SGX Index Edge Breakfast Briefing 2020
Join the industry experts from leading buy-side and issuer companies, who will share their insights on investment innovation in the context of the ever-changing economic and political environment.
Due to the escalation of the COVID-19 developments and the restrictions being placed on travel, Risk.net and SGX have taken the decision to postpone the SGX Index Edge Breakfast Briefing.
The decision to postpone has not been taken lightly, but our upmost priority is to safeguard the wellbeing of all of our delegates, speakers and staff.
Any existing bookings are valid for the new event dates and all delegates should have received an email notifying them of these changes.
Thank you for your continued support and understanding and we look forward to seeing you in later in the year. In the meantime, should you have any questions or concerns regarding the event, please feel free to contact Stephen Body on [email protected]
Risk.net and SGX are delighted to present the return of the SGX Index Edge Breakfast Briefing.
Join the industry experts from leading buy-side and issuer companies, who will share their insights on investment innovation in the context of the ever-changing economic and political environment. They will also highlight the trends and opportunities to help you succeed in your investment and portfolio management in 2020.
At this year’s briefing, we will discuss:
- Navigating through the changing economic environment
- The implications of negative interests rate, global economic slowdown and geopolitics risks for financial markets and portfolio strategies?
- How buy-side and sell-side should work together to create investment solutions
- What are the risks in ESG investments?
- Asset allocation strategy and products in 2020 and beyond
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.
Global head of CIS trading and structuring
Michele is Global Head of Citi Investment Strategies (CIS) within Citi’s Markets & Securities Services division. His global, cross-asset team comprises over 30 front office professionals across New York, London, Singapore and Mumbai. The team is split into a Structuring group dedicated to R&D, implementation and delivery of quantitative investment strategies (QIS), and a specialist trading desk focused solely on hedging risk that arises from investments linked to the aforementioned strategies.
CIS strategies seek to capture returns from persistent technical, structural or behavioral effects identified across financial markets. They typically offer higher levels of transparency and reduced costs than may be typical of conventional alternative investments, with solutions available for the full spectrum of investor sophistication, spanning both institutional and private investors globally.
Michele joined Citi in 2017 with the mandate of leading the QIS development effort in equities and later cross-asset. He joined from Goldman Sachs where he responsible for equity volatility development in the QIS team and later co-headed the equity team. Prior to this, Michele spent several years at J.P. Morgan working in their QIS volatility group. Michele holds a BSc and a MSc in Quantitative Finance (summa cum laude) from Bocconi University in Italy, which included a spell at The Wharton School, University of Pennsylvania.
Quantitative finance editor
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.
Vice president, equity derivatives structuring
Michael is a Vice President at Credit Suisse in the Global Markets division, based in London. He is responsible for the development of custom indices and thematic solutions, covering different client segments (Distributors / Private Banks / Insurance Companies / Pension Funds).
Michael joined Credit Suisse in 2015 from BNP Paribas where he was a Structurer in the Equity Derivatives team in New York and London.
Michael received an Engineering degree from Supelec, France, and a Master’s degree in Mathematical Finance from Columbia University, US
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.
Senior investment manager
Aberdeen Standard Investments
Duncan Moir is a Senior Investment Manager within the Alternative Investment Strategies team and heads Systematic Strategies. Duncan manages systematic and index solutions including alternative risk premia and alternative beta products at Aberdeen Standard Investments. Duncan joined Aberdeen Asset Management plc in 2008 as a graduate before transferring to the Alternative Investment Strategies team where he previously covered research of systematic, long/short equity, global macro and event driven strategies. Duncan graduated with a BA (Hons) in Economics from the University of Strathclyde and is a CFA and CAIA charterholder.
Dr Eric Shirbini
Global research and investment solutions director
Eric Shirbini, PhD, is Global Research and Investment Solutions Director with Scientific Beta. Prior to joining EDHEC-Risk Institute in 2011, Eric worked for close to twenty years a quantitative analyst for investment banks including UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading.
At Nomura International, he served as Director of Quantitative Research and at BNP Paribas, he managed a team of analysts who were responsible for the Global Equity Research Database. He also has served for over twenty years of on index management committees.
He holds a B.Sc. and a Ph.D. from University College London and an MBA from CASS Business School.
Events @ No 6
6 Alie St,