Buy-Side Risk USA

Buy-Side Risk USA is the leading conference for investment strategy and risk professionals from across the North American buy-side industry.

1

Day

out of the office

7

Hours

of knowledge sharing and networking

30

Speakers

industry leading experts

200

Attending

risk, data science, and investment strategy professionals

BUY SIDE RISK 2019

The leading risk conference for buy side firms

April 9th New York

Bringing together: the leading conference for risk professionals and investment strategists from across the buy-side industry (institutional investors, investment and asset management firms, hedge funds, pension funds, insurance firms).

Hear from and engage with: senior professionals and heads of the largest and most innovative buy side firms. Against a backdrop of political uncertainty and volatile markets, industry leads share best practice and solutions to overcome current industry challenges.

Stay ahead and beat the market: The prospect of quantitative tightening and market liquidity is top of everyone’s agenda and, in an era of digital transformation and technological disruption, buy side firms need to remain reactive and one step ahead of the rest. This conference addresses the key industry challenges from model risk techniques, liquidity stress testing and scenario analysis through to waving farewell to Libor, to better understand the complexities of market risk and improve investment decisions. By hearing first hand practical industry advice from leading financial firms who are responding to a volatile market and preparing for the future, this is a must attend conference for any investment and risk professional.

Thumbnail

Who should attend

This event will be of value to any practitioner wishing to stay at the cutting edge of financial risk management and robust portfolio management.

It will be of particular relevance to those business leaders working in the following business areas:

  • Asset & Investment Management
  • Hedge Fund Management
  • Life & Pension Provision
  • Institutional Investment

 Book now

Who will be attending

Who will attend Buyside Risk USA

Event highlights

1

day

2

streams

30+

speakers

Thumbnail
Nicholas Silitch

Chief Risk Officer

PRUDENTIAL

Nick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He is chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

Silitch also works with external stakeholder groups to forward industry interests. He is head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and is a member of the Advisory Council for the International Association of Credit Portfolio Managers.

Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.

Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.

Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.

He received a bachelor’s degree in economics from Colby College.

Thumbnail
Isabelle Mateos y Lago

Managing Director and Chief Global Multi-Asset Strategist

BLACKROCK

Isabelle Mateos y Lago, Managing Director, is BlackRock’s Chief Multi-Asset Strategist. A member of the BlackRock Investment Institute (BII) leadership team, she is responsible for thematic investment thought leadership, and leads the firm’s research effort on geopolitics & markets. She contributes to form BII’s macro and market views, with emphasis on cross-asset themes, FX, commodities and private markets, based on the insights of our full investment community. She represents BlackRock’s market views to clients and in the media globally.

Ms. Mateos y Lago's service with the firm dates back to January 2015. She initially worked as senior advisor to Vice-Chairman Philipp Hildebrand and subsequently combined this role with that of global macro investment strategist in BII. Prior to joining BlackRock, she was a senior official at the International Monetary Fund, where she worked for 15 years in a range of positions straddling economic analysis, policy making, strategy, and global governance (including as G20-liaison and as a Member of the Executive Board). She started her career at the French Ministry of Finance.

Ms. Mateos y Lago is a member of the Board of Bruegel, a leading European policy think tank. She is also a member of the French Inspection Générale des Finances and a graduate of École Nationale d'Administration and Sciences Po, Paris. She also earned a Master’s degree in economics from the University of Cambridge

Thumbnail
Guy Miller

Managing Director, Chief Market Strategist & Head of Macroeconomics

ZURICH INSURANCE GROUP LTD

Guy Miller is Zurich Group’s Chief Market Strategist and Head of Macroeconomics and is part of Zurich’s Leadership Team. As Chief Market Strategist, Guy is responsible for defining the relative merits of equities, sovereign debt and corporate credit across the globe and on currency hedging. Guy is also responsible for providing the global economic backdrop that lays the foundation for planning and business decisions. Economic forecasts are made on both a short and medium term basis, capturing the major themes that are likely to shape the global economy.

Before joining Zurich in 2003, Guy led the US equity team at Shell Pensions, where he was a member of the Asset Allocation Committee and supervised the implementation of satellite investment mandates in the North American region. Prior to over 7 years spent at Shell Pensions, Guy was a US fund manager at National Mutual for 6 years.

Guy holds a BA Hons in Commerce, from Napier University, and is an Associate of the Institute of Investment Management and Research.

Thumbnail
Elena Manola-Bonthond

Chief Investment Officer

CERN PENSION FUND

Dr. Elena Manola-Bonthond, Ph.D., MBA, is the Chief Investment Officer of the Pension Fund of CERN, the European Organization for Nuclear Research, based in Geneva, Switzerland. The Fund manages approximately 4 billion Swiss Francs in assets, both internally and externally. Dr. Manola-Bonthond played an instrumental role in defining and implementing an investment governance framework optimized for dynamic risk management.

Before joining the CERN Pension Fund, Dr. Manola-Bonthond worked in CERN's science sector where she had been responsible for the safety and risk management system of CERN's flagship installation, the Large Hadron Collider (LHC). Before that, she worked as a research physicist at CERN. Dr. Manola-Bonthond holds a Ph.D. in particle physics from the University of Savoie, France, and CERN, and an MBA in international management from the University of Geneva, Switzerland. She is a CAIA charter holder.

Thumbnail
Seb Smodis

Vice President, Global Head of Liquidity Risk Management

STATE STREET GLOBAL ADVISORS

Seb is a Vice President and Global Head of State Street Global Advisors Liquidity Risk Management, and is responsible for ensuring a robust liquidity risk management framework and governance across the organisation. He also chairs the SSGA Liquidity Committee and is a member of the State Street Country Risk Committee.

