buy-side risk speakers 2022
2022 speakers include:
Managing Director, chief risk officer and global head of risk management
Yury Dubrovsky is a managing director and chief risk officer of Lazard and head of global risk management at Lazard Asset Management. He and his global teams are responsible for all aspects of risk management at the bank and its fully owned asset management subsidiary, covering equity and fixed income universes for traditional and alternative investments. Dubrovsky is in charge of quantitative analytics, supporting portfolio management teams on portfolio construction issues, executing the initial phase of research processes and providing portfolio attribution analytics. He began working in investment in 1994. Prior to joining Lazard in 2005, Dubrovsky was global head of market risk management for emerging markets and Group of 20 credit products at Credit Suisse First Boston, and global head of exposure management for emerging markets and regional head of exposure management for the Americas at Deutsche Bank. Prior to this, he was associated with JP Morgan, AT&T and Kiev Polytechnic University in quantitative and technological capacities. Dubrovsky holds a master of business administration degree in finance from St. John’s University and a masters of science degree in mechanical engineering from Kiev Polytechnic University. He is a member of the Chartered Financial Analyst Institute, New York Security Analysts Society, International Association of Financial Engineers, Global Association of Risk Professionals and Professional Risk Management Association.
President and chief investment officer
Global Financial Firms
Chris Callies has partnered with senior officers of major financial institutions to address growing complexity in the nature of financial risk and its propagation across geographic, asset class, market structure, and operational boundaries. After initially working with institutional asset managers, commercial and investment banks, and multi-family offices through the financial crisis that began in 2007–08, her professional domain later expanded to alternatives managers, insurance firms, non-bank lenders and regulators. Callies has advanced through a series of senior roles at Credit Suisse, Merrill Lynch and Bessemer Trust, including chief investment strategist, chief strategist, head of market risk strategy, and acting chief investment officer, with oversight of more than $40 billion in traditional and alternative assets. She is a dedicated advocate for fully integrated, flexible, proactive risk analytics as a vital tool for effective capital planning, product development and sustainable returns. Callies holds a bachelors degree from Northwestern University in Evanston, Illinois, with a sub-specialty in advanced applied mathematics.
Global chief operating officer, risk and quantitative analysis
Partner and chief investment risk officer
Alec Crawford is a partner and chief investment risk officer at Lord Abbett. He is responsible for identifying and managing risk in the firm's portfolios and is a member of the investment leadership team, the strategic allocation committee, and the environmental, social and corporate governance committee.
Crawford joined Lord Abbett in 2012 and was named partner in 2013. His previous experience includes serving as managing director and global head of risk management at Ziff Brothers Investments; managing director and head of agency mortgage-backed securities strategy at RBS Greenwich Capital; managing director and head of mortgage and cross-rates strategy at Deutsche Bank Securities; vice-president and head of mortgage strategy at Morgan Stanley; vice-president, research liaison at Goldman Sachs; and vice-president, research liaison at CS First Boston. Crawford has worked in the financial services industry since 1988 and holds a bachelor of arts degree in computer science from Harvard College.
Managing director, quantitative research and risk management
Frank Nielsen is managing director of quantitative research and risk management for Strategic Advisers. He 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. Nielsen's team also contributes to thought leadership and research innovation initiatives. Prior to joining Fidelity, he was an executive director and co-head of applied research at MSCI Barra. Previously, Nielsen was vice-president and head of risk management solutions at Barra. He has been in the investments industry since 1993. Nielsen holds a masters of business administration degree from Hamburg University and is also a Chartered Financial Analyst Institute charterholder.
3iQ Digital Asset Management
Chris Matta is the president of 3iQ Digital Asset Management. Matta also serves as the president of the Blockchain Association of New Jersey, which advocates for innovative regulatory leadership and enterprise collaboration for the cryptocurrency space. Prior to joining 3iQ, Chris was the co-founder of Crescent Crypto, an asset management firm focused on creating innovative investment solutions to bring the cryptocurrency asset class to institutional and mainstream investors. Previously, Chris was a vice-president at Goldman Sachs, where he managed assets for the Goldman Sachs Philanthropy Fund and Trust Company.
Senior investment strategist
Beata Harasim is a senior investment strategist at BlackRock and a member of the BlackRock Investment Institute. She is responsible for developing tactical asset allocation frameworks and contributing to related thought leadership. Before starting her current role, Harasim worked at BlackRock for nine years, most recently as a global macro portfolio manager in the diversified strategies team, running a discretionary fundamental investment process with a primary focus on currencies and fixed income. Prior to that, she worked as a portfolio manager in BlackRock's global and European fixed income teams. Harasim is a Chartered Financial Analyst Institute and Chartered Alternative Investment Analyst Association charterholder. She holds a masters degree in finance and banking from the Warsaw School of Economics and completed a post graduate course in big data and advanced analytics in 2016.
