Managing director, head of R&D of the systematic trading strategies group
Nick Baltas, Ph.D., is a managing director and head of R&D of the Systematic Trading Strategies (STS) Group at Goldman Sachs. He is responsible for providing thought leadership in the space of factor and risk premia investing, portfolio construction, and strategy design. Alongside, he maintains a visiting academic position at Imperial College Business School and has been appointed as the co-executive editor of the newly launched Journal of Systematic Investing.
Prior to joining Goldman Sachs in 2017, Nick was an executive director in the quantitative research unit of UBS. Previously, he was a Lecturer in Finance at Imperial College Business School, a visiting Lecturer at Queen Mary University of London, as well as a risk manager in a London-based hedge fund. He has received several teaching awards and his research has been awarded with numerous grants and prizes, has been published in academic finance journals and practitioner books, and has been quoted by the financial press. Most recently he was the recipient of the 2019 EQDerivatives Best Academic Research Paper Award in Alternative Risk Premia (joint with Bernd Scherer).
Nick holds a DEng in electrical and computer engineering from the National Technical University of Athens, an MSc in communications & signal processing from Imperial College London and a PhD in financial economics from Imperial College Business School.
Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.
Senior investment manager
Aberdeen Standard Investments
Stephen Coltman is a Senior Investment Manager within the Alternative Investment Strategies team and is responsible for Top-Down Strategy and Portfolio Hedging implementation. He is also a member of the AIS Portfolio Management Committee. Stephen joined Aberdeen Asset Management plc as a result of the acquisition of Arden Asset Management LLC in December 2015 where he was an Executive Director. Previously, Stephen was a partner at Trevose Capital Management, a macro hedge fund, traded interest rate futures at Goldenberg Hehmeyer, and worked in Equity Sales at JP Morgan. Stephen holds an MS in Chemistry from Imperial College, London and is a CFA charterholder.
Head of Emerging Markets Strategy
Jason has 20 years of experience providing investment and economic research and advisory at investment banking and asset management firms. He also has broad, multi-asset class experience across foreign exchange, equities and fixed income. Before joining SG, Jason was research manager at Mercer after working at Exelion Capital Management as Chief Economist in Singapore. Prior to moving to Singapore, Jason was chief investment officer - asset management & FX advisory at Royal Oak Capital Management. He previously worked at Merrill Lynch as a senior FX strategist and at Goldman Sachs as an FX strategist and economist. Jason started his career as an economic research analyst at The Central Bank of Canada
Head of index services
Simon Karaban is Head of Index Services at Singapore Exchange (SGX). He joined SGX in March 2013 and has lead the development and build of the index business for SGX through the introduction of new technology, indices and index services for global clients.
Prior to SGX, Mr. Karaban was the Director of Research and Design for S&P Dow Jones Indices based in Hong Kong, where he led the R+D initiatives for indices across asset classes for the Asia Pacific region. Prior to S&P he worked for Morningstar as a Product Manager for the research data business, developing and commercializing research data solutions for institutional clients.
Mr. Karaban graduated from the University of Sydney with a Bachelor of Economics. He also holds a Masters in Finance from the University of Technology, Sydney.
Webinar: Navigating through the current economic environment
Is this a short, sharp downturn from which the global economy will make a quick recovery or is this one of the greatest recessions that we’ve ever seen?
Global economic slowdown and geopolitics risks – what are the implications for financial markets and portfolio strategies
Which products and strategies have done well during the first half? Will this persist into the second half of 2020?
ESG compliant investments – Do they prove to be more resilient?
Is there still a healthy risk appetite in this environment? In addition, what will investors look for in 2020 and beyond?