Before that he was a Senior Investment Risk Manager responsible for risk oversight across Europe Middle East and Africa (EMEA) fixed income, liability driven investment (LDI) and multi-asset class portfolios.

Seb holds a post-experience Masters in Finance degree from London Business School and has earned the Chartered Financial Analyst (CFA) charter and Global Association of Risk Professionals (GARP) Financial Risk Manager (FRM) certificate.

Thumbnail
Andrew Chin

Chief Risk Officer and Head of Quantitative Research

ALLIANCEBERNSTEIN

Thumbnail
Guy Coughlan

Chief Risk Officer

UNIVERSITIES SUPERANNUATION SCHEME (USS)

Guy is Chief Risk Officer at the Universities Superannuation Scheme (USS), a UK pension plan with assets of over £64 billion. He joined in January 2015 as a member of the USS executive team to establish the group risk function. Guy is also a member of the executive team of USS Investment Management, the investment subsidiary of USS and chair of the Group Risk Committee.

Guy spent most of his career at JP Morgan, where he held several senior leadership positions, including heading the European Pension Advisory and Longevity Risk Transfer businesses.

He holds a D.Phil. (i.e., PhD) from Oxford University, a BSc (Hons) from the University of Western Australia and an MBA from Henley Business School.

Thumbnail
Susanna Wooders

Chief Risk Officer

FIDELITY INTERNATIONAL

Susanna has worked in the Financial Services industry for over 25 years in a variety of business and risk management roles across all three lines of defence. She joined Fidelity in January 2016 to lead risk management activities for the UK businesses. Prior to this, Susanna worked at RBS and Barclays where she gained hands‐on experience in risk management and internal audit across various business and client segments, including International, Corporate, Investment Bank, Coutts, Retail Group Risk and Internal Audit.

From 2000 to 2008 Susanna enjoyed an international risk management consulting career at PricewaterhouseCoopers and Ernst & Young in Europe, Asia and the US, advising a broad range of clients on credit, operational and regulatory risk matters. She reviewed, improved and implemented numerous risk management frameworks, risk models and ICAAP assessments for asset managers, hedge funds, insurers and banks.

Susanna’s early career was dedicated to customers and operational excellence at Commerzbank, Germany where she spent seven years in the International business. In 1995, she was hired by one her clients, a private commodity trading firm, where she led the international credit risk department for five years.

Susanna is holding a master degree in banking as well as an MBA from the University of Wales.

Thumbnail
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).

Thumbnail
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.

Thumbnail
Darrel Yawitch

Chief Risk Officer

MAN AHL/GLG/MSL

Darrel Yawitch is Chief Risk Officer of Man Solutions, Man AHL and Man GLG ('GLG') with responsibility for risk management. Darrel joined Man Group via GLG in 2011.

Prior to this, he worked at Investec Bank PLC for over 10 years where he headed the Market Risk and Asset and Liability Management teams for the bank before working in the Principal Finance area.

Darrel holds a BSc (Hons) degree from the University of the Witwatersrand, Johannesburg, an MSc (Quantum Fields and Fundamental Forces) from Imperial College, London and a PhD in Theoretical Physics from Kings College, London. Darrel is a Fellow of the Faculty of Actuaries.

Thumbnail
Jordi Visser

President and Chief Investment Officer

Weiss Multi-Strategy Advisers

Jordi Visser is the President and Chief Investment Officer for Weiss Multi-Strategy Advisers. He joined the firm in 2005. Prior to that, he was the founding managing partner of Anchor Point Asset Management, a global macro fund, where he was responsible for the investment process, investment decisions and risk management. A former managing director at Morgan Stanley, Mr. Visser traded various global equity derivative books for nine years after spending two initial years as a controller. He opened the Morgan Stanley office in Sao Paulo, Brazil, and managed the derivative sales and trading effort there during the 1997–1998 emerging market crisis. Upon his return to New York in 1999, he managed a multi-billion dollar notional index option portfolio and was a member of the Equity Division Risk Committee. He is a magna cum laude graduate of Manhattan College and a board member of the School of Business at Manhattan College.

Thumbnail
David Bowman

Senior Advisor

Board of Governors of the Federal Reserve System

David Bowman is a Senior Advisor at the Board of Governors of the Federal Reserve System. Mr. Bowman serves as the Board’s senior staff liaison to the Alternative Reference Rates Committee, a group of private sector participants convened by the Board of Governors and Federal Reserve Bank of New York to help identify alternatives to LIBOR and to develop strategies to promote their use. Mr. Bowman also serves as the Board’s representative to the FSB’s Official Sector Steering Group (OSSG) and has previously served as a senior staff member supporting Chairman Jerome Powell in his capacity as co-chair of the OSSG and helped to coordinate the OSSG’s work summarized in the 2014 FSB report, Reforming Major Interest Rate Benchmarks, as well as its subsequent reports. Mr. Bowman additionally serves as the Board of Governor’s representative as an observer to the IBA LIBOR Oversight Committee.

Mr. Bowman has a Ph.D. in Economics from the University of California at Berkeley.
 

Thumbnail
Drew Matus

Managing Director , Chief Market Strategist

METLIFE INVESTMENT MANAGEMENT

Drew Matus is a Managing Director within the Global Portfolio Management Unit of MetLife Investment Management, where he is the head of the Global Economic and Market Strategy team. In this capacity Matus is responsible for formulating MetLife's global outlooks, which ultimately help to shape the company's portfolio management and business decisions. His team also conducts research on investment themes to advise and inform MetLife’s global team of investment professionals.

