Speakers List - Buy-Side Risk USA
Menu

Keynote Speakers

Lori M. Heinel

EVP, Deputy Global Chief Investment Officer

STATESTREET GLOBAL ADVISORS

Lori M. Heinel, CFA
Deputy Global Chief Investment Officer
Lori is Deputy Global Chief Investment Officer for State Street Global Advisors. In this capacity, Lori is responsible for a range of activities that impact the effective delivery of investment strategies and solutions to our global client base, including representing our market outlook and investment themes, taking a lead role in investment strategy oversight, governance and innovation and managing the implementation of enterprise-wide initiatives.
Prior to this role, she was Chief Portfolio Strategist, leading a team of professionals responsible for helping advisors, consultants and institutional clients analyze economic and market developments, assess the impact to their portfolios and identify specific products and solutions to help them manage risk and take advantage of market opportunities. She is a member of the company's Executive Management Group, Investment Committee and Global Product Committee.
Before joining SSGA, Lori was Chief Investment Strategist and Head of Investment Products for OppenheimerFunds, Inc., a $250 billion asset management firm. In that capacity, she and her team identified market opportunities, spearheaded new product development and created thought leadership aimed at helping clients navigate markets and position their portfolios effectively. Prior to that, she was a managing director and head of Investments for Citi Private Bank. She and her team worked with ultra-high net worth clients, family offices, private foundations and institutional clients to develop investment strategies designed to meet financial, cash management and risk management needs. Before joining Citi, Lori ran the Global Investment Products Group for SEI Investments, where she developed innovative strategies to manage pension plans and other institutional assets, launched a series of investor portfolios designed to address specific client needs and pioneered integrated managed accounts with portfolio overlay functionality.
Earlier in her career, Lori managed the new business development effort for Mellon Financial's Eastern Region, and was a senior vice president at Parker/Hunter Incorporated running the equity and fixed income sales and trading departments. She began her career at Credit Suisse First Boston, where she analyzed investment and financing alternatives for institutional clients. Lori received her MBA from Carnegie Mellon University and her AB in religion from Princeton University. She earned the Chartered Financial Analyst designation and is a member of the CFA Institute and the Boston Security Analysts Society.

Scott Bauguess

Acting SEC Chief Economist and Acting Director, Division of Economic and Risk Analysis

SEC

Acting SEC Chief Economist and Acting Director, Division of Economic and Risk Analysis

Dr. Bauguess is Acting SEC Chief Economist and Acting Director of the Division of Economic and Risk Analysis (DERA). He previously served as Deputy Chief Economist and Deputy Director of DERA.
Dr. Bauguess oversees the Division's risk assessment and data-driven, predictive analytics development, designed to detect fraud and misconduct in the Commission's investigation and examination programs, specifically in the areas of corporate issuers, broker- dealers, and asset managers. He directs the Commission's economic analyses in recommendations to the Commission to enact federal rules related to corporate disclosure and governance, accounting standards, structured finance, and OTC derivatives. His service also includes the business management of the SEC's Tips, Complaints, and Referral (TCR) system, which was launched in 2010 to accelerate the detection of market misconduct.
Dr. Bauguess joined the SEC in 2007 from Texas Tech University where he was on faculty in the College of Business, and continues to teach graduate courses in corporate financial policy at George Washington University. Dr. Bauguess received his Ph.D. in Finance from Arizona State University in 2004. He also holds a B.S. and M.S. in Electrical Engineering and prior to his doctoral studies spent six years working as an engineer in the high tech industry.

Richie Prager

Senior Managing Director, Head of Trading, Liquidity and Investments Platform, Member of the firm’s Global Executive Committee

BLACKROCK

Richie Prager is Head of Trading, Liquidity and Investments Platform for BlackRock. A Senior Managing Director, he is a member of the firm's Global Executive Committee.

Mr. Prager leads the firm's global trading, liquidity and securities lending teams and plays a central leadership role in managing BlackRock's global investment platform in partnership with firm President Rob Kapito. He is a key driver of BlackRock's product strategy functions and is responsible for implementing efficient business management practices to enhance the firm's investment capabilities.

Before being appointed to his current role in 2016, Mr. Prager held a number of senior leadership positions within the firm, most recently as Global Head of Trading, Liquidity and Securities Lending where he spearheaded key initiatives to enhance risk management practices and improve investment performance. Previously, as part of the Financial Markets Advisory Group within BlackRock Solutions, he advised clients on capital markets exposures and business strategy.

