Buy-Side Risk USA
Buy-Side Risk USA is the leading conference for investment strategy and risk professionals from across the North American buy-side industry.
Fabio M. Natalucci
Deputy Director, Monetary and Capital Markets Department
International Monetary Fund
Fabio M. Natalucci is a Deputy Director of the Monetary and Capital Markets Department with responsibility for the IMF’s global financial markets monitoring and systemic risk assessment functions. He is responsible for the Global Financial Stability Report that gives the IMF’s assessment of global financial stability risks. Prior to joining the IMF, Fabio was a Senior Associate Director in the Division of Monetary Affairs at the Federal Reserve Board, where he conducted research and current analysis on the relationship between monetary policy, financial regulatory policy, and financial stability. Between October 2016 and June 2017, Mr. Natalucci was Deputy Assistant Secretary for International Financial Stability and Regulation at the U.S. Department of Treasury. His responsibilities included leading U.S. engagement on financial regulatory cooperation in the G-20, representing the U.S. Treasury at the Financial Stability Board, coordinating between domestic and international post-crisis regulatory reforms, and monitoring developments and vulnerabilities in global financial markets. Fabio holds a PhD in Economics from New York University.
President and Chief Investment Officer
Weiss Multi-Strategy Advisers
Jordi Visser is the President and Chief Investment Officer for Weiss Multi-Strategy Advisers. He joined the firm in 2005. Prior to that, he was the founding managing partner of Anchor Point Asset Management, a global macro fund, where he was responsible for the investment process, investment decisions and risk management. A former managing director at Morgan Stanley, Mr. Visser traded various global equity derivative books for nine years after spending two initial years as a controller. He opened the Morgan Stanley office in Sao Paulo, Brazil, and managed the derivative sales and trading effort there during the 1997–1998 emerging market crisis. Upon his return to New York in 1999, he managed a multi-billion dollar notional index option portfolio and was a member of the Equity Division Risk Committee. He is a magna cum laude graduate of Manhattan College and a board member of the School of Business at Manhattan College.
Global Chief Investment Officer
AXA INVESTMENT MANAGERS
- Kathleen is the Global CIO & Head of Research for Rosenberg Equities, a role she has held since 2017.
- Kathleen joined Rosenberg Equities in 1999 and has held a number of positions within the firm including Portfolio Manager, Head of Investment Modelling and Deputy Chief Investment Officer for the Americas and most recently, Head of Research and Investment.
- Kathleen obtained her Bachelor’s degree from Harvard University in 1999 and earned her MBA from Duke University in 2006. She has earned an Investment Management Certificate and is a CFA charterholder.
Chief Risk Officer and Head of Quantitative Research
Head of Risk, Americas
Since March 2016, Head of Risk Management - Americas at Schroders with responsibilities for the Firm's business activities in North America (US, Mexico, Canada), and Latin America (Brazil, Argentina and Chile).
From 2011 to January 2016, Head of Investment Risk Management and Performance Analytics at JP Morgan Asset Management- Americas with responsibilities for public equities, fixed income and alternatives assets representing more than $1 trillion in AUM.
From 2007 to 2010, Chief Risk Officer and member of the Executive Committee at Primus, a $25+ billion NYSE-listed credit asset manager. Prior to Primus, was Managing Director and Head of Risk Management for private finance at TIAA-CREF between 2005 and 2007.
Began career in finance in 1994 at Natixis Bank, a global banking institution headquartered in Paris; held several front office positions in leveraged finance, oil and gas lending, structured credit products origination and investing, and during his last five years with the institution, as head of the US Loan Portfolio Management Group.
BS in Applied Mathematics and MBA in Finance from the University of Houston.
Director, Portfolio Management & Asset Allocation
Mike is a member of the team that manages the TIAA General Account Investment Portfolio. His responsibilities include Investment Strategy, Asset Allocation/ALM, Portfolio Hedging and Yield Enhancement.