Managing director for enterprise risk management
Head of international change management
Apollo Global Management
Heli Khandelia is head of international change management at Apollo Global Management. She is responsible for managing and delivering a of changes across various business areas in Europe. Khandelia has delivered a range of large-scale, cross-functional business change and regulatory programmes. Her expertise covers multiple asset classes, building and managing high-performing teams and leading multi-disciplined projects from inception to delivery. Khandelia has worked for global banks and consulting firms such as Goldman Sachs, JP Morgan, Deutsche Bank, Lloyds and KPMG. She is skilled in programme and project management, governance, regulatory risk and compliance, business change, operations and technology. Khandelia holds a master's degree in applied computing technologies from Northumbria University.
Vice President of Group and Multi-Asset Solutions Strategist
T. Rowe Price
Max Yu is a Vice President of Group and Multi-Asset Solutions Strategist at T. Rowe Price. He works with global clients on strategic asset allocation design, custom strategy development and multi-asset portfolio management. In addition, he also serves as in-house investment risk specialist overseeing multi-asset risk and analytics projects, including stress testing and scenarios analysis modeling, ESG integration into portfolio construction, and quantitative data strategy development.
Jack Sarkissian (Algostox Trading, Managing Partner) - is an asset manager and physicist, known for demonstrating the quantum nature of price formation and developing the Quantum Theory of Price Formation - a microstructural framework for modeling liquidity, bid-ask spread, trade negotiation and execution. Prior to Algostox, Jack was the Chief Investment Officer of EG Capital Partners managing $3 billion in assets of pension funds, HNWIs, and corporate accounts. Prior to EGCP Jack ran a risk management department and held senior quantitative analytic positions in investment banks.
Director, investment consulting group
New York Life Investments
Head of portfolio construction and risk management
Racim Allouani is head of portfolio construction and risk management across KKR's public credit, private credit and special situations businesses. Prior to begining his current role, he had a similar responsibility in the hedge funds business. Prior to joining KKR, Allouani spent five years at Lombard Odier as a senior quantitative portfolio analyst and risk manager, covering equities and credit strategies. Prior to that, he worked at Arden Asset Management in the portfolio optimisation and risk management group. Allouani has held previous positions at Deutsche Bank in equity research and WestLB in fixed income research. He earned masters degrees in international economics from Sciences Po, Paris, in financial engineering from Cornell University, and a bachelors degree in applied mathematics and computer science from Ecole Nationale des Ponts Et Chaussees.
Head of investment risk
Principal Financial Group
Board chair and head of operational risk management
Global head of equity, ETF and liquidity risk management
State Street Global Advisors
Sebastjan Smodis is managing director and global head, equity, exchange-traded funds and liquidity risk management at State Street Global Advisors (SSGA). He is responsible for ensuring a robust liquidity risk management framework and governance across the organisation. Smodis also chairs the SSGA Liquidity Committee and is a member of the State Street Country Risk Committee. Prior to this he was a senior investment risk manager responsible for risk oversight across Europe, the Middle East and Africa fixed income, liability driven investment and multi-asset class portfolios. Seb holds a post-experience masters degree in finance from London Business School and a Global Association of Risk Professionals Financial Risk Manager certificate, and is a Chartered Financial Analyst Institute charterholder.
Head of investment risk analysis and senior expert risk manager
AXA Investment Managers
Head of adaptive investing
NN Investment Partners
Head of risk architecture and informatics
Murad Nayal is head of risk architecture and informatics at Millennium. Before joining Millennium, he was global head of the risk informatics group at Goldman Sachs and global head of market risk analytics and reporting, and market risk core technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles at Goldman Sachs, Nayal managed the market risk modelling team in the Americas, driving the development of market risk, the Comprehensive Capital Analysis and Review, and capital models. He also managed the corporate treasury modelling team developing models of liquidity risk. Having joined Goldman Sachs in 2005 as an associate in market risk technology, Nayal was named managing director in 2017.
Previously, he has worked as a research scientist in computational biology at Howard Hughes Medical Institute and Columbia University in New York, where he used physical and statistical models, and machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.
Murad holds a doctor of medicine degree from Damascus University, a PhD in biophysics from Washington University in St. Louis and a masters degree in mathematical finance from the Courant Institute, NYU.