Prior to joining MetLife Investment Management, Matus was the Deputy Chief US Economist at UBS Securities LLC. He has also worked as a senior economist at Bank of America-Merrill Lynch and as the senior financial markets economist at Lehman Brothers, Inc. Prior to his work in banking,  Matus worked in the market research group at Moore Capital Management, a hedge fund in New York and also worked on the Open Market Desk of the Federal Reserve Bank of New York assisting in the implementation and analysis of monetary policy operations and conducting Treasury market surveillance on behalf of several regulatory agencies.

Matus has frequently appeared on CNBC and Bloomberg to discuss his views on the economy and markets. He has also been quoted in The Wall Street Journal, The New York Times and other business publications.

Matus earned an MBA with specializations in Economics and Finance from the Stern School of Business at New York University and a BA in economics from Colby College.

Thumbnail
Kathleen Houssels

Global Chief Investment Officer

AXA INVESTMENT MANAGERS

  • Kathleen is the Global CIO & Head of Research for Rosenberg Equities, a role she has held since 2017.
  • Kathleen joined Rosenberg Equities in 1999 and has held a number of positions within the firm including Portfolio Manager, Head of Investment Modelling and Deputy Chief Investment Officer for the Americas and most recently, Head of Research and Investment. 
  • Kathleen obtained her Bachelor’s degree from Harvard University in 1999 and earned her MBA from Duke University in 2006.  She has earned an Investment Management Certificate and is a CFA charterholder.
     
Thumbnail
Andrew Chin

Chief Risk Officer and Head of Quantitative Research

ALLIANCEBERNSTEIN

Thumbnail
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.

Thumbnail
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).

Thumbnail
Drew Matus

Managing Director , Chief Market Strategist

METLIFE INVESTMENT MANAGEMENT

Drew Matus is a Managing Director within the Global Portfolio Management Unit of MetLife Investment Management, where he is the head of the Global Economic and Market Strategy team. In this capacity Matus is responsible for formulating MetLife's global outlooks, which ultimately help to shape the company's portfolio management and business decisions. His team also conducts research on investment themes to advise and inform MetLife’s global team of investment professionals.

Prior to joining MetLife Investment Management, Matus was the Deputy Chief US Economist at UBS Securities LLC. He has also worked as a senior economist at Bank of America-Merrill Lynch and as the senior financial markets economist at Lehman Brothers, Inc. Prior to his work in banking,  Matus worked in the market research group at Moore Capital Management, a hedge fund in New York and also worked on the Open Market Desk of the Federal Reserve Bank of New York assisting in the implementation and analysis of monetary policy operations and conducting Treasury market surveillance on behalf of several regulatory agencies.

Matus has frequently appeared on CNBC and Bloomberg to discuss his views on the economy and markets. He has also been quoted in The Wall Street Journal, The New York Times and other business publications.

Matus earned an MBA with specializations in Economics and Finance from the Stern School of Business at New York University and a BA in economics from Colby College.

Thumbnail
Hanna Derry

Managing Director, Risk & Quantitative Analysis

BLACKROCK

Thumbnail
Steve Laipply

Managing Director, Fixed Income Strategist

BLACKROCK

Stephen Laipply, Managing Director, is the Head of U.S. iShares Fixed Income Strategy and a member of BlackRock's Systematic Fixed Income Product Strategy Team.

Mr. Laipply's team is responsible for supporting client engagement, creating thought leadership on fixed income markets and fixed income ETFs, and working to develop new fixed income ETF products and applications across both institutional and retail channels.  Mr. Laipply is also a member of BlackRock's Investment Strategies and Insights team and has authored and co-authored articles on fixed income markets and investing that have been published in the Journal of Portfolio Management, the Journal of Index Investing, and the Journal of Trading. Prior to joining BlackRock in 2009, Mr. Laipply was a senior member of the Interest Rate Structuring and Strategic Solutions groups at Bank of America Merrill Lynch where he helped to develop investment and risk management solutions for institutional clients across interest rate, credit and securitized exposures.

Mr. Laipply earned a BS degree, in finance from Miami University, and an MBA in finance from the Wharton School of the University of Pennsylvania.

Thumbnail
Frank Nielsen

Managing Director of Quantitative Research and Risk Management

FIDELITY INVESTMENTS

Frank Nielsen, CFA

Managing Director of Quantitative Research and Risk Management

Frank Nielsen is managing director of quantitative research and risk management for Strategic Advisers, Inc. (SAI), a registered investment adviser and a Fidelity Investments company. Fidelity Investments is a leading provider of investment management, retirement planning, portfolio guidance, brokerage, benefits outsourcing and other financial products and services to more than 20 million individuals, institutions and financial intermediaries. 

In this role, Mr. Nielsen 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.  His team also contributes to thought leadership and research innovation initiatives.

Prior to joining Fidelity in his current role in 2012, Mr. Nielsen was an executive director and co-head of applied research at MSCI Barra from 2004 to 2012. Previously, he was vice president, head of risk management solutions at Barra from 1993 to 2003. He has been in the investments industry since 1993.

Mr. Nielsen earned his Diplom Kaufmann degree (equivalent to an MBA) from Hamburg University in Hamburg, Germany. He is also a CFA® charterholder.

