Currently an Investment Director in Listed Equities at Industry Funds Management, Laurence is primarily involved in the management of IFM’s enhanced index mandates, and the development of further systematic equity strategies.
He has fifteen years experience in Funds Management, primarily focussed on the creation and management of systematic equity strategies. His previous roles include Investment Director - Quantitative Analysis at VFMC, Quantitative Research Director at Contango Asset Management, Investment Director - Asset Allocation at Westpac Investment Management and Senior Portfolio Manager at Rothschild Australia Asset Management. Additionally, he has consulted for organisations including UBS Asset Management, Alberta Investment Management Company and Merrill Lynch Asset Managers.
Laurence is strongly involved in the finance industry. He has lectured for organisations including: SIA, Institute for International Research, MATLAB, Melbourne Business School, CFA Society of Melbourne, CSIRO, Institute of Quantitative Research in Finance (Australia) and Monash University. He has published articles in academic journals and the AFR. He is a member of the Organising Committee for the QGroup (Australia), and of the Advisory Committee for the Department of Accounting and Finance at Monash University and was previously Education Chair for the CFA Society of Melbourne. Laurence holds a PhD in Systems Engineering from ANU and is a CFA Charter Holder.
Appearing:
Day One Monday 21 November 2011
2pm
Presentation: Leveraging alternative beta – Prediction-less quants that offer alternative risk / return characteristics
Alternative beta – what it is and what it does
Exploration of some key examples
Benefits and risks of alternative beta strategies
Quant alpha and alternative beta – where to from here?
Mr Laurence Irlicht,
Investment Director - Listed Equities, Industry Funds Management