Speakers

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.

Antonello Russo is a director within BlackRock's risk and quantitative analysis group. He is responsible for the investment risk management of index strategies across Europe, the Middle East and Africa, spanning segregated mandates, commingled funds and the iShares exchange-traded fund range. Before joining BlackRock, Russo was head of risk for the investment management arm of Beazley, a Lloyds of London insurer. Prior to this, he worked for Deutsche Bank, where he was a director on the collateralised equity financing and prime brokerage sales desk, and before that a risk manager for fixed income. He holds an honour degree from Bocconi University in Milan, where he graduated in 1995 in monetary and financial economics.

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.

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.

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

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.

Louis Gargour runs the investment management team at LNG, leading idea generation across credit markets. As chief investment officer (CIO), he oversees investment and directs the organisation's investment management decisions. Gargour has over 30 years of investment experience, with expertise in government bonds, investment-grade, high-yield, distressed and special situations. Besides his duties as CIO, he is active in the financial policy and reform debate as a frequent contributor to the Financial Times, the Wall Street Journal, Barron's, Reuters and Bloomberg. Gargour founded LNG in 2007, before which he was head of fixed income at RAB Capital. He had overall responsibility for fixed income research trading and investments. Prior to his role at RAB, Gargour held senior positions at Goldman Sachs, JP Morgan and began his career on Wall Street as a graduate of the highly acclaimed Salomon Brothers international management training programme.

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.

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 Asset Management in 2006 as head of risk management, he was senior investment analyst and member of the investment team at Allianz Alternative Asset Management, before which, he was portfolio manager for a long short equity fund for CPR Asset Management. Previously, Robert-Dautun has served as head of new products development for JP Morgan, head of asset allocation for State Street Global Advisors and quantitative analyst for Sinopia Asset Management. He holds a master's degree in statistics from the Paris Institute of Statistics, is a CFA charterholder and is member of the Institute of Actuaries. Robert-Dautun is a member of the risk commission for the French Asset Management Association.

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.

Julien Cuisinier joined Artemis in November 2019 to build their investment risk capabilities from the ground up including market risk, credit risk, liquidity risk & ESG risk oversight across all the mandates managed on behalf of clients. Prior to Artemis, he headed the front office investment risk team at Janus Henderson covering the Emea mandates across asset classes. Cuisinier's responsibilities covered market risk advisory and oversight, liquidity risk management and support into the front office governance framework including best execution and product governance support. He graduated from Brussels Free University in 2004 in applied economics and has completed the certificate for quantitative finance and the CFA program.

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.

Renato Zaffuto

Head of Investment Solutions

Fideuram Asset Management

Managing Director at Fideuram Asset Management UK since March 2020.

Chief Investment Officer at Fideuram Investments from 2016 to 2020.Responsible for equites at Fideuram Asset Management Ireland from 2014 to April 2016.

Previously he held senior positions at ABN AMRO Asset Management SGR, Banca MPS, Capitalgest SGR (Gruppo UBI), IMI-Fideuram Asset Management and Unicredit.

Graduated with honours in Economics and Business Administration from Pavia University, where he also earned a Masters Degree in Finance and Control. He is Chartered Accountant, Financial Auditor and registered with the Register of Financial Advisors.

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.

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.

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.

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.

Pinar is responsible for Digital Client Services at JPM, Digital Platform & Services. Prior to this, Pinar was at State Street where she was the SVP, Head of Digital Product Development & Innovation.

Leading to digital products, she focused on emerging business models and technologies, such, decentralized services and platforms. She worked entrepreneurial initiatives including Clearmatics, Complymatic, FintechPark, R3, Hyperledger, Quantave, UK Digital Currency Association, Mathmoneyfx (now Symbiont) and Hupomone, her advisory firm.

Pinar worked on a number of major industry changes; building marketplaces and capital markets offerings at the London Stock Exchange, ICAP, Liquidnet, Citigroup, and Lava Trading – technology firm acquired by Citigroup. She started her business career at Oliver Wyman.

Pinar received the Waters Technology Awards for Technology Innovator of the Year (end user) 2019. She is a member of the Industry Liaison Board, Department of Computing at Imperial College. Pinar holds a Ph.D in Physics and M. Sc. Degrees in Electrical Engineering and in Physics from Brown University and a B.S. degree in Physics from Bilkent University.

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.

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.

Boryana Racheva-Iotova, co-founder of FinAnalytica and former global head of risk at Bisam, is 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, Racheva-Iotova led the implementation of a Monte-Carlo based value-as-risk calculation to meet Basel II requirements at SGZ Bank, as well as the development of six patented methodologies for FinAnalytica. She holds a master of science degree in probability and statistics from Sofia University and a doctor of science magna cum laude from Ludwig Maximilian University of Munich.

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.

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.

Erik Vynckier is board member of Foresters Friendly Society, general partner of InsurTech Venture Partners and chair of the Institute and Faculty of Actuaries, following a career in investment banking, insurance, asset management and the petrochemical industry. He co-founded European Union initiatives on high performance computing and big data in finance, and co-authored High-performance computing in finance and Tercentenary essays on the philosophy and science of Leibniz.  Erik holds a master of business administration from the London Business School and as chemical engineer from Universiteit Gent.

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.