Thumbnail
Pietro Toscano

Senior Risk Manager

OPPENHEIMERFUNDS

Pietro Toscano, PhD, is Senior Risk Manager of OppenheimerFunds' Risk Management Group. In this capacity, he leads the investment risk management and fiduciary risk oversight for the Multi-Asset and Alternatives business. Dr. Toscano is the Founder and Chairman of the OppenheimerFunds Investment and Risk Institute.

Previously, he worked at BlackRock (legacy BGI), where he was Director and Lead Risk Manager for the America's Quantitative Fixed Income business (AUM ~ $37B, including the $7B flagship systematic Fixed Income Global Alpha hedge fund FIGA, and the Capital Structure Investment hedge fund CSI) as well as for the America's Fixed Income ETF and Index Investments business (AUM ~ $500B). At BlackRock, he served as a member of the BlackRock Applied Research Award Committee - a selected group of 20 top quants across the firm - and as the Global Head of Talent Management for the Risk Beta Strategies team. His expertise includes knowledge of the BlackRock's proprietary pricing and risk analytics, and risk methodologies across asset classes.

Dr. Toscano earned a BS in Electrical Engineering and a PhD in Information Engineering from University of Pisa, Italy, as well as a Master's in Financial Engineering from University of California, Berkeley. He published white papers on portfolio construction, risk methodologies, and derivatives pricing techniques in the Journal of Derivatives, in the International Journal of Theoretical and Applied Finance, and in the European Journal of Operational Research. Dr. Toscano is a Financial Risk Manager, Certified by the Global Association of Risk Professionals.

Thumbnail
Pooja Rahman

Head of Financial Risk

NEW YORK LIFE

Pooja Rahman is Vice President and Head of Financial Risk.  In her present position, she is responsible for implementing enterprise-wide strategy and measures related to insurance and financial risk. She oversees the Company’s internal capital and stress testing frameworks and represents the Company with state, federal and international regulators. 

Ms. Rahman joined New York Life in 2013. Prior to joining New York Life, Ms. Rahman was manager and counsel, international policy and analysis for the National Association of Insurance Commissioners (NAIC).  Prior to the NAIC, she was director, senior corporate counsel for Aviva, plc, and in-house counsel for the Iowa Insurance Division. Additionally, she worked at Principal Financial Group as a technical analyst.

Ms. Rahman earned a Bachelor of Commerce degree from the University of Mumbai, an M.B.A. from the University of New Orleans, and a J.D. from Drake University Law School.

Thumbnail
Dmitry Green

Chief Risk Officer

MARINER INVESTMENT GROUP

Mr. Green is the Chief Risk Officer of Mariner Investment Group.  Mariner is a New York-based hedge fund manager founded in 1992.  Mariner and its associated advisers have approximately $11 billion in assets under management, covering single and multi-strategy hedge funds and other alternative investment products.    Mr. Green serves on the Investment Committee and is involved in all aspects of the investment process, including asset allocation, portfolio construction and hedge management.  Mr. Green started his career at McKinsey & Co. and earned his Ph.D. in Theoretical Physics from Yale University in 2001.

Thumbnail
Julie Sherratt

Managing Director, Risk Management

TD ASSET MANAGEMENT INC. (TDAM)

Julie Sherratt joined TD Asset Management Inc. (TDAM) in January 2001. As Head of Investment Risk, Julie has responsibility for the Manager Research, Performance Measurement and Risk teams. Manager Research has responsibility for oversight of all mutual fund sub-advisors, Separately Managed Accounts and recommended mutual funds on behalf of TD Wealth in both Canada and the US. The Risk teams are divided by asset class and are responsible for understanding the risks inherent in each portfolio and ensuring those risks align with mandate expectations. Performance Measurement is responsible for calculating, quantifying and understanding the drivers of performance for all investment portfolios. In her previous role as Vice President, TD Harbour Capital, she oversaw the client service, trading and operations for Harbour's high net worth clients. She has also held several positions with leading firms in the Canadian brokerage industry.

Julie completed her Bachelor of Arts in Economics at Simon Fraser University and is a CFA charterholder.

Thumbnail
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.

Thumbnail
Charles Schwartz

Chief Risk Officer

Venerable Holdings, Inc

Charles Schwartz is Chief Risk Officer of Venerable Holdings, Inc., an insurance holding company that was formed in 2018. Venerable owns and manages the legacy variable annuity business that was acquired from Voya Financial, Inc. by an investor group led by Apollo Global Management, Crestview Partners, and Reverence Capital Partners. Mr. Schwartz has over twenty years’ experience in capital markets and insurance, with prior roles at AXA Equitable, Prudential, and AIG.

He also serves as Co-Chair of the Alternative Reference Rate Committee’s (ARRC) Outreach and Communications Working Group. The ARRC is the industry body convened by the Fed to oversee the transition from US dollar LIBOR to the new, more robust interest rate that it selected as alternative, SOFR. In this capacity and on behalf of the ARRC Mr. Schwartz helps oversee outreach efforts to market participants, to the press, and to the public.

Thumbnail
Andrew Auslander

Head of Risk Governance and Disclosure, Enterprise Risk Management

AIG

Andrew Auslander has over 20 years of experience in the global financial markets. He has spent half his career as an enterprise risk manager experienced in developing risk frameworks to support overall business strategy for asset management, private banking, and investment banking. During this time, he managed market, traded credit, counterparty credit, liquidity, operational, vendor, and model risks. He has taught the benefits of risk culture in various countries. He is effective at communicating risks and mitigators to senior management, internal audit, and regulators. Currently, Andrew is Head of Risk Governance and Disclosure at AIG. Previously, he led the risk management and trading teams at international banks and asset managers.