Before joining BlackRock in 2009, Mr. Prager worked for Bankof America in several senior management roles, including Global Head of Rates, Currencies and Commodities. He also held regional leadership roles in Latin America and Asia, and served as the Enterprise Risk Manager. Previous experience includes leadership roles at General Re Financial Securities Internationale Nederlanden Groep and Westpac Banking Corporation. He began his career at Noonan Astley & Pierce as a foreign exchange broker.

Mr. Prager earned a B.S. Degree in Zoology from Duke University in 1981.

 

Speakers

Michelle Beck

Chief Risk Officer

NUVEEN INVESTMENTS

Michelle McCarthy Beck joined Nuveen Investments in 2010, and heads the TIAA Global Asset Management public markets risk function (TIAA acquired Nuveen in 2014).

Prior roles include chief risk officer at Russell Investments, and chief market & operational risk officer at Washington Mutual. From 1986-2003 she worked at Bankers Trust and then Deutsche Bank in roles including derivatives portfolio manager, head of market risk management for Europe, and head of risk for the asset management division.

Ms. McCarthy Beck holds a B.A. from the University of Washington and an M.A. from Harvard University. She serves on the Board of Trustees for GARP, and the Board of the CFA Society of Chicago.

 

Andrew Beer

Managing Partner and Co-Portfolio Manager, Dynamic Beta

BEACHHEAD CAPITAL MANAGEMENT

Mr. Beer is the Founder and Managing Partner of Beachhead Capital Management, LLC where he serves as Co-Portfolio Manager of the firm's liquid, low cost Dynamic Beta investment strategies, including the sub-advisory relationship with SEI Investments. Mr. Beer is a frequent speaker on hedge fund investment strategies and industry dynamics and is an active contributor to various industry publications. Mr. Beer received his Master in Business Administration degree as a Baker Scholar from Harvard Business School and his AB degree, magna cum laude, from Harvard College.

Edward Boyle

Global Macro Portfolio Manager

AMERICAN CENTURY INVESTMENTS

Edward Boyle co-manages funds in the Global Bond, Currency Overlay and Multi-Asset programs at American Century Investments. He has served in similar Global Macro roles at Brevan Howard Asset Management and FX Concepts. Edward has a MS from Stanford University, MSBA from Boston University and BS from West Point United States Military Academy.

Marcos Bueno

Chief Investment Officer

ARGON CAPITAL

Mr. Bueno has been involved in macro and commodity markets for more than a decade managing discretionary and systematic multi-asset portfolios with a quantitative risk management overlay.

Before founding Argon, Mr. Bueno was a Partner and Senior Portfolio Manager at Graham Capital Management, where he managed its largest commodity macro portfolio with $900m in allocated capital. As one of the early members of Graham's London office, he participated in the recruitment of new PMs and in the development of Graham's institutional relationships with new counterparties.

Prior to Graham, Mr. Bueno was a Portfolio Manager at JPMorgan's internal commodity hedge fund, where he joined from the Fundamental Investment Group at UBS. Previously he worked at Goldman Sachs in the Multi-asset derivatives structuring and in the Power & Gas M&A teams. He began his career at Oliver Wyman as a strategy consultant.

Mr. Bueno obtained an MBA with Honors and Dean's List mentions from The Wharton School. He holds an MS in Economics and Applied Mathematics from Ecole Polytechnique (France) and he conducted research at MIT's Department of Mechanical Engineering. He also holds a BS and a MS in Industrial Engineering from UPM in Spain.

 

Haibo Chen

Portfolio Manager and Head of Fixed Income Quantitative R&D

PINEBRIDGE INVESTMENTS

Haibo Chen, Portfolio Manager and Head of Fixed Income Quantitative R&D, PINEBRIDGE INVESTMENTS
Mr. Chen is portfolio manager and head of Fixed Income Quantitative R&D at PineBridge Investments, responsible for fixed income quantitative research and product development across Currencies, Rates, Corporate Credit, Structured Assets, and Emerging Market Debt. He is also a Portfolio Manager in these products. Previously at AllianceBernstein, Mr. Chen was a team leader and managed fixed income alpha, risk, and trading strategy projects that span across fixed income asset classes. Mr. Chen started his career at BlackRock as a mortgage analyst. Mr. Chen holds a doctoral degree in Nuclear Engineering from MIT. He also holds bachelor's degrees in Engineering Physics and Economics from Tsinghua University

