Buy-Side Risk Europe
Risk.net is proud to present the inaugural Buy-Side Leaders Summit on June 26, 2018! This conference will bring together 300+ senior risk, data science and investment strategy professionals from institutional investment funds, asset managers, hedge funds and insurers.<br /> <br /> With a selection of C-level speakers, the Buy-Side Leaders Summit will address the most pressing issues facing the buy-side industry today. From risk premia and MiFID II to liquidity risk and ETF investment, this is a must-attend conference for anyone in the buy-side industry.
Kasper Ahrndt Lorenzen
Executive VP - Chief Investment Officer
Kasper A. Lorenzen is ATP's Chief Investment Officer, Chairman of ATP Real Estate and ATP Private Equity Partners and member of ATP's Group Executive Board. He was a Portfolio Manager with ATP from 2007 to 2012, re-joined in 2014 as Head of Portfolio Construction and was promoted to Group CIO in 2016. Prior to re-joining ATP, Kasper was Head of Complex Risk & Options Trading in Nordea Markets, where he first joined in 1997.
Kasper A. Lorenzen holds a M.Sc in Economics from University of Copenhagen, completed graduate studies in Finance and Statistics at Cornell University and has been a senior lecturer at the University of Copenhagen.
Director - Risk and Quantitative Analysis Group
Antonello Russo is a Director within BlackRock's Risk & Quantitative Analysis Group.
Mr Russo is responsible for investment risk management of Index Strategies across the EMEA region, spanning segregated mandates, commingled funds, and the iShares ETF range.
Before joining BlackRock, Mr Russo was Head of Risk for the investment management arm of Beazley plc., a Lloyds of London insurer. Earlier on, he worked for Deutsche Bank, where he was a Director on the collateralized equity financing and prime brokerage sales desk, and previously a Risk Manager for the fixed income area.
Mr Russo holds an honour degree from Bocconi University in Milan, where he graduated in 1995 in Monetary and Financial Economics.
Head of Investment Strategy
Daniel Blamont is head of investment strategy at Phoenix Group. Amongst other, he is responsible for Strategic Asset Allocation and derivative strategy for annuity funds and Group assets. Daniel has been at Phoenix since 2012. Prior to that, he worked for over nine years in investment banking, starting in fixed income research at Deutsche Bank in 2002. From 2006 to 2012 Daniel was in Insurance & Pension structuring at Deutsche Bank and subsequently Credit Suisse.
Daniel holds a MSc. in Financial Mathematics from Warwick University and a BSc. in Mathematics and Management from King's College London.
Principal and Global Head of Investment Risk
Manish Nagar is a Vanguard principal and the global head of investment risk accountable for the execution, coordination, and evolution of our investment risk processes across all global markets. Prior to this role, Mr. Nagar was head of risk management for the Investment Management Group in Europe, responsible for investment and operational risk management and oversight of the UK and Irish fund range. Mr. Nagar joined Vanguard in 2000 and has held various positions of increasing responsibility within Vanguard's Planning and Development, Information Technology and Investment Management divisions along with numerous special assignments.
Mr. Nagar received his bachelor's degree in electronics & communication engineering from Bangalore University, India, and an MBA from Rutgers University, United States. He is also a graduate of the Executive Masters in Technology Management (EMTM) programme at the University of Pennsylvania - The Wharton School. Mr. Nagar completed the Advanced Leadership Program at Stanford University and recently attended the investment management workshop at Harvard Business School.
ABERDEEN STANDARD INVESTMENTS
Stephanie is responsible for leading political and policy research at Aberdeen Standard Investments. The architect of the firm's unique political risk framework, Stephanie focuses on developed market politics including the UK, US and Eurozone. Stephanie joined the firm in 2014 after completing an MSc in International Politics at Trinity College Dublin
Head of Multi Asset Allocation
USS INVESTMENT MANAGEMENT
Mirko Cardinale is Head of Multi-Asset Allocation (MAA) at USSIM.
Prior to his role at USSIM, Mirko was Head of Asset Allocation-EMEA at Russell Investments where he was responsible for designing model portfolios and reviewing the asset allocation of EMEA funds. Before his appointment at Russell, Mirko was Head of Strategic Asset Allocation and Multi-Asset Fund Manager at Aviva Investors, where he was overseeing the asset allocation positioning of UK life and pension funds as well as managing the DC default fund for the Aviva Staff Pension Scheme. Prior to his role at Aviva Investors Mirko was also a senior investment consultant at Watson Wyatt (now Towers Watson), where he built an offshore research team in Uruguay, and a Research Manager at Financial Times Business.
