme clients). He manages pension and private client funds.
Paul was educated at University College, London where he studied History.
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Director, Senior Portfolio Manager, Quantitative Equities,
Lazard Asset Management
Susanne Willumsen is a Senior Portfolio Manager on Lazard’s Global Quantitative Equity team. She began working in the investment field in 1993. Prior to joining Lazard in 2008, Susanne was Managing Director, Head of Active Equities Europe with State Street Global Advisors (SSgA). During her 13 year tenure at SSgA, Susanne was responsible for the research and portfolio management of all UK and European equity strategies. Prior to joining SSgA Susanne traded equity derivatives for the proprietary desk at Investcorp. Susanne received an MSc in Shipping, Trade and Finance from City University and a BSc in Management Studies from the University of Surrey.
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Founder,
Wilmott Associates
Paul Wilmott is a financial consultant, specializing in derivatives, risk management and quantitative finance. He has worked with many leading US and European financial institutions. He is a member of the Physics in Finance Committee of the Institute of Physics, and is on the editorial boards of several academic journals.
Paul studied mathematics at St Catherine’s College, Oxford, where he also received his D.Phil. He founded the Diploma in Mathematical Finance at Oxford University and the journal Applied Mathematical Finance. He is the author of Paul Wilmott Introduces Quantitative Finance (Wiley 2007), Paul Wilmott On Quantitative Finance (Wiley 2006), Frequently Asked Questions in Quantitative Finance (Wiley 2006) and other financial textbooks. He has written over 100 research articles on finance and mathematics.
Paul Wilmott was a founding partner of the volatility arbitrage hedge fund Caissa Capital which managed $170million. His responsibilities included forecasting, derivatives pricing, and risk management.
Dr Wilmott is the proprietor of www.wilmott.com, the popular quantitative finance community website, the quant magazine Wilmott and is the Course Director for the Certificate in Quantitative Finance.
Paul Wilmott was a professional juggler with the Dab Hands troupe. He also has three half blues from Oxford University for Ballroom Dancing.
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Chief Executive Officer,
AHL
Tim Wong is the CEO of AHL. He is also a member of the Man Global Strategies investment committee and is on the Man Investments management committee.
Mr Wong joined AHL in 1991 as a research analyst, and later assumed overall responsibility for the day-to-day running of the research and investment management operations. Mr Wong graduated from Oxford University in 1991 with a first class honours degree in engineering science. He subsequently gained an MSc in statistics and operational research from London University. He is an associate of the UK Society of Investment Professionals.
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Principal, Quantitative Equity,
OMERS Capital Markets
Serguei is a Principal at OMERS Capital Markets where he is involved in quantitative research and in management of active quantitative equity strategies. Prior to joining OMERS in 2007 Serguei held research and portfolio management positions with TD Asset Management.
Serguei holds a Diploma in Physics and Electronics from Byelorussian State University and a Ph.D. in Economics from McGill University. His research on topics in financial econometrics have been published in academic journals and presented on international academic forums.
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