Before joining TIAA, Mike was a Director of Investment Risk Management at Genworth Financial where he was responsible for Asset/Liability Management, derivatives risk oversight and counterparty credit risk. Mike was also a Senior Derivative Trader at Genworth where he managed and traded the derivatives portfolio and developed hedging strategies. Prior to joining Genworth, Mike worked at Principal Financial Group where he managed a portfolio of structured products and derivatives. Earlier in his Career, Mike worked in treasury and corporate finance at BBVA/Compass Bank.
He holds a Bachelors in Industrial Engineering from University of Michigan and an MBA in Finance from University of Illinois. Mike is a CFA Charterholder and a Professional Risk Manager (PRM).
Managing Director, Head of Multi-Asset Research
MELLON CAPITAL MANAGEMENT CORPORATION
Anjun Zhou, Ph.D.
Managing Director, Head of Multi-Asset Research
Mellon Capital Management
Anjun Zhou has over 17 years of investment experience. She is currently responsible for leading the Multi-Asset Research Group at Mellon Capital for the design and development of investment strategies and innovative solutions across asset classes.
Prior to Mellon Capital, Anjun was Executive Director at Morgan Stanley, responsible for research, portfolio management and product development for its asset allocation clients. Prior to Morgan Stanley, she was Vice President at Deutsche Asset Management and Principal at State Street Global Advisors.
Anjun has authored publications on real asset investing, volatility modeling and innovative approach to stock selection. Anjun is quoted for her asset allocation expertise in professional publications and on media. She also speaks at industry and academic conferences.
Anjun earned her Ph.D. in Finance from the University of Illinois at Urbana-Champaign, and a B.A. in Business Administration from Peking University.
Anjun currently serves as a Board Member of Opera Parallèle. Her other affiliations include Q-Group and 100 Women in Finance.
Managing Director , Chief Market Strategist
METLIFE INVESTMENT MANAGEMENT
Drew Matus is a Managing Director within the Global Portfolio Management Unit of MetLife Investment Management, where he is the head of the Global Economic and Market Strategy team. In this capacity Matus is responsible for formulating MetLife's global outlooks, which ultimately help to shape the company's portfolio management and business decisions. His team also conducts research on investment themes to advise and inform MetLife’s global team of investment professionals.
Prior to joining MetLife Investment Management, Matus was the Deputy Chief US Economist at UBS Securities LLC. He has also worked as a senior economist at Bank of America-Merrill Lynch and as the senior financial markets economist at Lehman Brothers, Inc. Prior to his work in banking, Matus worked in the market research group at Moore Capital Management, a hedge fund in New York and also worked on the Open Market Desk of the Federal Reserve Bank of New York assisting in the implementation and analysis of monetary policy operations and conducting Treasury market surveillance on behalf of several regulatory agencies.
Matus has frequently appeared on CNBC and Bloomberg to discuss his views on the economy and markets. He has also been quoted in The Wall Street Journal, The New York Times and other business publications.
Matus earned an MBA with specializations in Economics and Finance from the Stern School of Business at New York University and a BA in economics from Colby College.
Managing Director, Risk & Quantitative Analysis
Director Model Risk Management
Davis Edwards is a professional quant – a combination of mathematician, computer programmer, and financial professional. He has worked with many of the biggest Wall-Street investment banks, commodity traders, and asset managers to improve the quality of their financial models. His 25 years of experience includes managing a trading desk, building credit risk, market risk, and deal valuation teams, and working as a model risk management consultant. He is the author of several books including Risk Management in Trading and Energy Trading & Investing. Currently, he is a director of model risk management at TIAA where he coordinates model risk management for their investment-management subsidiary, Nuveen Investments.
Managing Director, Fixed Income Strategist
Stephen Laipply, Managing Director, is the Head of U.S. iShares Fixed Income Strategy and a member of BlackRock's Systematic Fixed Income Product Strategy Team.