Mirko holds a PhD in Finance from Imperial College, London with a thesis on the interrelationships between pension funding and capital markets, an MSc in Economics from Universitat Pompeu Fabra, Barcelona and a BSc in Economics from Università Bocconi, Milan.
Mirko's mother tongue is Italian and he is also fluent in Spanish, Portuguese and French.
Chief Risk Officer
Chief Investment Officer
Louis runs the investment management team at LNG, leading idea generation across credit markets. As CIO, Louis oversees investment and directs the organization's investment management decisions. He has over 30 years investment experience with expertise in government bonds, investment-grade, high-yield, distressed, and special situations. As a result of his strong performance Louis and his team have been nominated for numerous awards and honourable mentions from Euro hedge, Investhedge, HFR, Hedge, and others. Besides his duties as CIO, Louis is active in the financial policy and reform debate as a frequent contributor to, Financial Times, Wall Street Journal, Barron's, Reuters, Bloomberg, He regularly speaks at major industry conferences, as well as CNBC and Bloomberg television. Louis founded LNG in 2007. Previously he was Head of Fixed Income at RAB Capital, a London-based 7 billion Aum hedge fund. He had overall responsibility for fixed income research trading and investments. Prior to his role at RAB, Louis held senior positions at Goldman Sachs London, J.P. Morgan London, and began his career on Wall Street as a graduate of the highly acclaimed Salomon Brothers international management training program. Louis holds dual majors BS FinanceInternational Management from Georgetown University Washington DC, Exchange Masters Programme at Boccioni University Milan, and holds an MBA from London Business School with distinction. Louis hobbies include car restauration, extreme skiing, and scuba diving, sailing and motor sport. Louis is married with 3 children and speaks English, French, Italian, and German.
Chief Technology Officer
Senior Portfolio Manager - Fixed Income
Pasi Hyttinen is a Portfolio Manager in Vanguard's European Fixed Income Indexing team. Before joining Vanguard in 2012, Mr Hyttinen worked as a fixed income Portfolio Manager for State Street Global Advisors and Danske Capital. He has worked in the investment management industry since 2005.
Mr Hyttinen holds an MSc (Econ.) from Helsinki School of Economics where he majored in finance. He is also a CFA® charterholder.
Head of Risk Management
SYCOMORE ASSET MANAGEMENT
Alain Robert-Dautun, has over 20 years of experience in the financial markets and asset management, including in hedge funds investment and risk management.
Before joining Sycomore AM in 2006 as head of Risk Management, Alain was senior investment analyst and member of the investment team for Allianz Alternative AM. Prior to that, he was portfolio manager for a long short equity fund for CPR AM. Previously, Alain served as head of new products development for JP Morgan, head of Asset Allocation for State Street Global Advisors and quantitative Analyst of Sinopia AM (now part of HSBC GAM).
Alain holds a Master's Degree in Statistics from the Institute of Statistic from Paris (ISUP), he is a CFA® charterholder and member of the Institute of Actuaries (France). Alain is also member of the Risk Commission for the French Asset Management Association (AFG).
Head of Investment Risk and SIRO (EMEA)
BNY MELLON INVESTMENT MANAGEMENT
Head of Systematic Asset Solutions
ABERDEEN ASSET MANAGEMENT
Emilio was hired by Aberdeen Asset Management to construct the quantitative asset allocation decision process for the Solutions business. His career in the industry is entirely focused on the implementation of advance quantitative techniques to client-centric portfolio management for the institutional and retail customer. From 2007, Emilio introduced Machine Learning methodologies in his investment framework. Through these new set of quantitative tools, he found a more robust way of (a) identifying market drivers and link the behaviour of those to the expected future performance of a multi-asset portfolio, and (b) building tailor made solutions for clients with different return targets. Emilio is a member of the AAM Innovation Committee Board since its inception, nominated due to his proposals for the use of Artificial Intelligence as a new line of business for the Company and leadership in the project of Industry-Academia collaboration. His pioneering work for years in the implementation of an end-to-end Artificial Intelligence investment process has attracted the interest of the main international quantitative conferences, where Emilio has been invited to present his work in this field.
Head of Investment Analytics
HENDERSON GLOBAL INVESTORS
Julien joined Henderson Global Investors in 2012 as a Senior Risk Analyst to develop the investment risk framework around the multi asset team before moving as a co-head of the investment risk team in 2014. Mid 2016, Julien moved to the front office as a Head of Investment Analytics responsible for developing trading analytics to support senior management and portfolio managers. Before joining Henderson he held various positions in as quantitative analyst and risk analyst at major asset management firms, including Blackrock before joining Henderson. Prior to joining the asset management industry, Julien held analytical positions at custodian organizations in Belgium and Luxembourg. Julien is a CFA charter holder and has completed the CQF certification.