Andrew earned a Bachelor of Science degree from the United States Merchant Marine Academy. He holds a Master of Science degree in Computer Science and Information Systems from Rensselaer Polytechnic Institute and studied Finance at New York University's Stern School of Business. Andrew is a CFA Charterholder and a Financial Risk Manager (FRM) certified by the Global Association of Risk Professionals. Mr. Auslander holds FINRA Series 7, 24, and 63 licenses.

 

Thumbnail
Elliott Noma

Founder, GARRETT ASSET MANAGEMENT and Lecturer

COLUMBIA UNIVERSITY

Dr. Noma teaches machine learning at Columbia University and quantitative risk management in the Masters in Mathematical Finance program at Rutgers University. Earlier in his career, Dr. Noma was a professor in the Psychology Department of Rutgers University, publishing in the areas of statistics, psychometrics, applied decision making and group dynamics.

Dr. Noma is also the founder of Garrett Asset Management, an investment firm that uses behavior models to trade in futures, ETFs, and currencies. Prior to founding Garrett Asset Management, Dr. Noma was a portfolio manager running a fund of hedge funds and was the Chief Risk Officer at Asset Alliance, a seeder of hedge funds.
Dr. Noma currently advises fintech companies in the application of machine learning, natural language processing and blockchain technologies.
Dr. Noma graduated from Dartmouth College with a B.A. in Mathematics. He received an M.A. in Mathematics and a Ph.D. in Mathematical Psychology from The University of Michigan.

 

Thumbnail
David Bowman

Senior Advisor

Board of Governors of the Federal Reserve System

David Bowman is a Senior Advisor at the Board of Governors of the Federal Reserve System. Mr. Bowman serves as the Board’s senior staff liaison to the Alternative Reference Rates Committee, a group of private sector participants convened by the Board of Governors and Federal Reserve Bank of New York to help identify alternatives to LIBOR and to develop strategies to promote their use. Mr. Bowman also serves as the Board’s representative to the FSB’s Official Sector Steering Group (OSSG) and has previously served as a senior staff member supporting Chairman Jerome Powell in his capacity as co-chair of the OSSG and helped to coordinate the OSSG’s work summarized in the 2014 FSB report, Reforming Major Interest Rate Benchmarks, as well as its subsequent reports. Mr. Bowman additionally serves as the Board of Governor’s representative as an observer to the IBA LIBOR Oversight Committee.

Mr. Bowman has a Ph.D. in Economics from the University of California at Berkeley.
 

Thumbnail
Mike Chen

Portfolio Manager, Dynamic Equity; Lead Portfolio Manager, ESG Equity

PANAGORA ASSET MANAGEMENT

Mike Chen, Ph.D.

Portfolio Manager, Dynamic Equity; Lead Portfolio Manager, ESG Equity

Dr. Chen is a Portfolio Manager at PanAgora. In this role he is responsible for novel alpha research and model development in the Dynamic team and across the wider Equity group, and daily management of firm’s Dynamic portfolios. Dr. Chen is also responsible for leading the development of PanAgora’s ESG strategy, including alpha research, portfolio management, and model and product development. Dr. Chen’s research interests are in the areas of machine learning, ESG, and alternative datasets. Previously, he was a portfolio manager at PanAgora’s Stock Selector team.

Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity (SAE) team, where his responsibilities include portfolio management and research into alpha insights for use across the entire SAE platform. While at SAE, Dr. Chen won “Signal of the Year” award for a signal he researched and developed. Prior to BlackRock, Dr. Chen worked at Google where he was a member of the team that managed Google’s fixed income investment portfolio and FX exposures. Dr. Chen started his career at Morgan Stanley in New York where he traded and managed a portfolio of exotic US rates derivatives. While at Morgan Stanley, Dr. Chen researched, developed and patented a framework that allowed for pricing of derivatives based on two rate curves with dynamic multiplicative spread, one of the first such models on the street.  

Dr. Chen graduated from the University of Illinois in 2005 with a Ph.D. in Electrical and Computer Engineering. He has published in leading engineering and applied mathematics journals, and had been invited to talk at numerous conferences.

Thumbnail
Timothy Corbett

Global Head of Investment & Liquidity Risk

State Street Global Advisors

Tim is a Senior Managing Director and Global Head of SSGA's Investment and Liquidity Risk Management team. The team is responsible for investment and liquidity risk management across the firm's portfolios. Mr. Corbett serves as a member of SSGA's Senior Leadership Team, and is a member of the Investment Committee.

Prior to joining the investment risk team in 2008, Tim was a senior portfolio manager responsible for global Fundamental Equity products. From 2000 to 2004, he served as a junior portfolio manager and equity research analyst. Prior to this role, Tim was a member of SSGA's Global Structured Products Operations group, where he specialized in international developed market and emerging market strategies. Tim joined the firm in 1996 and has focused on risk analysis, portfolio construction, equity research and portfolio management.

Tim holds a BS in Finance from Boston College, an MBA from Bentley University and an MS in Corporate Finance from Bentley. Tim is a New England chapter member of the Global Association of Risk Professionals. Tim is a frequent speaker on a variety of investment and risk topics at industry conferences including Pension Bridge, Risk Minds, Institute of International Finance (IIF), and The Professional Risk Manager's International Association (PRMIA). Tim is also on the Board of Trustees for the NVNA a top 100 female led nonprofit organization dedicated to hospice care and cancer support - promoting wellness and public health services in our community.