Andrew Y. Chin

Chief Risk Officer and Head of Quantitative Research

ALLIANCE BERNSTEIN

Haibo Chen, Portfolio Manager and Head of Fixed Income Quantitative R&D, PINEBRIDGE INVESTMENTS
Mr. Chen is portfolio manager and head of Fixed Income Quantitative R&D at PineBridge Investments, responsible for fixed income quantitative research and product development across Currencies, Rates, Corporate Credit, Structured Assets, and Emerging Market Debt. He is also a Portfolio Manager in these products. Previously at AllianceBernstein, Mr. Chen was a team leader and managed fixed income alpha, risk, and trading strategy projects that span across fixed income asset classes. Mr. Chen started his career at BlackRock as a mortgage analyst. Mr. Chen holds a doctoral degree in Nuclear Engineering from MIT. He also holds bachelor's degrees in Engineering Physics and Economics from Tsinghua University

Mustafa Chowdhury

Managing Director, Head of Rates

VOYA INVESTMENT MANAGEMENT

Mustafa Chowdhury is head of rates for Voya Investment Management, responsible for directing the investment strategy for the rates group, including global rates, sectors and currencies, and equity/convexity hedging. Mustafa brings 20 years of experience working in the fixed income industry, equally divided between the buy side and sell side, and a deep expertise in mortgage-backed securities and G7 interest rates. Prior to joining the firm, Mustafa was a portfolio manager at AVM, where he served as a strategist working across fixed income assets, with a specialization in rates and mortgages. He began his investment career with Freddie Mac, where he was co-head of asset liability management and managed all hedging of the interest rate risk of the balance sheet. He also served as the head of the U.S. rates and agency MBS strategy at Deutsche Bank. Before Deutsche Bank, Mustafa worked for the Blue Crest hedge fund, focused on macro strategy, G3 rates and MBS. Mustafa holds a PhD in economics from the University of California, San Diego.

Amit Deshpande

Head of Investment Risk

CHARLES SCHWAB INVESTMENT MANAGEMENT

Vice President, Head of Investment Risk Management
Amit Deshpande is Vice President and Head of Investment Risk for Charles Schwab Investment Management, Inc. (CSIM). He is responsible for investment risk oversight for Schwab's proprietary funds, including Schwab ETFs and Schwab Funds, and also the Schwab Bank Collective Trust Funds. In addition, Mr. Deshpande provides risk oversight for the sub-advised Laudus Funds.
Prior to joining CSIM, Mr. Deshpande spent 12 years at Alliance Bernstein LP in various roles. Most recently, he was Head of Fixed Income Investment Risk for almost three years, overseeing risk for more than $200 billion in assets across various geographies and product lines. Prior to that, he held various other positions at Alliance Bernstein, including Quantitative Strategist for the firm's Global Fixed Income business in Japan for about two years.
Mr. Deshpande earned a Master of Science degree in Finance from Syracuse University, a Master of Business Administration from S.P. Jain Institute of Management and Research, India, and a Bachelor of Science degree in Computer Engineering from the University of Pune, India. He is a CFA® charterholder and a Financial Risk Manager (FRM)

Paul Diouri

Head of Risk, Americas

SCHRODERS

- 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.

Roderick Fisher

Head of Risk Solutions and Reporting

STATE STREET GLOBAL EXCHANGE

Roderick Fisher is head of risk solutions and reporting at State Street Global ExchangeSM and is responsible for researching, designing, and implementing new risk solutions for asset owners and managers.

Mr. Fisher has 15 years of experience in institutional risk management. He joined State Street in 2007 from a managed risk service provider where he led the development of solutions engineered to meet the distinct challenges of institutional investors.

He previously held a senior position in enterprise risk management at the BMO Financial Group where he developed expertise in Market, Credit, and Capital at Risk for the Wealth Management, Retail and Investment Banking Groups. Prior to BMO, he worked in quantitative risk at the Credit Union Central of Ontario, where he designed and built their Historical Value at Risk and Stress Testing systems.

Roderick graduated from the University of Toronto with Ph.D. in Physics and B.A.Sc. in Engineering Science and has passed all the Chartered Financial Analyst (CFA) exams.

Max Giolitti

Managing Director, Chief Risk Officer

VERUS

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.

Mike Huff

‎Director, Portfolio Management & Asset Allocation

TIAA

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).

Satyam Kancharla

Chief Strategy Officer

NUMERIX

Mr. Kancharla, as Chief Strategy Officer and Senior Vice President, is responsible for corporate strategy and currently heads the Client Solutions Group at Numerix. This group is responsible for Product Management, Financial Engineering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Client Services at Numerix. Before transferring to Numerix in New York City, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia.