LATEEN ASSET MANAGEMENT
Chief Risk Officer
LEGAL and GENERAL RETIREMENT
Carl is the Chief Risk Officer for the Legal & General Retirement divisions, having joined the organization in 2017. He is responsible for ensuring appropriate risk oversight, challenge and governance of their c£55bn business. He has over 15 years’ experience in capital and balance sheet management.
Prior to this he was the Group Capital Solutions Director at Aviva having responsibility for leading large asset and liability transactions (such as their £5bn longevity swap) and their Group stress and scenario testing framework. He also spent 7 years at Swiss Re in a variety of reserving, capital, structuring and pricing roles. Carl is a Fellow of the Institute of Actuaries.
Global Chief Investment Officer
Global Chief Investment Officer at Fideuram Investments since April 2016.
He oversees resources and processes for redesigning a more integrated investment approach in order to support new competitive challenge as well as for developing and strengthening capabilities for solutions and strategies in emerging spaces such as cross asset risk premia, alternative beta, thematic investing, other contents for digital platform.
He is in charge for structuring capabilities in the new office in London focused on multi asset fund management.
Head of Equity & Multi-Asset at Fideuram Asset Management Ireland (FAMI) from 2014 to 2016.
FAMI is a subsidiary in the fund management operations of Banca Fideuram Intesa Private Banking which is fully owned by Banca Intesa, with 190 bn euro of AUM. It is the largest network both in financial advisory and private banking business in Italy.
From 2010 to 2013 Renato was at Investment Strategy Office at Bank MPS.
From 2000 to 2009 Renato worked at ABN AMRO Asset Management serving first as the Head of the Discretionary Portfolio Management unit for High Net Worth Clients and then as Chief Investment Officer for overall asset management operations in Italy. He was a member of European Investment Committee in Amsterdam as well as Chairman of the local Investment Committee. He contributed to develop new products in the space of absolute return, target volatility, multi-asset and multi-style funds; mixing fundamental and quantitative approach.
From 1999 to 2000 Renato worked as Head of Equities at the asset management company Capitalgest SGR (now UBI Pramerica).
From 1995 to 1999 he worked first as an Equity Fund manager, then as Head of Equities in IMI-Fideuram Asset Management.
From 1993 to 1995 he worked at Unicredit.
Renato graduated with honors in Economics and Business Administration from the University of Pavia in 1991; at the same University he earned with honors a Master in Administration, Finance and Control in 1993.
He is a Chartered Accountant as well as a Chartered Auditor.
In 1989-90 he got a scholarship to working at the Ambrosetti Consulenza in order to participate in the Italian research team in support at Prof. M. Porter's book Competitive Advantage of Nations.
Chief Investment Officer, UK
Alan has held a variety of roles in his time at Coutts including Head of Investment Strategy, Chief Investment Officer (UK) and Head of Multi Asset Investing. He is responsible and leads the investment team for the management and performance of Coutts discretionary managed portfolios and our multi-asset funds.
Alan has over 25 years of experience in portfolio management. Prior to Coutts, he worked at Morgan Stanley Wealth Management where he specialised in asset allocation, fixed income and alternative investments. His previous experience includes senior roles in fixed income portfolio management and working for a multi-strategy hedge fund. Alan is also a non-executive director of Nestlé's UK and Swiss pension fund management companies.
Alan has a Bachelor of Science degree in Mathematics from Bristol University and is a CFA charter holder.
Global Head of Transformation
BNP PARIBAS ASSET MANAGEMENT
Arnaud Zeitoun has been Global Head of Transformation at BNP Paribas Asset Management since April 2016, having previously held roles as Head of Electronic & Retail Credit Trading & Sales, COO of Global Fixed Income Trading and COO of Global Credit Trading within BNP Paribas Corporate and Institutional Banking (CIB).
He has been Head of Mission within BNP Paribas' General Inspection department and began his career as a structurer at Société Générale Asset Management.
