Speakers

Speakers

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Alessandro Russo

Head of Factor Investing

AMUNDI ASSET MANAGEMENT

Alessandro Russo is Head of Factor Investing, Amundi Asset Management. He was previously Head of Equity Quantitative Research at Amundi since 2007. In this position Alessandro has deeply investigated many smart beta investment solutions, writing several research papers on the subject, and thus participating to the development of the Amundi’s expertise and offer. Alessandro has also designed several models for dynamic risk-factor allocation, based both on statistical regimes and on the macroeconomic scenarios.

Alessandro started his career in 2001 with Nextra Investment Management (Intesa Group) in Milan, as an equity risk manager, quantitative fund manager and then as Head of Quantitative Research at the Italian branch of Credit Agricole. 

Alessandro is CFA Charter holder since 2005 and holds a Degree in Economics from Bocconi University, Milan.

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Andrew Lapthorne

Global Head of Quantitative Research

SOCIETE GENERALE CIB

Andrew Lapthorne joined Société Générale in London in November 2007, having previously spent 11 years at Dresdner Kleinwort where he was the Global Head of Quantitative Research. At SG, he heads up the SG Quantitative Research Group, which includes Equity and Cross Asset Quant, Index and ETF research teams. This group of 20 analysts has extensive experience, having often worked on both the buy and sell-side and the Quant and Index research teams are both regularly ranked #1 in the Extel survey, with both teams ranked #1 last year. Andrew has been ranked the #1 individual analyst for the last 10 years in a row.

Andrew and his team have been writing about equity styles and factors since the mid-1990s and has covered most topics relating to factor investing. Since 2013, they have been writing specifically about alterative risk premia investing and more recently the use of machine learning and alternative data in the investment process. The team has created and runs a variety of systematic quantitative strategies, the most popular being the Global and European Quality Income Strategies.

Andrew is regularly quoted in the financial press, often highlighting issues such as the balance sheet risk in the US, the misuse of share buybacks and on broader factor trends in the markets.

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Benjamin Herzog

Head of Equity Factors QIS structuring

SOCIETE GENERALE CIB

Benjamin joined Société Générale Research team in 2005 as a Quantitative Credit Strategist. From 2009 to 2011, he oversaw the Global Macro Quantitative Strategy, providing asset allocation research to asset managers and asset owners. In 2011, he moved to structuring to spearhead the development of equity and multi asset indices. He was appointed Head of Equity Factors QIS structuring in 2016. Benjamin holds a Masters of Science from Columbia University and Paris VI University (El Karoui) and is a graduate from French engineering school Ecole Centrale de Lyon.

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Gianni Pola

Head of Systematic Strategies and Quantitative Research

ANIMA SGR

Gianni Pola is Head of Systematic Strategies & Quantitative Research at ANIMA SGR, and Lecturer on Quantitative Finance at the MIP Management Academy (Milan Polytechnic) since 2011. Previously he worked in AMUNDI Group as Senior Quantitative Analyst (until July 2015) in Milan and Paris working in the diversified business line and advisory to international clients including Central Banks and Sovereign Wealth Funds.

He holds a PhD in Computational Neuroscience from the University of Newcastle (UK) and a first class honors degree in Physics from the University of L’Aquila (Italy). In 2000, he was INFN (National Institute for Nuclear Physics) fellow at LNGS (National Laboratory at Gran Sasso, Italy). He has written several articles on portfolio construction, diversification, optimal dynamic asset allocation, expected returns, computational models for time-series analysis, neuronal coding and computational neuroscience.

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Erik Vynckier

Chief Investment Officer

ELI GLOBAL

Erik Vynckier is board member of Foresters Friendly Society, general partner of InsurTech Venture Partners and Chief Investment Officer (Europe) of Eli Global LLC, following a career in investment banking, insurance, asset management and the petrochemical industry. He co-founded EU 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 graduated as MBA at London Business School and as chemical engineer at Universiteit Gent.