Prior to joining Numerix in 2003, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles.

He holds an MBA degree from New York University's Stern School of Business, an MSc degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay and a BScin Mathematics and Computers from the University of Mumbai.

Ed Kim

Risk and Operational Risk Expert

Risk and Operational Risk Expert

Jay Leopold

Head of U.S. Investment Risk

COLUMBIA THREADNEEDLE INVESTMENTS

Summary

•Oversees the development of a global approach to investment risk, as well as the measurement, monitoring and management of investment risk

Credentials

•Served as managing director, investment risk at Legg Mason where he helped create a culture in which risk is placed on par with reward when making key decisions
•Chaired the Investment Risk Analysis Committee at Legg Mason Capital Management where he led efforts to embed risk analysis into the investment process
•Served as president and director of the Baltimore Security Analysts Society
•Has 30 years' experience as a risk officer, portfolio manager and securities analyst
•Holds the Chartered Financial Analyst® designation

Education

•The Wharton School, University of Pennsylvania, B.S., cum laude, in Finance

Isaac Lieberman

Chief Executive Officer

ASTON CAPITAL MANAGEMENT

Isaac Lieberman founded Aston Capital Management as a quantitative hedge fund in November 2013. As a veteran trader of proprietary quantitative strategies, Isaac has more than 20 years of experience trading in global FX and Fixed Income markets. Prior to founding Aston Capital Management, Isaac was Managing Director at J.P. Morgan where he was the Head of Algorithmic Trading and the Head of Electronic FX Options Trading. Before joining J.P Morgan in 2008, Isaac was Head of the FX and Fixed Income division in the Principal Strategies Group at Bear Stearns where he worked from 1996.

Christina K. McGlosson-Wilson

Senior Special Counsel, Office of the Deputy Director | Division of Economic and Risk Analysis

SEC

Christina K. McGlosson-Wilson
Senior Special Counsel to the SEC's Acting Chief Economist and Division of Economic and Risk Analysis's Acting Director
Ms. McGlosson-Wilson is Senior Special Counsel to the SEC's Acting Chief Economist and the Division of Economic and Risk Analysis's Acting Director. She provides guidance and counsel to the Chief Economist and Division Director on a wide variety of Commission legal and policy matters. She joined the Division in 2013, to advise Senior Division Staff on Enforcement Division investigation and litigation practices, strategies, and programmatic directives, so that these considerations may be integrated into the development of data-driven, risk analytic programs designed to detect federal securities law violations involving fraud and misconduct.
Ms. McGlosson-Wilson joined the Commission in 1998, and served in a variety of positions in the Division of Enforcement, including Senior Counsel to the Director and Deputy Director of Enforcement, Senior Adviser to the Chief of the Office of Market Intelligence, and Senior Counsel in the Office of Chief Counsel. She has also successfully investigated, brought before the Commission, and litigated in U.S. District Court, a number of financial fraud, insider trading, executive compensation, and microcap fraud cases.
Ms. McGlosson-Wilson received her J.D. Cum Laude, from The Catholic University of America's Columbus School of Law, where she received a concentration in Securities Law. She holds an A.B. in Government from Georgetown University, where she graduated with First Honors.

Tam McVie

Investment Director

STANDARD LIFE

Tammas McVie, Investment Director - Absolute Return Investment Specialist

Tam McVie is an Investment Director for Standard Life Investments (SLI). Headquartered in Edinburgh, SLI is a leading asset manager with considerable expertise in liability hedging and generating returns within a risk based framework.

Tam is responsible for providing investment and product support for SLI's multi-asset solutions, including the firm's flagship Global Absolute Return Strategies (GARS) portfolio. Working with the Multi-Asset Investing Team since 2007, he uses in-depth knowledge and technical expertise to support the ongoing needs of the firm's institutional clients. Previously based in the UK, Tam joined SLI's Boston office in January 2012 and was instrumental in SLI's expansion to the US. He is a frequent speaker at key industry conferences, including FundForum, Citywire and Asset International's CIO summit.

Tam joined Standard Life Investments in 2004 and previously worked at UK pension manager, Friends Ivory & Sime (now part of Aberdeen Asset Management). He began his career with Standard Life Assurance Company in 1998.