Senior Quantitative Portfolio Manager
Maurizio Luisi, PhD, is a Senior Portfolio Manager at Unigestion, focusing on research, development and management of quantitative strategies. Before joining Unigestion, Dr Luisi worked for Bloomberg, where he was responsible for the development of the quantitative and risk platform in equities. Earlier on, he worked for Royal Bank of Scotland, where he was an Executive Director responsible for quantitative research and proprietary trading in the Delta One trading desk. Prior to this he worked for Goldman Sachs as Executive Director focusing on quantitative macro strategies. Dr Luisi started his career at the Bank for International Settlements as quantitative macro researcher in the Monetary and Economic Department. He held teaching and research positions at different academic institutions including the Amsterdam Business School, Duisenberg School of Finance and University of Lugano. His research in financial econometrics has appeared in leading conferences and academic journals.
Maurizio holds a PhD in Financial Economics from the Swiss Finance Institute and a Master’s degree in Finance from the University of Warwick’s Business School, UK.
Chief Risk Officer
Darrel Yawitch is Chief Risk Officer of Man Solutions, Man AHL and Man GLG ('GLG') with responsibility for risk management. Darrel joined Man Group via GLG in 2011.
Prior to this, he worked at Investec Bank PLC for over 10 years where he headed the Market Risk and Asset and Liability Management teams for the bank before working in the Principal Finance area.
Darrel holds a BSc (Hons) degree from the University of the Witwatersrand, Johannesburg, an MSc (Quantum Fields and Fundamental Forces) from Imperial College, London and a PhD in Theoretical Physics from Kings College, London. Darrel is a Fellow of the Faculty of Actuaries.
Nikhil is responsible for designing and delivering investment strategies to meet investors’ specific objectives. In particular, he focuses on alternative income solutions. He works closely with colleagues across a wide range of functions including business development and client service, portfolio management, operations and legal.
Prior to joining Aviva, Nikhil most recently worked for a London-based family office, where he was responsible for direct investments in public and private equity, real estate, and credit investments across the capital structure. Prior to the family office, Nikhil was a senior investment professional at a special situations hedge fund, with a focus on turnaround, distressed, and event-driven opportunities. He began his career at McKinsey & Co and then Deutsche Bank’s Distressed Products Group.
Nikhil holds an A.B. in Economics from Harvard College, an MBA from Wharton School of Business, and an MPhil in Linguistics from Cambridge University.
Head of Digital Product Development and Innovation
Pinar Emirdag joined State Street in January 2017. Pinar leads the digital product development and innovation team with the objective of enabling the next financial services generation by developing new products and services. Pinar has worked on a number of industry changing initiatives; building new marketplaces and capital markets offerings throughout her career at the London Stock Exchange, ICAP, Liquidnet, Citigroup, and Lava Trading - a successful financial technology firm which was acquired by Citigroup.
In recent years, Pinar has worked on emerging business models and technologies, such as peer to peer financial services. She has also worked on entrepreneurial initiatives as an executive, founder, advisor and board member. These include Clearmatics, R3, Hyperledger, Quantave, UK Digital Currency Association, Complymatic, Mathmoneyfx (now Symbiont) and Senahill Partners.Pinar Emirdag joined State Street in January 2017. Pinar leads the digital product development and innovation team with the objective of enabling the next financial services generation by developing new products and services. Pinar has worked on a number of industry changing initiatives; building new marketplaces and capital markets offerings throughout her career at the London Stock Exchange, ICAP, Liquidnet, Citigroup, and Lava Trading - a successful financial technology firm which was acquired by Citigroup.Pinar Emirdag joined State Street in January 2017. Pinar leads the digital product development and innovation team with the objective of enabling the next financial services generation by developing new products and services. Pinar has worked on a number of industry changing initiatives; building new marketplaces and capital markets offerings throughout her career at the London Stock Exchange, ICAP, Liquidnet, Citigroup, and Lava Trading - a successful financial technology firm which was acquired by Citigroup.
Pinar holds doctorate and master’s degrees in physics and a master’s degree in electrical engineering from Brown University. Pinar’s research field was development of new numerical techniques in theoretical particle physics. She continues to be involved in academic collaborations and regularly presents on regulation, technologies and market structures at events and conferences.
Head of MAQS
BNP PARIBAS ASSET MANAGEMENT
Denis Panel is head of MAQS, a newly created investment group within BNP Paribas Asset Management (BNPP AM), which combines the investment capabilities of the former Multi Asset Solutions department (which housed BNPP AM’s fundamental-driven multi-asset expertise and its customised & fiduciary solutions), CAMGestion (BNPP AM’s boutique focused on fundamental and insurance orientated solutions) and THEAM (BNPP AM’s fully owned and dedicated subsiduary on Model Driven, Index, and Protected investment stratégies).