Mr. Laipply's team is responsible for supporting client engagement, creating thought leadership on fixed income markets and fixed income ETFs, and working to develop new fixed income ETF products and applications across both institutional and retail channels. Mr. Laipply is also a member of BlackRock's Investment Strategies and Insights team and has authored and co-authored articles on fixed income markets and investing that have been published in the Journal of Portfolio Management, the Journal of Index Investing, and the Journal of Trading. Prior to joining BlackRock in 2009, Mr. Laipply was a senior member of the Interest Rate Structuring and Strategic Solutions groups at Bank of America Merrill Lynch where he helped to develop investment and risk management solutions for institutional clients across interest rate, credit and securitized exposures.
Mr. Laipply earned a BS degree, in finance from Miami University, and an MBA in finance from the Wharton School of the University of Pennsylvania.
Managing Director of Quantitative Research and Risk Management
Frank Nielsen, CFA
Managing Director of Quantitative Research and Risk Management
Frank Nielsen is managing director of quantitative research and risk management for Strategic Advisers, Inc. (SAI), a registered investment adviser and a Fidelity Investments company. Fidelity Investments is a leading provider of investment management, retirement planning, portfolio guidance, brokerage, benefits outsourcing and other financial products and services to more than 20 million individuals, institutions and financial intermediaries.
In this role, Mr. Nielsen oversees the Quantitative Research and Risk Management team and its partnership with SAI Portfolio Management to advance asset allocation solutions for both retail and institutional clients. His team also contributes to thought leadership and research innovation initiatives.
Prior to joining Fidelity in his current role in 2012, Mr. Nielsen was an executive director and co-head of applied research at MSCI Barra from 2004 to 2012. Previously, he was vice president, head of risk management solutions at Barra from 1993 to 2003. He has been in the investments industry since 1993.
Mr. Nielsen earned his Diplom Kaufmann degree (equivalent to an MBA) from Hamburg University in Hamburg, Germany. He is also a CFA® charterholder.
Senior Risk Manager
Pietro Toscano, PhD, is Senior Risk Manager of OppenheimerFunds' Risk Management Group. In this capacity, he leads the investment risk management and fiduciary risk oversight for the Multi-Asset and Alternatives business. Dr. Toscano is the Founder and Chairman of the OppenheimerFunds Investment and Risk Institute.
Previously, he worked at BlackRock (legacy BGI), where he was Director and Lead Risk Manager for the America's Quantitative Fixed Income business (AUM ~ $37B, including the $7B flagship systematic Fixed Income Global Alpha hedge fund FIGA, and the Capital Structure Investment hedge fund CSI) as well as for the America's Fixed Income ETF and Index Investments business (AUM ~ $500B). At BlackRock, he served as a member of the BlackRock Applied Research Award Committee - a selected group of 20 top quants across the firm - and as the Global Head of Talent Management for the Risk Beta Strategies team. His expertise includes knowledge of the BlackRock's proprietary pricing and risk analytics, and risk methodologies across asset classes.
Dr. Toscano earned a BS in Electrical Engineering and a PhD in Information Engineering from University of Pisa, Italy, as well as a Master's in Financial Engineering from University of California, Berkeley. He published white papers on portfolio construction, risk methodologies, and derivatives pricing techniques in the Journal of Derivatives, in the International Journal of Theoretical and Applied Finance, and in the European Journal of Operational Research. Dr. Toscano is a Financial Risk Manager, Certified by the Global Association of Risk Professionals.
Head of Financial Risk
NEW YORK LIFE
Chief Risk Officer
MARINER INVESTMENT GROUP
Mr. Green is the Chief Risk Officer of Mariner Investment Group. Mariner is a New York-based hedge fund manager founded in 1992. Mariner and its associated advisers have approximately $11 billion in assets under management, covering single and multi-strategy hedge funds and other alternative investment products. Mr. Green serves on the Investment Committee and is involved in all aspects of the investment process, including asset allocation, portfolio construction and hedge management. Mr. Green started his career at McKinsey & Co. and earned his Ph.D. in Theoretical Physics from Yale University in 2001.