Borjana Racheva-Iotova

Co-Founder of FinAnalytica and Global Head of Risk

BISAM

Boryana, co-founder of FinAnalytica, is Global Head of Risk in charge of the award-winning, multi-asset class market risk Cognity solution and services. She has over 15 years of experience in building risk management software solutions and translating the latest risk-related academic advancements into practical applications to meet the needs of buy-side practitioners. Before founding FinAnalytica, Boryana led the implementation of a Monte-Carlo based VaR calculation and structured products valuation engine to meet the Basel II Requirements at SGZ Bank. Her professional career in risk management began with the Bulgarian Finance Minister, developing a model for banks' capital requirement estimation. Boryana's numerous articles have been published by premier scientific journals, and she has led the development of six patented methodologies for FinAnalytica. She holds M. Sc. in Probability and Statistics at the Faculty of Mathematics and Informatics, Sofia University, and Doctor of Science degree, magna cum laude from Ludwig Maximilian University of Munich.

Tracy Rucker Wilson

Fixed Income Derivatives trading and portfolio management

VANGUARD

Tracy Rucker-Wilson works on Vanguard's Fixed Income Derivatives trading and portfolio management risk team. Since joining Vanguard in 2001, Ms. Rucker-Wilson has held various roles within the organization's Investment Management, Retail, and Corporate divisions. Most recently, she was head of U.S. investment risk management which oversees risk and performance analysis for active and passive stock funds, bond funds, money market funds, and stable value funds.
Before joining Vanguard, Ms. Rucker-Wilson worked in quality and productivity for JPMorgan Chase and was a Six Sigma master black belt. She has more than 20 years of project management and leadership experience, including over 15 years in financial services.

Ms. Rucker-Wilson is a graduate of the University of Virginia, where she earned a B.S. in aerospace engineering. She earned her master of engineering degree in mechanical engineering from Villanova University and her Six Sigma black belt certification from the Six Sigma Academy. Ms. Rucker-Wilson is a Financial Risk Manager, certified by the Global Association of Risk Professionals.

 

Bruce Runciman

Executive Director

AXIOMSL

Bruce Runciman is an Executive Director and subject matter expert for U.S. regulatory reporting solutions at AxiomSL. In his position, Mr. Runciman is responsible for supporting AxiomSL's client base on reporting issues, specializing in Asset Manager and Broker Dealer Solutions. His role includes supporting AxiomSL's client base on reporting issues and direction and insight to our professional services and product development teams for the deployment of ControllerView®.
Prior to joining AxiomSL in 2010, Mr. Runciman spent fifteen years in various roles with RBC Capital Markets in the US where he was the COO of the Equity Derivatives Trading Group, CFO of US RBC Group and CAO of their Alternative Assets Division. Mr. Runciman has also held various executive finance and accounting positions at BMO Nesbitt Burns predecessor companies Burns Fry, and Burns Fry Hoare Govett Inc. where he held positions of CFO in the US, International Controller in London and Treasury Analyst in Toronto. He began his career with Ernst and Whinney Chartered Accountants in Toronto.
Mr. Runciman received his Bachelor of Commerce degree from Queen's University, Kingston, Ontario, (Canada) and holds the designation of Canadian Chartered Accountant and Chartered Public Accountant from the Ontario Institute of Chartered Accountants.

Peruvemba Satish

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.

 

Deepika Sharma

Portfolio Manager, Managing Director of Investment Research

ASTOR INVESTMENT MANAGEMENT

Deepika Sharma, CFA, is a Portfolio Manager and Managing Director of Investments at Astor Investment Management. As a member of the firm's Investment Committee, she assists with the management of Astor's dynamic multi-asset strategies. She also holds responsibility for quantitative research and product development for current and forthcoming strategies. Deepika previously worked on the Fixed Income Proprietary Trading Desk at Nomura, as well as in macro-strategy at Roubini Global Economics. She began her career as an Analyst on the Structured Credit desk at Lehman Brothers.

Deepika currently serves as a Director on the Board of the CFA Society New York and was recognized with their Outstanding Investment Professional Award in 2015. She holds a Masters in International Finance from Columbia University and is a CFA charterholder.

 

Alex Sedgwick

Head of Fixed Income Market Structure and Electronic Trading in Global Trading

T. ROWE PRICE

Alex Sedgwick is a market structure analyst in Fixed Income Trading at T. Rowe Price. Mr. Sedgwick is responsible for performing custom research and analysis pertaining to market structure, liquidity, and trade cost/execution analysis across the various fixed income sectors. He is a vice president of T. Rowe Price Associates, Inc. Mr. Sedgwick has 14 years of investment experience, one of which has been at T. Rowe Price. Prior to joining the firm in 2014, he spent eight years at MarketAxess Corp. in New York, where he was most recently head of research.

