Dr. Elliot Noma, speaking at ETF & Indexing Investments USA 2011

Dr. Elliot Noma,
Senior Vice President, Chief Risk Officer and Portfolio Manager
Asset Alliance

Dr. Noma is the founder of Garrett Asset Management, a systematic trading firm that uses technical systems to invest in futures, ETFs, and currencies. Dr. Noma is also a Senior Risk Consultant with Asset alliance. He consults on a variety of financial issues involving portfolio management, hedge fund due diligence, trading systems, risk management, fund of hedge funds, and operational due diligence. Dr. Noma is a member of the Financial Risk Manager (FRM) examination committee within the Global Association of Risk Professionals (GARP). He is also a member of the editorial board for The Investment Professional, published by the New York Society of Security Analysts. Prior to founding Garrett Asset Management, Dr. Noma was the portfolio manager for the BTOP50 fund, a diversified portfolio of global macro, commodity, and managed futures programs. He was a member of the Asset Alliance Investment Committee that oversees all fund of funds investments for Asset Alliance. Dr. Noma was also the Chief Risk Officer at Asset Alliance. In that role he was responsible for the risk oversight of Asset Alliance's single- and multi-manager product offerings. Prior to joining Asset Alliance, Dr. Noma was Senior Risk Analyst, Fixed Income Products, Merrill Lynch Investment Managers (2000-2003). Earlier in his career, Dr. Noma was Director of Corporate Risk Management overseeing derivative and fixed income products within Deutsche Bank, Americas (1995-1999), and developed fixed income market strategies at, J.P. Morgan Securities (1993-1995). Dr. Noma also spent four years in the psychology faculty at Rutgers University (1983 – 1986) and his research has been published in numerous industry journals and scholarly periodicals. Dr. Noma graduated from Dartmouth College in 1972 with a BA in Mathematics. He received M.A’s in Mathematics and Psychology in 1979 and a Ph.D in Mathematical Psychology in 1982 from The University of Michigan. In 1990, Dr. Noma received an Advanced Professional Certificate in Finance from New York University.

Appearing:

Asset Allocation Summit USA: Monday, May 16, 2011

08.50

Chairman’s opening remarks

Dr. Elliot Noma,

Senior Vice President, Chief Risk Officer and Portfolio Manager,
Asset Alliance

16.40

Panel session: Getting back to basics - keeping risk management a priority

• Measuring liquidity, currency, and leverage risk quarterly
• What are the best ways of tracking portfolio return variation to meet returns requirements?
• Hedging against currency risk: managers & investors

Mr. David Shen,

Manager, Asset Allocation and Risk,
Washington University in St. Louis

Dr. Elliot Noma,

Senior Vice President, Chief Risk Officer and Portfolio Manager,
Asset Alliance

Mr Robert de Rito,

SVP, Head of Investment Control,
APG Asset Management

ETF & Indexing Investments USA: Tuesday, May 17, 2011

14.45

Everything you need to know about ETFs & liquidity risk

• How & with what frequency are underlying assets evaluated in funds?
• Analyzing ETF liquidity risk & the role of market participants: who can get you the best NAV?
• Understanding counterparty risk within ETFs and the fund’s underlying assets

Dr. Elliot Noma,

Senior Vice President, Chief Risk Officer and Portfolio Manager,
Asset Alliance

Sponsor ETF & Indexing Investments USA 2011 ›

Gold sponsor