Managing Director, Risk Management
TD ASSET MANAGEMENT INC. (TDAM)
Julie Sherratt joined TD Asset Management Inc. (TDAM) in January 2001. As Head of Investment Risk, Julie has responsibility for the Manager Research, Performance Measurement and Risk teams. Manager Research has responsibility for oversight of all mutual fund sub-advisors, Separately Managed Accounts and recommended mutual funds on behalf of TD Wealth in both Canada and the US. The Risk teams are divided by asset class and are responsible for understanding the risks inherent in each portfolio and ensuring those risks align with mandate expectations. Performance Measurement is responsible for calculating, quantifying and understanding the drivers of performance for all investment portfolios. In her previous role as Vice President, TD Harbour Capital, she oversaw the client service, trading and operations for Harbour's high net worth clients. She has also held several positions with leading firms in the Canadian brokerage industry.
Julie completed her Bachelor of Arts in Economics at Simon Fraser University and is a CFA charterholder.
Managing Director, Chief Risk Officer
Mr. Giolitti has over 21 years of industry experience and is currently responsible for overseeing the risk management and risk allocation teams. He works with a variety of client types to bring a risk based framework to all components of the investment process: design, implementation and monitoring of the investment portfolio. The objective is to maximize risk adjusted returns.
Prior to starting with Verus in 2011, he was director of asset allocation and risk at the Alaska Permanent Fund Corporation (APFC) where he was also responsible for the external CIO program, the absolute return portfolio, and multi-asset allocation managers.
Before joining APFC, Mr. Giolitti held several key positions in finance and technology, including chief risk officer at Tahoma Capital, director of quantitative analysis and group risk manager at Microsoft Corporation, head of research at Money Management Group and head of product management at GL Trade/FNX.
Mr. Giolitti is a frequent speaker at industry conferences, where he has presented on a broad range of topics from risk management to asset allocation.
Mr. Giolitti graduated from the University of California at Berkeley with a bachelor of arts (BA) and a double major in physics and mathematics. He also earned a master of science degree (MS) in applied mathematics from the University of Washington.
Chief Risk Officer
Venerable Holdings, Inc
Charles Schwartz is Chief Risk Officer of Venerable Holdings, Inc., an insurance holding company that was formed in 2018. Venerable owns and manages the legacy variable annuity business that was acquired from Voya Financial, Inc. by an investor group led by Apollo Global Management, Crestview Partners, and Reverence Capital Partners. Mr. Schwartz has over twenty years’ experience in capital markets and insurance, with prior roles at AXA Equitable, Prudential, and AIG.
He also serves as Co-Chair of the Alternative Reference Rate Committee’s (ARRC) Outreach and Communications Working Group. The ARRC is the industry body convened by the Fed to oversee the transition from US dollar LIBOR to the new, more robust interest rate that it selected as alternative, SOFR. In this capacity and on behalf of the ARRC Mr. Schwartz helps oversee outreach efforts to market participants, to the press, and to the public.
Head of Risk Governance and Disclosure, Enterprise Risk Management
Andrew Auslander has over 20 years of experience in the global financial markets. He has spent half his career as an enterprise risk manager experienced in developing risk frameworks to support overall business strategy for asset management, private banking, and investment banking. During this time, he managed market, traded credit, counterparty credit, liquidity, operational, vendor, and model risks. He has taught the benefits of risk culture in various countries. He is effective at communicating risks and mitigators to senior management, internal audit, and regulators. Currently, Andrew is Head of Risk Governance and Disclosure at AIG. Previously, he led the risk management and trading teams at international banks and asset managers.