Greg Strassberg

Senior Investment Manager/Alternatives Investment Risk

ABERDEEN ASSET MANAGEMENT

Greg Strassberg is a Senior Investment Manager on the Alternative Investments team. Greg works on enhancing the firm's quantitative analytics, risk infrastructure, monitoring of risk exposures, portfolio construction and manager analysis. Greg joined Aberdeen as part of the acquisition of Arden Asset Management LLC where he was a Managing Director and Head of Risk Management. Previously, he was a Director at BlackRock as an Analytics Relationship Manager for external clients of the Aladdin platform. In that role, he provided portfolio and risk managers with insight, research, and development of their analytical deliverables. Prior to that, Greg was an Executive Director for Measurisk LLC. Measurisk is a provider of independent risk-transparency and risk-measurement solutions for institutional investors and asset managers. In that role, he held the positions of Head of Product Development and Head of Client Services. Greg holds a BS in Finance from the University of Colorado and is CFA charterholder.

Ken Winston

Chief Risk Officer

WESTERN ASSET MANAGEMENT

Dr. Kenneth Winston is the Chief Risk Officer of Western Asset Management Company in Pasadena, CA. Western Asset manages $450 billion of fixed income assets globally. His risk and quantitative analysis group develops models of securities and portfolios to help portfolio managers deliver appropriate risk/reward tradeoffs to clients, as well as quantitative decision support and algorithms. He frequently speaks with boards of directors on investment and enterprise risk. Dr. Winston is also a Lecturer in Economics at the California Institute of Technology, where he teaches quantitative finance.

Prior to Western Asset, he was the Chief Risk Officer at Morgan Stanley Investment Management ("MSIM") in New York. He also worked in "sell side" risk management at Morgan Stanley. While at MSIM, Dr. Winston was also an Adjunct Professor of Mathematics at New York University. He began his career in finance as a quantitative equity portfolio manager, developing fully algorithmic investment strategies for institutional clients.

Dr. Winston got his PhD in pure mathematics from the Massachusetts Institute of Technology after a BS and MS in mathematics at the California Institute of Technology. He is the author of a number of journal articles in mathematics and finance, and is the co-editor (along with Bernd Scherer) of the Oxford Handbook of Quantitative Asset Management. He serves of the boards of the Society of Quantitative Analysts and the Institute for Quantitative Research in Finance. He is a member of the Chair's Council of the Humanities and Social Sciences Division at Caltech, and is a founder of the Global Association of Risk Professionals Buy Side Risk Managers Forum.

 

Lilian Quah

Managing Director, Portfolio Manager and Director of Quantitative Research

EPOCH INVESTMENT PARTNERS

Lilian is a portfolio manager and director of Quantitative Research at Epoch Investment Partners. She heads Epoch's quantitative research efforts, with a particular emphasis on alpha generation and investment process design. Prior to joining Epoch in 2013, she spent five years at AllianceBernstein, where she was a Senior Quantitative Analyst in the Value Equities Group. Before Bernstein, Lillian was a Senior Consultant in the Finance Practice at the ERS Group, an economics consulting firm. Lilian has a BA in Economics from Wellesley College and a Masters in Economics from Stanford University. She holds the Chartered Financial Analyst designation.

Leon Xin

Executive Director, Head of Risk, Portfolio Construction and Hedge Fund, EFG

JP MORGAN ASSET MANAGEMENT

Leon Xin is the Head of Risk and Portfolio Construction and Hedge Fund Strategist for the CIO team of the Endowments and Foundations Group at JP Morgan. Mr. Xin conducts risk analysis and quantitative research to construct portfolios and improve portfolio efficiency. He is also responsible for research and selection of hedge fund managers. Mr. Xin joined J.P. Morgan in 2016 and has 11 years of investment industry experience.

Prior to J.P. Morgan, Mr. Xin worked for over 10 years as the Head of Alternative Investment Risk team at UBS Asset Management, where he covered UBS O'Connor, an internal multi-strategy hedge fund. As the Head of Risk team, Mr. Xin was responsible for risk analysis and quantitative research on multi-strategy hedge fund investing in equity, credit, risk arb, convertible arb, macro and volatility strategies. Prior to UBS, Mr. Xin worked as an associate in Ping An Insurance of China for two years on strategic planning projects.

Mr. Xin received a M.S. degree in Applied Math from the University of Illinois at Chicago and is a CFA charter holder.

 

Anjun Zhou

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.