Leon Roisenberg | VP, Equity Applied Research

Leon Roisenberg, VP, Equity Applied Research, MSCI

Leon Roisenberg is a Vice President and a member of the Equity Applied Research team at MSCI. In this role he conducts applied research using MSCI Analytics products, focusing on portfolio construction and risk management. 

Prior to joining MSCI, Mr. Roisenberg was a Quantitative Equity Researcher and Portfolio Manager at BlackRock Inc. and Merrill Lynch Investment Management.

Mr. Roisenberg received an MBA from Columbia University and BSc in Engineering from Massachusetts Institute of Technology.


Day 1 @ 16:40

Calculated risk – how are leading banks and funds leveraging new developments in computing and analytics to optimize risk management? 

  • Risk & complexity – how are portfolio managers accurately assessing risk as modern markets become increasingly complex and volatile?
  • Next-generation data management & analytics – what new tools and strategies can you implement to achieve an integrated view of portfolio risk exposure across time horizons and asset classes?
  • Risk modelling – how can new validation tools be applied to ensure accuracy? 
  • Predictive analytics – how are you using predictive tools to measure risk?
  • Compute-intensive risk – how are quants and risk managers using the cloud to scale up modeling capacity without breaking the bank on building new data centers?

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