Friday 6th November: Day 5 WQF
Research Professor at NYU , Tandon School of Engineering
Roza Galeeva: Research Professor at NYU , Tandon School of Engineering, Commodity Derivatives, Risk Management
- What worked / What didn’t
- The impact of the market microstructure
- Where to look next?
Head of Cross-Asset Quantitative Research team, Société Générale
Sandrine Ungari: Head of Cross-Asset Quantitative Research team, Société Générale
Sandrine Ungari is currently Head of Cross-Asset Quantitative Research team at Société Générale. Within the Cross-Asset Research group, the Quantitative Research team is active in risk premia strategies, derivatives and structured products, portfolio risk modelling, and provides research to investors worldwide. The group has been recognised as a market leader in quantitative research, and was ranked #1 in the Extel survey in the Quantitative Strategies category. Sandrine’s research topics cover systematic strategies across asset classes, interest rate modeling, machine learning, statistical analysis and portfolio construction. She joined Société Générale in 2006. Prior to that, she worked as a quantitative analyst at HBOS Treasury and at Reech Sungard in London. She is a graduate of ENSTA (Paris) and hold a Master’s in Quantitative Finance from Paris VI University. She is a guest lecturer at University Paris Diderot.