Andrew earned a Bachelor of Science degree from the United States Merchant Marine Academy. He holds a Master of Science degree in Computer Science and Information Systems from Rensselaer Polytechnic Institute and studied Finance at New York University's Stern School of Business. Andrew is a CFA Charterholder and a Financial Risk Manager (FRM) certified by the Global Association of Risk Professionals. Mr. Auslander holds FINRA Series 7, 24, and 63 licenses.
Founder, GARRETT ASSET MANAGEMENT and Lecturer
Dr. Noma teaches machine learning at Columbia University and quantitative risk management in the Masters in Mathematical Finance program at Rutgers University. Earlier in his career, Dr. Noma was a professor in the Psychology Department of Rutgers University, publishing in the areas of statistics, psychometrics, applied decision making and group dynamics.
Dr. Noma is also the founder of Garrett Asset Management, an investment firm that uses behavior models to trade in futures, ETFs, and currencies. Prior to founding Garrett Asset Management, Dr. Noma was a portfolio manager running a fund of hedge funds and was the Chief Risk Officer at Asset Alliance, a seeder of hedge funds.
Dr. Noma currently advises fintech companies in the application of machine learning, natural language processing and blockchain technologies.
Dr. Noma graduated from Dartmouth College with a B.A. in Mathematics. He received an M.A. in Mathematics and a Ph.D. in Mathematical Psychology from The University of Michigan.
Board of Governors of the Federal Reserve System
David Bowman is a Senior Advisor at the Board of Governors of the Federal Reserve System. Mr. Bowman serves as the Board’s senior staff liaison to the Alternative Reference Rates Committee, a group of private sector participants convened by the Board of Governors and Federal Reserve Bank of New York to help identify alternatives to LIBOR and to develop strategies to promote their use. Mr. Bowman also serves as the Board’s representative to the FSB’s Official Sector Steering Group (OSSG) and has previously served as a senior staff member supporting Chairman Jerome Powell in his capacity as co-chair of the OSSG and helped to coordinate the OSSG’s work summarized in the 2014 FSB report, Reforming Major Interest Rate Benchmarks, as well as its subsequent reports. Mr. Bowman additionally serves as the Board of Governor’s representative as an observer to the IBA LIBOR Oversight Committee.
Mr. Bowman has a Ph.D. in Economics from the University of California at Berkeley.
Portfolio Manager, Dynamic Equity; Lead Portfolio Manager, ESG Equity
PANAGORA ASSET MANAGEMENT
Mike Chen, Ph.D.
Portfolio Manager, Dynamic Equity; Lead Portfolio Manager, ESG Equity
Dr. Chen is a Portfolio Manager at PanAgora. In this role he is responsible for novel alpha research and model development in the Dynamic team and across the wider Equity group, and daily management of firm’s Dynamic portfolios. Dr. Chen is also responsible for leading the development of PanAgora’s ESG strategy, including alpha research, portfolio management, and model and product development. Dr. Chen’s research interests are in the areas of machine learning, ESG, and alternative datasets. Previously, he was a portfolio manager at PanAgora’s Stock Selector team.
Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity (SAE) team, where his responsibilities include portfolio management and research into alpha insights for use across the entire SAE platform. While at SAE, Dr. Chen won “Signal of the Year” award for a signal he researched and developed. Prior to BlackRock, Dr. Chen worked at Google where he was a member of the team that managed Google’s fixed income investment portfolio and FX exposures. Dr. Chen started his career at Morgan Stanley in New York where he traded and managed a portfolio of exotic US rates derivatives. While at Morgan Stanley, Dr. Chen researched, developed and patented a framework that allowed for pricing of derivatives based on two rate curves with dynamic multiplicative spread, one of the first such models on the street.
Dr. Chen graduated from the University of Illinois in 2005 with a Ph.D. in Electrical and Computer Engineering. He has published in leading engineering and applied mathematics journals, and had been invited to talk at numerous conferences.