Thumbnail
Alyx Flournoy

Vice President, Director, Risk Strategy

FactSet

Alyx Flournoy is Vice President, Director, Risk Strategy for FactSet’s Analytics group. In this role, she is responsible for determining the roadmap of FactSet's risk solutions. Alyx joined FactSet in 2011 as a Consultant in San Francisco covering investment management clients across the western United States. In 2013, she began working in FactSet’s Quantitative Analytics team where she developed technical workflow solutions for pension funds, hedge funds, institutional asset managers, and private wealth firms around quantitative research, portfolio construction, and risk management. In 2016, Alyx relocated to New York where she is now further specializing in FactSet’s multi-asset class risk and portfolio optimization solutions. Alyx graduated from the University of California, Berkeley with a dual Bachelor of Arts in Economics and Statistics and she is a CFA charterholder.

Thumbnail
Ross Cuddeback

Head of Investment Risk - Americas

DWS GROUP

Head of DWS Investment Risk for the Americas & Asia-Pacific: New York

Joined the Company in 2006. In his current role, Ross leads a team focused on investment, counterparty credit and liquidity risk managed on behalf of DWS clients.  In addition, Ross is responsible for financial risk of DWS USA Corp.  Prior to his current role, Ross served in Deutsche Bank's Corporate Investment Bank, where he was responsible for overseeing counterparty credit risk to hedge fund clients. Prior to joining, he worked at Barclays Capital within the Hedge Fund Credit Group, at Risk Capital Management, at a boutique energy risk management consultancy and at Crédit Agricole Indosuez within the Financial Institutions Credit Risk Management Department

BS in Finance from Fordham University; CFA Charterholder; Financial Risk Manager (FRM); Former President of the Global Association of Risk Professionals (GARP) - Buy-side Risk Managers Forum

Thumbnail
Alessio de Longis

Vice President, Portfolio Manager and Macro Strategist

OPPENHEIMER FUNDS

Alessio de Longis, CFA, is a Portfolio Manager for the Global Multi-Asset Group (GMAG) at OppenheimerFunds.
Alessio leads GMAG's macro strategy focusing on business cycle dynamics, global macro regimes, and their impact on asset class risks and returns.
In addition, Alessio manages and oversees active currency strategies in GMAG's funds.
Between 2004 and 2013, Alessio was a member of the Global Debt team where he served as Portfolio Manager and Quantitative FX Strategist.
Alessio holds a B.A. in economics and financial markets from University of Rome Tor Vergata and an MSc in financial economics and econometrics from University of Essex. Additionally, he is a CFA® charter holder.

Thumbnail
Chris McAlister

Managing Director, Global Head of Derivatives Trading

Prudential Financial

Chris is Managing Director, Global Head of Derivatives Trading for Prudential Financial.  His responsibilities include global fixed income and equity derivatives as well as foreign exchange.  Chris began his career with Prudential in 1989, and has worked within Prudential’s derivatives subsidiary since 1993.  He has been in his current role since 2002. 

Chris holds a BA in Economics from Macalester College and an MBA with Distinction in Finance with an International Concentration from NYU.  Chris has earned both the CFA and CLU designations.

Thumbnail
Adrian Helfert

Senior Vice President, Director of Multi-Asset Portfolios

Westwood Holdings Group, Inc.

Mr. Helfert joined Westwood in 2019 as Senior Vice President and Director of Multi-Asset Portfolios. He is responsible for leading the firm’s multi-asset strategies team, which includes Income Opportunity and Flexible Income strategies, as well as Global Convertibles and Fixed Income strategies. Throughout his career, Mr. Helfert has developed a strong track record working on collaborative, global teams. Most recently, Mr. Helfert served as Managing Director and Senior Multi-Asset Portfolio Manager at Amundi in London, where he was responsible for Global Fixed Income strategies. During his 13-year Amundi tenure, he also was an investment team leader on absolute return, unconstrained and total return portfolios.

Prior to joining Amundi, Mr. Helfert worked at Royal Bank of Scotland and JPMorgan’s Asset Management Group. 

Mr. Helfert earned his MBA from Duke University and his BA in physics from the University of Virginia, where he was awarded a fellowship for his work in Solid State Physics. He also served in the U.S. Navy / Marine Corps as a Combat Medic.

Thumbnail
Alan Langworthy

Executive Director, Multi-Asset Research

AXIOMA

As part of the multi-asset research team, Alan's primary focus is on the next generation of Axiom'as fixed income risk model. Prior to joining Axioma in 2016, Alan spent 15 years years at UBS, the last ten of which were in UBS Delta where he worked on risk , performance attribution, liquidity, and bespoke client projects. His career began at UBS in 2011 as a credit strategist. 

Alan holds a D.Phil in mathematics from the Univeristy of Oxford, is a CFA charterholder and a Chartered 

Thumbnail
Christian Bruner

Head of US Credit Product

TRADEWEB

Chris Bruner is a Managing Director and Head of U.S. Credit Product at Tradeweb Markets. He is focused on advancing the development of the firm’s product offering, and building the firm’s leading position in the global credit markets.
Previously he worked in a senior credit trading role at JP Morgan Chase, and has extensive experience in credit markets, technology and electronic trading. Prior to that, he was a Managing Director at Citadel Securities heading the Algorithmic Credit Trading business. Earlier, he led the start-up and development of the Algorithmic and Systematic Trading Book at Lionhart USA and was instrumental in the development of electronic derivatives markets while serving as Executive Director at UBS Investment Bank.

Bruner holds a B.S. from MIT.

Thumbnail
Phil Cichlar

Global Head of Fixed Income ETF Sales & Trading

Jane Street

Phil leads Fixed Income ETF Sales and Trading efforts at Jane Street.  He is an expert in electronic bond trading and market structure, acting as Jane Street’s primary point of contact for venues and electronic trading for the corporate bond market.