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Chiara Bertolesi

Senior Equity Portfolio Manager

ZURICH INSURANCE GROUP

Chiara Bertolesi joined Zurich Insurance Group in October 2017 as Senior Equity Portfolio Manager in charge of equity investments for Italy's Investment Management Department. Prior to that, she  worked for over 17 years for Eurizon Capital (Intesa Sanpaolo's asset management division) as equity portfolio manager and equity analyst, focusing on various sectors; from 2012 she had been covering the global healthcare sector and managing an healthcare equity fund, “Eurizon Azioni Salute”. She started her career back in 1998 in Andersen Consulting (now Accenture) as business analyst, after 1 year spent as a research assistant in economics for Bocconi University.

She holds a Master's degree cum laude in Economics and Social Sciences from "Università Commerciale Luigi Bocconi" (Milan) and she is a CFA charterholder.

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Mauro Cesa

Quantitative Finance Editor

RISK.NET

Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
 
Mauro holds a degree in economics from the University of Trieste and a masters in quant finance from the University of Brescia.

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Enrico Massignani

Head of Risk Management

GENERALI

Enrico Massignani is Head of Risk of the Generali Group Investment, Asset and Wealth Management division since 2017 and Head of Risk Management of Generali Investments Europe (GIE) since 2010. Mr. Massignani is responsible for investment risk as well as for the operational risks.

Generali Group is a global insurer with asset in excess of €0.5 trillion. GIE is an asset management company fully owned by Generali Group managing assets in excess of 450b Eur.

Before joining GIE Mr. Massignani was Chief Investment Officer (2009) and Chief Operating Officer (2004) of Generali Thalia SGR a Fund of Hedge Fund company controlled by Generali Group.

Previously Mr. Massignani covered several senior positions in fintech and real estate companies.

Mr Massignani earned a BS and Ms degree in Industrial Engineering and Business Management from the University of Padua.

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Luca Simoncelli

Senior Fund Manager, Multi Asset Absolute Return

FIDEURAM ASSET MANAGEMENT

Luca Simoncelli is a Senior Fund Manager within the Fideuram’s Multi-Asset Absolute Return team in London. Luca joined Fideuram in 2017 from a Swiss asset management boutique Unigestion, where he was responsible for the team’s global macro management in the UK as well as the development of the cross asset solutions business. Previously Luca spent nine years, between 2006 and 2015, at BlackRock where he became senior portfolio manager in the Diversified Strategies team and was responsible for managing multi-asset Dynamic Growth Funds and Global Tactical Asset Allocation mandates. He also had responsibilities in the development of the investment and research processes across all asset classes and markets. Luca began his career in 2002 at Merrill Lynch Investment Managers, where he became a portfolio manager in the Strategic Investment Group. Luca holds a Bachelor in Business and Economics from the University of Bologna.

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Cristina Ungureanu

Head of Corporate Governance

Eurizon Capital SGR

Cristina Ungureanu is Head of Corporate Governance at Eurizon Capital SGR, the asset management company of the Intesa Sanpaolo Bank Group. Cristina is responsible for Eurizon’s Corporate Governance and Stewardship activity, developing and applying Eurizon’s corporate governance policies and guidelines through active ownership, coordinating the company engagement and voting activities globally.

Before her role in Eurizon, Cristina worked in international corporate and academic environments in South Africa, United Kingdom and Italy, providing high-level corporate governance consulting and research to a diverse range of institutions. Cristina holds a Bachelor Degree in Economics and Business Administration, a Master’s Degree in International Affairs and a PhD in Finance and Banking.

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Kai Hirschen

Vice President, Portfolio Manager Systematic Equity

ALLIANZ GLOBAL INVESTORS

Dr. Kai Hirschen is a portfolio manager in the Systematic Equity team at Allianz Global Investors since 2009. Dr. Hirschen is responsible for a range of factor investment strategies and solutions. He specialiced in ESG related factor strategies and manages globally investing portfolios versus core and ESG strategy benchmarks.

Previously, Dr. Hirschen worked for a leading international consultancy, specialising in the area of risk management and risk modeling. He graduated in mathematics at the University of Hannover, Germany in 2003 and received a Ph.D. in numerical modeling at the University of Technology in Darmstadt, Germany in 2004. He also obtained a master’s degree in finance and accounting from Goethe University Frankfurt, Germany in 2008. He is a CFA, a CAIA charterholder and a Certified Financial Risk Manager (FRM).