Group vice-president and director, fixed income risk
T. Rowe Price
J. Goldman & Co
Yuri Berkovich is director of risk at J. Goldman & Co, a long/short equity hedge fund. Prior to this, he worked on risk teams at Millennium and at AQR Capital Management. Berkovich holds a bachelors degree in mathematics, a masters degree in engineering in computer science from Cornell University, and an executive master of business administration from Columbia Business School.
Head of risk management
Sycomore Asset Management
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.
Director, risk management
Liberty Mutual Investments
Co-chair ESG working group & UK SteerCo member
PRMIA - Professional Rrisk Managers' International Association
Navin Rauniar has 18 years of industry experience assisting large investment banks and capital market clients in responding to risk and regulatory requirements. Rauniar has significant experience working on cross-functional programmes spanning front office, risk, finance and compliance groups and speaks regularly at Libor transition events. He holds a bachelor’s degree in social sciences and economics from Brunel University in London.
Director, risk and quantitative analysis
Yakov Shenkman is a director and head of the risk and quantitative analysis team for fundamental equity, the Americas, at BlackRock. His team provides independent risk oversight on behalf of BlackRock and its clients – and partners with portfolio managers in their portfolio construction process – to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled. Prior to joining BlackRock in 2013, Shenkman was a senior risk manager of global portfolio strategies at Bank of America, where he was responsible for constructing, optimising and hedging the bank's commercial credit loan portfolio. He started his career in 2006 at Morgan Stanley, where he was an equity risk manager, later transitioning to a sell-side risk manager role covering the structured credit products trading desk. Shenkman holds a masters degree in operations research and financial engineering from Columbia University and an undergraduate degree in economics from the Wharton School at the University of Pennsylvania. He is a Chartered Financial Analyst (CFA) Institute, Financial Risk Management and Chartered Alternative Investment Analyst Association charterholder and a member of the Global Association of Risk Professionals.
Multi-asset solutions strategist, Emea and Latin America
T. Rowe Price
Michael Walsh is a member of the T. Rowe Price UK and European Investment Committees. He is experienced across multi-asset, liability-driven investment and quantitative active equities. Walsh is a fellow of the Institute and Faculty of Actuaries, and holds chartered financial analyst and chartered alternative investment analyst designations. He holds a bachelor's degree in actuarial and financial studies from University College Dublin and a certificate in quantitative finance from the CQF Institute.
Alessio de Longis
Senior portfolio manager and head of global tactical asset allocation
Invesco Investment Solutions
Alessio de Longis is a senior portfolio manager and head of global tactical asset allocation at Invesco Investment Solutions. He heads the group's global tactical asset allocation and multi-asset factor rotation efforts, focusing on the development, implementation and management of macro regime-based investment strategies across asset classes, risk premia and factors. De Longis develops and manages active currency overlay strategies and solutions for multi-asset portfolios. He joined Invesco in 2019 when the firm combined with OppenheimerFunds, where he was team leader and senior portfolio manager of the global multi-asset team. Between 2004 and 2013, he was a member of the OppenheimerFunds Global Debt team, where he served as currency portfolio manager and global macro strategist. De Longis earned a masters of science degree in financial economics and econometrics from the University of Essex, and masters and bachelors degrees in economics from the University of Rome Tor Vergata. He is a Chartered Financial Analyst Institute charterholder.
Senior analyst, alternatives investment risk
Tellurian Capital Management
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.
Head of risk management group, Europe
Himanshu Patel leads the risk management group in Europe, providing risk oversight of the investment management group through the design and governance of investment and operational risk management strategies. Prior to joining Vanguard, he spent five years at EY as a senior manager in regulation and risk, providing asset management firms with practical advice on improving conduct and control. Patel has extensive experience in investment risk and performance analysis spanning 15 years at Northern Trust, BlackRock, Credit Suisse and JP Morgan.
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.
Managing director, global and Emea chief operating officer, and UK country officer
Global head of non-financial risk
Julien Haye joined Fidelity International (FIL) in July 2017 as head of non-financial risk and has over twenty years’ experience in the financial industry. In his current role, he partners with FIL’s top management and board, leveraging risk insights to improve the firm’s operating model efficiency and product offering through effective risk management and culture, and to continuously improve the firm’s client outcome and journey. Haye joined Fidelity from DWS, where his role was global conduct officer and UK chief risk officer. He joined Deutsche Bank in 2012, where he held various positions in risk oversight and the Internal Capital Adequacy Assessment Process, before joining the three lines of defence programme as risk and control assessment lead. Haye has worked for several financial services institutions in treasury, risk, capital management, programme management and trading.
