Speakers

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.

Damian has 20 years’ experience in financial risk management, having worked with hundreds of Wall Street’s most successful investment managers. He was co-founder, Chairman & CEO of Investor Analytics until he sold the company in 2016 to StatPro. Now the Global Head of Risk and a member of StatPro’s Executive Board, Damian is responsible for both strategy and delivery of the Firm’s cloud-based risk services around the world.

Damian is a recognized thought leader in risk analytics and a sought-after keynote speaker for conferences throughout North America, Europe and Asia. He has long been an advocate of applying a cross-disciplinary approach to financial risk management by incorporating advancements from Behavioral Economics, Cognitive Science, Complexity Theory and Evolution. He pens a monthly column for Risk Magazine and he blogs at www.riskology.com.

Damian received his undergraduate degree from the University of Pennsylvania and his doctorate in nuclear astrophysics while working on Correlation Functions at the National Superconducting Cyclotron Laboratory at MSU.

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.

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.

Dr. Kai Hirschen, CFA, CAIA, FRM is a portfolio manager in the Systematic Equity team at Allianz Global Investors, responsible for a range of factor investment strategies and solutions. He manages globally investing equity portfolios versus core and strategy benchmarks with focus on ESG, Dividend and Income investing, and overwriting strategies. 
Previously, Dr. Hirschen worked for a leading international consultancy, 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 is a CFA and CAIA charterholder as well as a Certified Financial Risk Manager (FRM).

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.

Stuart MacDonald is Managing Partner at Bride Valley Partners. Bride Valley Partners bridges the gaps in corporate finance, investment advisory and capital raising for companies, funds and projects across a range of alternative investments and bankable technologies. “A consortium of...experts” according to the Financial Times, Bride Valley Partners’ scope and Stuart’s experience extends across Europe, the Middle East, Asia Pacific and North America.

Distinguished by strong technical knowledge, Stuart has raised Billions, using an exceptional network of relevant investor contacts. His industry awards include one for Best Investor Relations globally and two for Outstanding Industry Contribution. He is often invited to Chair at top investment conferences. Stuart produces and presents the award-winning alternative investments radio show, the Naked Short Club on London's Resonance (104.4 FM in London or www.resonancefm.com, worldwide). He was Visiting Lecturer in Political Economy at London University and serves as Trustee or on the Advisory Board of several charities, Community and Arts organisations.

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.

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.

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.

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.

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.

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.

Paolo Capelli is Head of Risk Management at Etica Sgr. He has over 15 years’ experience in the asset management industry. Prior to joining Etica Sgr in 2014 Paolo served as Quantitative Internal Auditor at Banca Akros. His previous experience includes several years in Akros Alternative Investments Sgr where he served as Portfolio Manager for quantitative hedge fund strategies (CTA, statistical arbitrage and other quant approaches) from 2007 to 2012 and Head of Risk Management from 2001 to 2007.

His previous roles include Quantitative Analyst at BNL Gestioni Sgr and Senior Business Consultant for Atos Origin. Paolo holds an Msc. in Theoretical Physics from the University of Milan, with a thesis on SUSY (supersymmetry) and Renormalization Group Equations. In 2016 Paolo was a visiting professor at BUPT University in Beijing, delivering a lecture on “Periodic Patterns in the Behaviour of Ants and the Analogy with Fermionic Particles”. Paolo was a speaker at the 2012 CTA World Congress Europe in London, organized by Terrapinn, with a panel discussion entitled: “Is the use of fundamental data a way for an emerging CTA to differentiate itself in a crowded marketplace?”.

Roberto Giusti is Senior Manager for the Institutional Portfolio Management team, Ubipramerica Sgr. He was previously Senior Quantitative Portfolio Manager at Ubipramerica, Capitalgest, Credit Agricole Asset Management, Nextra Sgr and Comit asset Management.

Roberto has worked on a wide range of factor investment strategies and investment solutions, in single asset classes as well as in multi-asset portfolios, applying quantitative techniques to relative value portfolios, portfolio costruction/optimization and total return portfolios.

Recently is focusing on equity, credit and multi-asset allocation for Institutional mandates (Life insurance portfolios, pension funds/Long Term and Unit Linked products), modelling and managing portfolio construction tools within ALM and Solvency II Capital Requirements framework, combining internal model portfolios for single asset class and tailor made solutions.