Global Head of Investment & Liquidity Risk
State Street Global Advisors
Tim is a Senior Managing Director and Global Head of SSGA's Investment and Liquidity Risk Management team. The team is responsible for investment and liquidity risk management across the firm's portfolios. Mr. Corbett serves as a member of SSGA's Senior Leadership Team, and is a member of the Investment Committee.
Prior to joining the investment risk team in 2008, Tim was a senior portfolio manager responsible for global Fundamental Equity products. From 2000 to 2004, he served as a junior portfolio manager and equity research analyst. Prior to this role, Tim was a member of SSGA's Global Structured Products Operations group, where he specialized in international developed market and emerging market strategies. Tim joined the firm in 1996 and has focused on risk analysis, portfolio construction, equity research and portfolio management.
Tim holds a BS in Finance from Boston College, an MBA from Bentley University and an MS in Corporate Finance from Bentley. Tim is a New England chapter member of the Global Association of Risk Professionals. Tim is a frequent speaker on a variety of investment and risk topics at industry conferences including Pension Bridge, Risk Minds, Institute of International Finance (IIF), and The Professional Risk Manager's International Association (PRMIA). Tim is also on the Board of Trustees for the NVNA a top 100 female led nonprofit organization dedicated to hospice care and cancer support - promoting wellness and public health services in our community.
Vice President, Director, Risk Strategy
Alyx Flournoy is Vice President, Director, Risk Strategy for FactSet’s Analytics group. In this role, she is responsible for determining the roadmap of FactSet's risk solutions. Alyx joined FactSet in 2011 as a Consultant in San Francisco covering investment management clients across the western United States. In 2013, she began working in FactSet’s Quantitative Analytics team where she developed technical workflow solutions for pension funds, hedge funds, institutional asset managers, and private wealth firms around quantitative research, portfolio construction, and risk management. In 2016, Alyx relocated to New York where she is now further specializing in FactSet’s multi-asset class risk and portfolio optimization solutions. Alyx graduated from the University of California, Berkeley with a dual Bachelor of Arts in Economics and Statistics and she is a CFA charterholder.
Head of Risk, Americas
DEUTSCHE BANK AMERICAS
Head of DWS Investment Risk for the Americas & Asia-Pacific: New York
Joined the Company in 2006. In his current role, Ross leads a team focused on investment, counterparty credit and liquidity risk managed on behalf of DWS clients. In addition, Ross is responsible for financial risk of DWS USA Corp. Prior to his current role, Ross served in Deutsche Bank's Corporate Investment Bank, where he was responsible for overseeing counterparty credit risk to hedge fund clients. Prior to joining, he worked at Barclays Capital within the Hedge Fund Credit Group, at Risk Capital Management, at a boutique energy risk management consultancy and at Crédit Agricole Indosuez within the Financial Institutions Credit Risk Management Department
BS in Finance from Fordham University; CFA Charterholder; Financial Risk Manager (FRM); Former President of the Global Association of Risk Professionals (GARP) - Buy-side Risk Managers Forum
Alessio de Longis
Vice President, Portfolio Manager and Macro Strategist
Alessio de Longis, CFA, is a Portfolio Manager for the Global Multi-Asset Group (GMAG) at OppenheimerFunds.
Alessio leads GMAG's macro strategy focusing on business cycle dynamics, global macro regimes, and their impact on asset class risks and returns.
In addition, Alessio manages and oversees active currency strategies in GMAG's funds.
Between 2004 and 2013, Alessio was a member of the Global Debt team where he served as Portfolio Manager and Quantitative FX Strategist.
Alessio holds a B.A. in economics and financial markets from University of Rome Tor Vergata and an MSc in financial economics and econometrics from University of Essex. Additionally, he is a CFA® charter holder.
Managing Director, Global Head of Derivatives Trading
Chris is Managing Director, Global Head of Derivatives Trading for Prudential Financial. His responsibilities include global fixed income and equity derivatives as well as foreign exchange. Chris began his career with Prudential in 1989, and has worked within Prudential’s derivatives subsidiary since 1993. He has been in his current role since 2002.
