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Agenda
June 7 | London
June 7 | London
09:25 – 09:30
Chair’s opening remarks
09:30 – 10:15
Lessons learned from stagflation and energy crisis: is it possible for asset managers to make money in 2023?
- How long will the recession last and what is going to be the next growth catalyst?
- What data is best?
- Geopolitics and digital assets, what opportunities will they bring?
- What are the main flaws in risk management techniques and how to overcome them?
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.
Antonello Russo is a director within BlackRock's risk and quantitative analysis group. He is responsible for the investment risk management of index strategies across Europe, the Middle East and Africa, spanning segregated mandates, commingled funds and the iShares exchange-traded fund range. Before joining BlackRock, Russo was head of risk for the investment management arm of Beazley, a Lloyds of London insurer. Prior to this, he worked for Deutsche Bank, where he was a director on the collateralised equity financing and prime brokerage sales desk, and before that a risk manager for fixed income. He holds an honour degree from Bocconi University in Milan, where he graduated in 1995 in monetary and financial economics.
10:15 – 10:45
Risk modelling in the new macro regime: do current methods still apply in an inflation and rate rising regime?
- Lack of diversification, how do you addapt as asset allocator?
- How to survive and thrive in a word where volatility is much higher than anytime in the last 40 years?
- Macro factor exposure and how can you better protect yourself?
- Transforming data into results: optimising performance and managing risk
Alain Robert-Dautun has over 20 years of experience in the financial markets and asset management, including in hedge funds investment and risk management. Before joining Sycomore Asset Management in 2006 as head of risk management, he was senior investment analyst and member of the investment team at Allianz Alternative Asset Management, before which, he was portfolio manager for a long short equity fund for CPR Asset Management. Previously, Robert-Dautun has served as head of new products development for JP Morgan, head of asset allocation for State Street Global Advisors and quantitative analyst for Sinopia Asset Management. He holds a master's degree in statistics from the Paris Institute of Statistics, is a CFA charterholder and is member of the Institute of Actuaries. Robert-Dautun is a member of the risk commission for the French Asset Management Association.
Renato Zaffuto
Head of Investment Solutions
Fideuram Asset Management
Managing Director at Fideuram Asset Management UK since March 2020.
Chief Investment Officer at Fideuram Investments from 2016 to 2020.Responsible for equites at Fideuram Asset Management Ireland from 2014 to April 2016.
Previously he held senior positions at ABN AMRO Asset Management SGR, Banca MPS, Capitalgest SGR (Gruppo UBI), IMI-Fideuram Asset Management and Unicredit.
Graduated with honours in Economics and Business Administration from Pavia University, where he also earned a Masters Degree in Finance and Control. He is Chartered Accountant, Financial Auditor and registered with the Register of Financial Advisors.
Sanne de Boer is director of Quantitative Equity Research at Voya Investment Management responsible for overseeing the firm’s quantitative equity research agenda. Prior to joining the firm, he was a senior research analyst for quantitative strategies for Invesco. Previously, he was a research analyst for global quantitative equities at QS Investors as well as ING Investment Management, Voya’s predecessor firm. Sanne’s research has been published in the Journal of Asset Management, the Journal of Index Investing, and the Journal of Investing. He received a Ph.D. in Operations Research from the Massachusetts Institute of Technology and an M.S. in Mathematics and an M.A. in Econometrics cum laude from the Vrije Universiteit Amsterdam. He holds the Chartered Financial Analyst designation.
10:45 – 11:15
Automation tools: how can asset managers and owners use technology to scale risk management processes?
- Effective validation methodologies in investment decision-making: rule based versus AI
- Data infrastructure and what new processes can you create?
- Increasing usage of machine learning in risk models: benefits versus risks
- Alternative data: is it useful and how do you separate the noise from important information?
- Digital assets and tokenisation: a new paradigm for instant settlement and 24/7 market liquidity?