Roberto started his career in 1995 in Genercomit Gestione in Milan, as an equity analyst and risk manager.

Since 2010 Portfolio Manager and Head of Quantitative Management team, USD 7bln. AUM, in UBI PRAMERICA. Member of the Investment Committee. Leading the company's and the Quant team's (11 people 7+bln AUM) activities in:
- Management of Global Quantitative Funds (Total Return Funds, Balanced Funds, Equity Stock PIcking Funds), AUM approx 2 bln. Co-manager of Systematic Macro Alternative and Market Neutral Alternative Strategies
- Management of Global Multimanager Products (Mutual Funds and Managed accounts - GPF), AUM approx 4+ bln.
- Structuring fully and partially protected Products (UCITS) ), AUM approx 1 bln.
UBI PRAMERICA is a JV of UBI Banking Group and PRUDENTIAL FINANCIAL, USA;
From 1999 to 2010 Quantitative Portfolio manager at EURIZON CAPITAL, Milan:
Portfolio manager of Eurizon Global Tactical Asset allocation and Eurizon Trend and Contrarian funds.Portfolio manager of all SanPaolo's balanced funds investing in funds, both Global Funds of Funds (6 mutual funds) and Global Pension Funds (24 funds).
Directly Involved in Development and implementation of alpha generating quant models: Equities and Bonds valuation, cyclical and momentum models (bottom-up, top-down); Econometric models for fixed income. Asset allocation optimization models within the framework of Global Strategic Allocation; Construction of optimal portfolios for Personal Financial Planning (Black Litterman).
Since 2004 Chartered Financial Analyst charterholder;
M.A. Master in Economics, CORIPE Piemonte, University of Turin
B.A.,M.A. Higher education degree in International Economic Relations
University of National and World Economy, Sofia
Speaker at Venice Quant Conference 2014 & 2016, (https://www.quant.it/speakers.asp)
Speaker at Salone del Risparmio 2015 & 2016 EFPA accredited education (http://www.salonedelrisparmio.com/scheda-relatore?speakerId=417#speaker-content)
Panellist at confrences in variety of topics related do Alpha Generation Models, Portofilio Construction, Integrating Cross Asset Risk Premia to traditional portfolios, Quantitative Third Party Fund Selection
Fluent in Italian, English and Bulgarian; Speaking Russian and French

A graduate in Economics & Commerce at the University of Pisa. From 1992 to 2001 he has worked in the Asset Management sector of Credito Bergamasco S.p.A. (Credit Lyonnais group). From October 2001 he participates in the start- up of Banca del Gottardo, Italia, first as Deputy Head of the GPI Office with direct responsability on the bond and forex markets, then in the management of high-standing client portfolios with a personalized management mandate. From November 2007 he is responsible for the project and implementation of the Investment Advisory Function of Banca del Gottardo, Italia.

Working in the Banca Generali group since 2009, as a result of the acquisition by BSI Italia, of the Italian activities of Banca del Gottardo Italia, he deals with Investment Advisory, after which he becomes responsible for the service for Banca Generali Private Banking. In July 2013 he becomes responsible for Banca Generali’s Financial Advisory Service with responsibility for the portfolio asset allocation of the multi-line policy BG STILE LIBERO, and with the mission of providing support to the network of the Bank Consultants in the field of financial services.

Since January 2018 he is participating in the project of Wealth Advisory Team in the field of development of the new Evolved Consultancy model of Banca Generali.

Massimo Guidolin is a Professor of Finance at Bocconi University, where he teaches a number of courses in Econometrics (both at the Master’s and Ph.D. levels) and Asset Pricing. He also teaches Portfolio Management at SDA Bocconi. Massimo holds a Ph.D from University of California, San Diego and he has held senior positions with the Federal Reserve Bank of Saint Louis and Manchester Business School. His research interests are various and span from non-linear time series models, to asset pricing, and dynamic portfolio choice.

Massimo’s research has published in top economics, econometrics, and finance outlets (such as the Journal of Financial Economics, the Journal of Econometrics, and the Journal of Portfolio Management) and he serves on the editorial board of a number of journals, among them the Journal of Economic Dynamics and Control (Elsevier) and the International Journal of Forecasting (Elsevier). He has recently published the book Essentials of Time Series for Financial Applications with Academic Press.