Chris holds a BA in Economics from Macalester College and an MBA with Distinction in Finance with an International Concentration from NYU. Chris has earned both the CFA and CLU designations.
Senior Vice President, Director of Multi-Asset Portfolios
Westwood Holdings Group, Inc.
Mr. Helfert joined Westwood in 2019 as Senior Vice President and Director of Multi-Asset Portfolios. He is responsible for leading the firm’s multi-asset strategies team, which includes Income Opportunity and Flexible Income strategies, as well as Global Convertibles and Fixed Income strategies. Throughout his career, Mr. Helfert has developed a strong track record working on collaborative, global teams. Most recently, Mr. Helfert served as Managing Director and Senior Multi-Asset Portfolio Manager at Amundi in London, where he was responsible for Global Fixed Income strategies. During his 13-year Amundi tenure, he also was an investment team leader on absolute return, unconstrained and total return portfolios.
Prior to joining Amundi, Mr. Helfert worked at Royal Bank of Scotland and JPMorgan’s Asset Management Group.
Mr. Helfert earned his MBA from Duke University and his BA in physics from the University of Virginia, where he was awarded a fellowship for his work in Solid State Physics. He also served in the U.S. Navy / Marine Corps as a Combat Medic.
Executive Director, Multi-Asset Research
As part of the multi-asset research team, Alan's primary focus is on the next generation of Axiom'as fixed income risk model. Prior to joining Axioma in 2016, Alan spent 15 years years at UBS, the last ten of which were in UBS Delta where he worked on risk , performance attribution, liquidity, and bespoke client projects. His career began at UBS in 2011 as a credit strategist.
Alan holds a D.Phil in mathematics from the Univeristy of Oxford, is a CFA charterholder and a Chartered
Head of US Credit Product
Chris Bruner is a Managing Director and Head of U.S. Credit Product at Tradeweb Markets. He is focused on advancing the development of the firm’s product offering, and building the firm’s leading position in the global credit markets.
Previously he worked in a senior credit trading role at JP Morgan Chase, and has extensive experience in credit markets, technology and electronic trading. Prior to that, he was a Managing Director at Citadel Securities heading the Algorithmic Credit Trading business. Earlier, he led the start-up and development of the Algorithmic and Systematic Trading Book at Lionhart USA and was instrumental in the development of electronic derivatives markets while serving as Executive Director at UBS Investment Bank.
Bruner holds a B.S. from MIT.
Global Head of Fixed Income ETF Sales & Trading
Phil leads Fixed Income ETF Sales and Trading efforts at Jane Street. He is an expert in electronic bond trading and market structure, acting as Jane Street’s primary point of contact for venues and electronic trading for the corporate bond market.
During his 9-year tenure at Jane Street, Phil has played an instrumental role in building out its bond trading desk, in addition to growing its institutional client-facing ETF business.
Prior to Jane Street, Phil spent over 5 years as a trader and heading capital management at BlueMountain Capital. He also spent several years at both Deutsche Bank and BNP Paribas as a credit and rates middle office manager.
Phil holds a Master of Business Administration degree from Fordham Gabelli School of Business in New York.
