Carl Hopman has been the Director of Quantitative Research of Perot Investments for six years. He is responsible for all their quantitative strategies, which trade equities and various liquid instruments. Dr. Hopman has 15 years of experience in both research and trading of equities, fixed income and volatility. His prior positions include being a founding partner at Fort Sheridan Advisors and a strategist at Oak Hill Platinum Partners. Dr. Hopman has a Ph.D. in finance from the Massachusetts Institute of Technology (2003), a Master of Economics from DEA du Delta (1998), a Master of Civil Engineering from Corps des Ponts et Chaussées (1998) and a B.S. in Mathematics and Physics from Ecole Polytechnique in Paris (1996).
Day 1 @ 16:40
Risky business – how are savvy funds blending analytics, cloud computing and quantitative methodology to supercharge risk management?
Quant World & Big Data in Finance
- How are portfolio managers accurately assessing risk as modern markets become increasingly complex and volatile?
- Leveraging next-generation data management and analytics tools 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?
Moderator: Euan Sinclair, Partner, Talton Capital Management
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