Prior to becoming head of MAQS, Denis was chief executive officer and chief investment officer of THEAM. Denis began his career at Société Générale Asset Management in 1994 and joined Crédit Agricole as global head of balanced management in 2004. In 2007, Denis joined BNP Paribas as head of the SIGMA division of BNPP AM (Structured, Indexed and Generation of Multi-Alpha). Until 2013, he had been chief investment officer of THEAM since its creation in April 2011.
Denis has over 20 years of financial market experience. He graduated as an actuary from the ISFA (Institut de Science Financière et d’Assurances), Lyon (1994). Denis is also a professor of asset management in the MBA program at HEC.
Chief Investment Strategist
LOMBARD ODIER ASSET MANAGEMENT
Salman Ahmed is the Chief Investment Strategist at Lombard Odier Investment Managers. He joined the company in January 2013.
Prior to joining LOIM, Salman was head of global macro at EDF Trading (trading arm of EDF Group). Before that, he was a global macro economist at Goldman Sachs International from 2006 to 2009. Previously, he was an active equity research associate at Barclays Global Investors from 2005 to 2006, as well as at Goldman Sachs, where he completed an internship in 2004. He began his career as an investment analyst at Watson & Wyatt LLP in 2001.
Salman earned a master's degree in economics and finance from University of Cambridge in 2001 and holds a bachelor's degree in economics from Lahore University of Management Sciences.
Senior VP, Risk Research and Cognity Operations
Boryana Racheva-Iotova, co-founder of FinAnalytica and former Global Head of Risk at BISAM is now Senior Vice President in charge of Risk Research and Cognity Operations at FactSet. She has over 15 years of experience in building risk and quant portfolio management software solutions. Before founding FinAnalytica, Boryana has led the implementation of a Monte-Carlo based VaR calculation to meet the Basel II requirements at SGZ Bank, as well as the development of six patented methodologies for FinAnalytica. She holds a Master of Science in Probability and Statistics at Sofia University, and a Doctor of Science, magna cum laude from Ludwig Maximilian University of Munich.
Director of Quantitative Analytics
As a leader of FINCAD’s quantitative development team, Christian is recognized for his in-depth knowledge of stochastic volatility modeling and high-performance computing. Christian has over 10 years of experience implementing models in cross asset front office pricing libraries for both sell-side and buy-side institutions. Before joining FINCAD, he was the deputy-head of Financial Engineering in the Equity Market and Commodity department of Commerzbank.
Head of Shareholder Investments, UK and Ireland Life
Prasun joined Aviva in October 2016 where he is responsible for leading on the development and implementation of investment strategy for the UK Life shareholder business - this includes the £55bn annuity book. His team actively supports commercial propositions like Bulk Purchase Annuities through investment solutions.
Prior to joining Aviva, he headed up ALM strategy for Phoenix, and supported M&A transactions including the Abbey Life and AXA Sun Life deals successfully completed in 2016. Prasun has over nine years of experience in insurance ALM, investment strategy and new product development. Prior to joining Phoenix, Prasun worked for Standard Life and
HSBC. Prasun holds a 5 year Masters in Math and Computing from Indian Institute of
Technology Delhi and an M.B.A. from Indian Institute of Management Bangalore.
Head of NBEL Portfolio Analysis & Risk
Chrystelle Charles-Barral, FRM, Senior Vice President, joined the firm in 2005. Chrystelle currently heads the European and Asia Portfolio Analysis & Risk team based in London. Prior to her current role, she managed the Equity Analysis & Risk team (2007-2011) and prior to that she built up the European manager selection platform based in London before transferring in 2007 to New York. Previously, she spent six years at Fortis Investment Management (Luxembourg) as a fund of funds analyst and manager. Chrystelle received a Master’s Degree in Business and Finance from Reims Management School (France). She has been awarded the Financial Risk Management designation.
Chief Investment Officer
Erik Vynckier is board member of Foresters Friendly Society, partner of InsurTech Venture Partners and Chief Investment Officer (Europe) of Eli Global LLC, following a career in banking, insurance, asset management and petrochemical industry. He co-founded EU initiatives on high performance computing and big data in finance. Erik graduated as MBA at London Business School and as chemical engineer at Universiteit Gent.
Chief Risk Officer
Philip is Wealth CRO for Barclays. He joined Barclays in June 2015
Philip worked in the financial markets since 1985 and has held a number of positions in risk management. Prior to joining Barclays he was Chief Risk Officer for Columbia Threadneedle and prior to which he Head of Risk at UFJI London. Philip published one of the first books on VAR: Implementing Value at Risk, Wiley, 1998.