Group ALM and treasury director
Head of investment risk control
Trevor Leydon oversees Aviva Investors' portfolio construction and risk for multi-asset strategies, providing overarching quantitative discipline to the portfolio management process. This includes monitoring and providing risk parameters for individual portfolios and top level reporting to senior management. Prior to joining Aviva Investors, he was responsible for UK and Ireland risk control at UBS Global Asset Management. Leydon joined the industry working for HSBC's investment bank in risk before moving to Santander's global banking and market risk team. He holds a masters degree in accounting and finance from the University of Ulster, having graduated from Dublin Business School. He is also a fellow of the Association of Certified Chartered Accountants.
Chief investment officer
Louis Gargour runs the investment management team at LNG, leading idea generation across credit markets. As chief investment officer (CIO), he oversees investment and directs the organisation's investment management decisions. Gargour has over 30 years of investment experience, with expertise in government bonds, investment-grade, high-yield, distressed and special situations. Besides his duties as CIO, he is active in the financial policy and reform debate as a frequent contributor to the Financial Times, the Wall Street Journal, Barron's, Reuters and Bloomberg. Gargour founded LNG in 2007, before which he was head of fixed income at RAB Capital. He had overall responsibility for fixed income research trading and investments. Prior to his role at RAB, Gargour held senior positions at Goldman Sachs, JP Morgan and began his career on Wall Street as a graduate of the highly acclaimed Salomon Brothers international management training programme.
Nell Mackenzie covers investors – from asset managers to hedge funds and everything in between. She has previously written about technology and business at the BBC and about banks at Financial News. Mackenzie earned a graduate diploma in financial journalism from City University in London.
Will Hadfield runs the investing team for Risk.net, overseeing coverage of hedge funds, conventional asset managers and insurance companies. He previously covered market structure for Bloomberg News in London, both as a reporter and an editor. He studied history at the University of Durham and speaks French.
Head of investment asset allocation
Bruce Stanforth is head of investment asset allocation at MassMutual. He has overseen the investment programmes of various subsidiary and joint venture insurance or investment companies owned by MassMutual in Hong Kong, Japan, Taiwan, China, and Chile. Stanforth joined the MassMutual Financial Group in 2002. His previous experience includes work as international and emerging markets credit analyst and strategist at BNP Paribas, Wachovia and State Street Bank. Stanforth has received the Chartered Financial Analyst, Certified Public Accountant, Financial Risk Manager, and Chartered Alternative Investment Analyst designations. He holds a bachelors degree from Carleton College and a master of business administration degree from the American Graduate School of Management.
Head of investment solutions, retirement division
Legal and General
Sumit Mehta is head of investment solutions at Legal and General’s retirement division. He is responsible for investment strategy and portfolio construction of new tranches of pension risk transfer business written in the UK and internationally. Mehta is co-author of Derivatives markets: the new regulatory paradigm, a cross-industry exploration of the impact of regulatory reform on derivative markets. In 2016, he was named in Trade Magazine's Top 40 Rising Stars under 40 for his contribution to innovation in risk transfer. Prior to his current role, Mehta spent eight years at RBS' fixed income division, primarily working with European institutional clients on a variety of rates and credit derivative solutions and running its award-winning inflation structuring desk. He holds a master of business administration degree from the Indian Institute of Management and a bachelor's degree in electronics engineering from Victoria Jubilee Tech Institute in Mumbai.
Senior vice-president, capital markets
Vice President, Head of Global ESG Sales
Mr. Fossati is Vice President, Global Head of ESG Sales at FactSet and came from the Truvalue Labs acquisition. He was one of the original employees to help build the Truvalue Labs business. Mr. Fossati has worked in the financial services industry for the last 12+ years, including several global banks focusing on fixed income and trading. He received a B.S. from Lehigh University as a Finance Major.
CEO and co-founder
Josh Gilbert is Chief Executive Officer and co-founder at Sust Global.
Sust Global is the leading provider of climate analytics and APIs, enabling every financial decision to be climate-informed.
Sust Global’s products deliver physical climate risk and GHG emissions analytics powered by state-of-the-art climate models, satellite observations and deep learning techniques.
Josh is a global expert and leader in climate tech and sustainable finance, having worked across climate tech, cleantech and geospatial analytics.
Josh is a thought leader and regular speaker on climate tech sustainable finance, as a published author on geospatial analytics and climate finance. Josh is quoted in publications such as TechCrunch, Reuters, FT/Sifted and UKTN. Josh holds a BA & MSc in International Development & Economics.