During his 9-year tenure at Jane Street, Phil has played an instrumental role in building out its bond trading desk, in addition to growing its institutional client-facing ETF business.

Prior to Jane Street, Phil spent over 5 years as a trader and heading capital management at BlueMountain Capital. He also spent several years at both Deutsche Bank and BNP Paribas as a credit and rates middle office manager.

Phil holds a Master of Business Administration degree from Fordham Gabelli School of Business in New York.

Thumbnail
Yury S. Dubrovsky

Chief Risk Officer & Head of Global Risk Management

Lazard Ltd & Lazard Asset Management LLC

 

Yury Dubrovsky is a Managing Director, Chief Risk Officer of Lazard Ltd. and Head of Global Risk Management at Lazard Asset Management LLC. He and his global teams are responsible for all aspects of risk management at the bank as well as at its fully owned asset management subsidiary, covering equity and fixed income universes for both traditional as well as alternative investments. In addition, Yury is in charge of quantitative analytics which is aimed to provide support to portfolio management teams on portfolio construction issues, execute the initial phase of the research process and provide portfolio attribution analytics. He began working in the investment field in 1994. Prior to joining Lazard in 2005, Yury was Global Head of Market Risk Management for Emerging Markets and G20 Credit Products with Credit Suisse First Boston, Global Head of Exposure Management for Emerging Markets and Regional Head of Exposure Management for the Americas with Deutsche Bank AG. Before joining Deutsche Bank in New York in 1995, Yury was associated with JP Morgan & Co., AT&T and Kiev Polytechnic University in quantitative and technological capacities. He has an MBA in Finance from St. John’s University and MS (Hons) in Mechanical Engineering from Kiev Polytechnic University. Yury is a member of the CFA Institute, New York Security Analysts Society, International Association of Financial Engineers, Global Association of Risk Professionals and Professional Risk Management Association.

 

Thumbnail
Reade Ryan

Managing Director,

BLACKROCK

Reade Ryan PhD, Managing Director, is a member of BlackRock's Risk and Quantitative Analysis group. He joined BlackRock in 2013 as the lead risk manager for BlackRock’s Credit and Leveraged Finance business. Prior to joining BlackRock, he was a quantitative strategist in the Fixed Income unit in Goldman Sachs Asset Management. There he led a team that developed risk and pricing models as well as portfolio construction and trading tools for the portfolio managers and traders in GSAM. He had been with Goldman Sachs since 2006.

From 2002 to 2006, Mr. Ryan was the senior quantitative analyst and risk manager for the convertible-bond and equity-volatility desks at Amaranth Advisors. Before Amaranth he was an assistant professor at the Anderson School of Management at UCLA.

Mr. Ryan earned his bachelor's degree in mathematics at Columbia College in 1991 and a PhD in applied mathematics from New York University in 1997.

Thumbnail
Jaime Lee

Managing Director, Equity

PANAGORA ASSET MANAGEMENT

Dr. Lee is a Managing Director at the firm and leads the Dynamic Equity Team. Her primary responsibilities include oversight and management of the team, conducting research to uncover new alpha sources, building quantitative stock selection models, and managing portfolios within the Dynamic Equity strategies. Dr. Lee is a key contributor to the innovative equity research used in the development of PanAgora’s Dynamic Equity models. Dr. Lee is a member of the firm’s Operating and Directors Committees.

Prior to joining PanAgora, Dr. Lee was a Managing Director of the Scientific Active Equity team at BlackRock, Inc., where she managed the Emerging Markets strategies and portfolio management team. Her prior experience includes a role as a Senior Portfolio Manager at Barclays Global Investors as well as Research and Portfolio Management roles at Quantal Asset Management, where she managed quantitative equity strategies investing in Japan and Europe.

 

Education:

University of California, Berkeley. Ph.D.

Haas School of Business, University of California Berkeley, M.S.

University of Minnesota, Twin Cities, B.S.

Publications:

“The Relation between Fixed Income and Equity Return Factors”, with Terry Marsh, Robert Maxim and Paul Pfleiderer. Journal of Investment Management, Nov. 2006

Thumbnail
Bryan Cross

Head of Quantitative Evidence and Data Science

UBS ASSET MANAGEMENT

Bryan Cross, CFA, is Head of Quantitative Evidence and Data Science (QED) whose mandate is to drive Quant and Data Science into the investment process for AM Investments.  Previously, Bryan was Head of Systematic Research where his team was responsible for the manufacturing of alpha signals for the firm's Quant Equity offering. Prior to that, from 2012-2016, Bryan was a senior analyst at UBS O'Connor on concentrated equity investment fund team.  And from 2003-2012, Bryan was at UBS Investment Bank in a variety of Quant and Investing roles.  Bryan has a BA in Economics and an MS in Financial Mathematics from the University of Chicago.

Thumbnail
Racim Allouani

Head of Portfolio Construction and Risk Management

KKR CREDIT

Racim Allouani (New York) joined KKR in 2015 and oversees the Risk Management and Portfolio Construction efforts across KKR's Public Credit, Private Credit and Special Situations businesses. Prior to his current role, Mr. Allouani had a similar responsibility in the Hedge Funds business. Prior to joining KKR, he spent five years at the hedge fund of Lombard Odier as a senior quantitative portfolio analyst and risk manager, covering equities and credit strategies. Prior to that, he was at fund of hedge funds Arden Asset Management in the portfolio optimization and risk management group. Mr. Allouani held previous positions at Deutsche Bank in equity research and Bank West LB in fixed income research. Mr. Allouani earned a M.A. in International Economics from Sciences Po Paris, in Financial Engineering from Cornell University, as well as a and Bachelor’s degree in Applied Mathematics and Computer Science from Ecole Nationale des Ponts Et Chaussees.