Richard Bravery, Managing Director, is a member of the BlackRocks Risk and Quantitative Analysis team. Since 2017 he has been the head of the EMEA Equity Risk team based in London where he is responsible for the investment risk management of the active equity strategies within the region. Prior to this he held roles within BlackRocks Behavioural Finance team and he also spent more than 10 years within BlackRock Solutions as the EMEA Head of the Financial Modelling Group, building risk models and analytics solutions, having started his career as a software engineer at Mercury Asset Management.
Mr. Bravery holds an undergraduate degree in Medical Physics and a postgraduate degree in Information Technology from University College London.
Mr. Jean-Marc Bonnefous is the founder and managing partner of Tellurian Capital, a London-based investment management firm focused on the digital assets and commodity sectors. Mr. Bonnefous has managed since 2007 a number of institutional funds and investment strategies. He is the investment manager for the Tellurian ExoAlpha Systematic Digital Asset fund, a long/short hedge fund strategy. Prior to launching Tellurian Capital, he was an investment banker at BNP Paribas from 1992 and 2006, based in New York and London, where he built and ran the Global Commodity Derivatives business. Mr Bonnefous is also an operating partner at Tioga Capital, a blockchain VC fund, a board member of Trakx.io, a digital assets marketplace, as well as an advisor in Finteum, a peer-to-peer FX liquidity marketplace.
11:15 – 12:00
Networking refreshments break
12:00 – 12:30
Impact investing: how can investors generate beneficial environmental and social effects in addition to financial gains?
- How do you quantify the financial impact of climate risk in an accurate way?
- What is the impact of a quick transition to a greener economy?
- Creating a stable society: which metrics matter most to investing?
- Public investing versus private investing. Where do people find meaning?
Alpesh Doshi is a thought leader that focuses on how organisations can transform and future-proof their businesses using emerging technologies – particularly big data, analytics and blockchain. He is focused on innovative thinking and practical strategies to add value for his clients fast and often, introducing an agile approach of working to digital transformation.
Eoin is Head of Investment and a member of the Senior Management Team for Federated Hermes Limited based in London. Eoin joined in January 2015 with almost 30 years’ investment experience. Eoin leads the Investment Office, which is responsible to clients for the investment teams’ consistent delivery of responsible, risk-adjusted performance and adherence to the processes which earned them their ‘kitemarks’. He is also the Executive sponsor for Diversity, Equity & Inclusion. Eoin is a Freeman of the City of London, a Liveryman of the Worshipful Company of Blacksmiths, Past Master of the Guild of Investment Managers, and a Fellow of the RSA. He is a member of the Exmoor Search and Rescue team, a fully qualified Swift-water Rescue Instructor, a Powerboat Rescue Operator, a Flood Water Incident Manager, and a Member of the Institute of Search & Technical Rescue. Eoin earned an MA (Hons) in Economics and Law from the University of Edinburgh and an MBA from Warwick Business School. Additionally, he has a Certificate in Energy Innovation and Emerging Technologies from Stanford University, a Certificate in Inclusive Leadership through Behavioural Science from the LSE, and a Diploma in Specialist Rescue from Coventry University. He is currently studying for a Masters in Sustainable Aquaculture at the University of St Andrews.
12:30 – 13:00
How is the investment industry adapting to the new hybrid model and what benefits can it bring? Is technology the answer?
- Digitalization of work and the new digital investment process: main challenges and opportunities
- How to boost innovation and collaboration in a remote working enviroment?
- Tools available and best practices, from culture and analysis to execution quality
- How does the investment world adjust to the younger generation?
Julien is managing director & founder of Aevitium. Prior to founding his freelance consultancy Julien, worked at Fidelity International (FIL) from July 2017 as head of non-financial risk and has over twenty years’ experience in the financial industry. Haye has worked for several financial services institutions in treasury, risk, capital management, programme management and trading.
Richard Jones
Head of investment risk analysis and senior expert risk manager
AXA Investment Managers
13:00 – 14:00
Chair's summary and networking lunch break
Join the other Risk Live Europe tracks for more sessions.
17:30 – 19:00