Yury S. Dubrovsky
Chief Risk Officer & Head of Global Risk Management
Lazard Ltd & Lazard Asset Management LLC
Yury Dubrovsky is a Managing Director, Chief Risk Officer of Lazard Ltd. and Head of Global Risk Management at Lazard Asset Management LLC. He and his global teams are responsible for all aspects of risk management at the bank as well as at its fully owned asset management subsidiary, covering equity and fixed income universes for both traditional as well as alternative investments. In addition, Yury is in charge of quantitative analytics which is aimed to provide support to portfolio management teams on portfolio construction issues, execute the initial phase of the research process and provide portfolio attribution analytics. He began working in the investment field in 1994. Prior to joining Lazard in 2005, Yury was Global Head of Market Risk Management for Emerging Markets and G20 Credit Products with Credit Suisse First Boston, Global Head of Exposure Management for Emerging Markets and Regional Head of Exposure Management for the Americas with Deutsche Bank AG. Before joining Deutsche Bank in New York in 1995, Yury was associated with JP Morgan & Co., AT&T and Kiev Polytechnic University in quantitative and technological capacities. He has an MBA in Finance from
Reade Ryan PhD, Managing Director, is a member of BlackRock's Risk and Quantitative Analysis group. He joined BlackRock in 2013 as the lead risk manager for BlackRock’s Credit and Leveraged Finance business. Prior to joining BlackRock, he was a quantitative strategist in the Fixed Income unit in Goldman Sachs Asset Management. There he led a team that developed risk and pricing models as well as portfolio construction and trading tools for the portfolio managers and traders in GSAM. He had been with Goldman Sachs since 2006.
From 2002 to 2006, Mr. Ryan was the senior quantitative analyst and risk manager for the convertible-bond and equity-volatility desks at Amaranth Advisors. Before Amaranth he was an assistant professor at the Anderson School of Management at UCLA.
Mr. Ryan earned his bachelor's degree in mathematics at Columbia College in 1991 and a PhD in applied mathematics from New York University in 1997.
Jaime H. Lee, Ph.D.
Managing Director, Equity
PANAGORA ASSET MANAGEMENT
Dr. Lee is a Managing Director at the firm and leads the Dynamic Equity Team. Her primary responsibilities include oversight and management of the team, conducting research to uncover new alpha sources, building quantitative stock selection models, and managing portfolios within the Dynamic Equity strategies. Dr. Lee is a key contributor to the innovative equity research used in the development of PanAgora’s Dynamic Equity models. Dr. Lee is a member of the firm’s Operating and Directors Committees.
Prior to joining PanAgora, Dr. Lee was a Managing Director of the Scientific Active Equity team at BlackRock, Inc., where she managed the Emerging Markets strategies and portfolio management team. Her prior experience includes a role as a Senior Portfolio Manager at Barclays Global Investors as well as Research and Portfolio Management roles at Quantal Asset Management, where she managed quantitative equity strategies investing in Japan and Europe.
University of California, Berkeley. Ph.D.
Haas School of Business, University of California Berkeley, M.S.
University of Minnesota, Twin Cities, B.S.
“The Relation between Fixed Income and Equity Return Factors”, with Terry Marsh, Robert Maxim and Paul Pfleiderer. Journal of Investment Management, Nov. 2006
Head of Quantitative Evidence and Data Science
UBS ASSET MANAGEMENT
Head of Portfolio Construction and Risk Management
SVP, Global Analytics
AMERICAN CENTURY INVESTMENTS
Peruvemba Satish is senior vice president and portfolio manager, director of global analytics for American Century Investments®, a premier investment manager headquartered in Kansas City, Mo.
Mr. Satish oversees the firm's comprehensive risk management program, which includes analytics designed to evaluate risk at the security, portfolio and enterprise level. He also works with the company's investment management and product development teams on engineering new investment strategies consistent with clients' needs and American Century Investments' quality standards.
Mr. Satish joined American Century Investments from Allstate Corporation, where he served as a senior managing director and portfolio manager for the performance-based strategies group. Previously, he was chief risk officer for Jamison Capital Partners LP, New York. Earlier, he was the chief risk officer and a member of the investment committee at DKR Capital Partners LP, an asset management firm specializing in alternative investment strategies. He also was director of risk management at Soros Fund Management LLC.
Earlier in his career, Mr. Satish held quantitative research, risk management and investment management positions at State Street Bank and Trust and Barclays Capital. He received a Ph.D. in finance from the University of Texas at Austin, a master's in economics from the State University of New York, and undergraduate and graduate degrees in engineering and economics from Birla Institute of Science in Pilani, India. He is a CFA charterholder.