Thumbnail
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.

 

Thumbnail
Mark Feeley

Research Director

Chartis Research

Mark has over 30 years’ experience in global capital markets, consulting and associated technologies, focusing on risk management, front- and middle-office platforms and data management. Before Chartis he held executive positions in large global financial institutions, consultancies and FinTechs, in various roles including platform and software development, solution architecture, large-scale program management, vendor selection and implementation, and strategy development and execution.

With a background covering the front, middle and back office, Mark brings to Chartis a holistic view of business, technology and regulatory issues across the enterprise, and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology, and his work in this area includes: leading the global teams for risk technology at RBS Capital Markets and AIG; working with middle- and front-office technology teams at Barclays Capital; extensive consulting experience with major consulting organizations including EY and Deloitte; and extensive vendor experience, including time at Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is a Fellow of the Institute of Chartered Accountants in England and Wales.

Thumbnail
Bob Savage

Co-Founder and CEO

CITIC CAPITAL TRACK SOLUTIONS

Bob Savage is the Co-Founder and CEO of Citic Capital Track Solutions, a start-up Quant CTA, that spun-out of FX Concepts where he was the COO. He also has run a successful global macro newsletter service, Track since 2010. Before joining Trackresearch.com as Chief Executive Officer, Mr. Savage served as Managing Director of FX Institutional Sales at Goldman Sachs, where he published widely-read and insightful research focused on the foreign exchange markets and the macroeconomic environment. As well as twenty-three years at Goldman Sachs, Mr. Savage worked as the head of New York Foreign Exchange trading for Lehman Brothers and as a Director of Proprietary Trading at Bank of America Securities.

Mr. Savage earned a BA in Political Philosophy from Yale University.

Thumbnail
Andy Sparks

Managing Director, Head of Portfolio Management Research,

 

Andy Sparks is Managing Director and Head of Portfolio Management Research. Previously, he was responsible for Fixed income Research Strategies.  Andy and his group show how MSCI’s analytical models can be used to offer investment insights on topical market issues.  In this role, he is able to leverage his extensive knowledge of valuation models, indexes and portfolio risk methodologies. Previously, Mr. Sparks had been Head of Technical Product Management, with responsibility for product vision and leadership in the buildout of MSCI’s multi-asset portfolio analytic products.

Prior to joining MSCI in 2011, Mr. Sparks had been Head of Product Management for the POINT business at Barclays Capital, where he had responsibility for product strategy and product execution for the POINT portfolio analytics platform.  Mr. Sparks was named the Head of the POINT marketing group at Lehman Brothers in 2004.  He also had managerial responsibility for Lehman’s index business between 2006-2008. 

Mr. Sparks joined Lehman Brothers in 1995.  Other senior level positions he held within the bank include Head of Mortgage Strategies and Head of U.S. Rate Strategies.  In this role, Mr. Sparks and his group were repeatedly named to Institutional Investor’s All-America Fixed Income Research Team.  Before joining Lehman, Mr. Sparks had been Head of Mortgage and Rates Research at Citicorp Securities.

Mr. Sparks has an M.A. in Economics from the University of Chicago and a B.A. in Economics from UCLA. 

 

Thumbnail
Roderick Fisher

Head of Risk Solutions and Reporting

State Street Global Exchange

Roderick is head of Risk Solutions and Reporting at State Street Global Exchange® and is responsible for researching, designing, and implementing new risk solutions for asset owners and managers.

There are increasing demands that investment firms demonstrate a sound risk management approach and share results with investors, senior management, and regulators on a regular basis.  To address the challenges that these changes bring to the front office, State Streets Global Exchange offers a suite of solutions designed to help clients meet these growing requirements.  Industry solutions are designed to address enterprise risk management, investor and board reporting requirements of asset owners and managers.  Regulatory solutions address regulatory requirements of SEC Liquidity Management, CONSAR, UCITS, AIFMD, Form PF, Form CPO-PQR, Money Market Stress Testing, Superannuation SPS-530, Solvency II and Open Protocol.

Roderick has 20 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.

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

Thumbnail
Katie Day

Managing Director, Head of Risk & Quantitative Analysis, Fundamental Equity, Americas

BLACKROCK

Katie Day, Managing Director, is head of the Risk & Quantitative Analysis team for Fundamental Equity, Americas.  The RQA team provides independent risk oversight on behalf of BlackRock and its clients, as well as partnering portfolio managers in their portfolio construction process to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled.  
 
Katie joined BlackRock in 2006 as a member of the RQA Equity team in London and moved to New York in July 2013 to take up her current role.  Prior to joining BlackRock, Katie worked in Market Risk and Regulatory Reporting in the Treasury function for Lloyds TSB in London. 
 
Katie has a BA Hons in Mathematics from Jesus College, Oxford

WellSaid, Convene

151 West 42nd Street

New York, NY 10036

(212) 218-1319

Venue information

Thumbnail

If you have any queries regarding Buy-Side Risk USA, please contact the relevant person below:

Thumbnail
Alice Marsh

Senior Conference Producer, Speaking and Agenda Enquiries

OpRisk North America

This industry must-attend conference gathers 500+ senior operational risk directors from leading tier 1 banks, buy-side firms and regulators from across the globe.

  • New York