World Business StrategiesServing the Global Financial Community since 2000

Speaker List

Marcelo Labre:

Executive Director, Morgan Stanley

Marcelo Labre: Executive Director, Morgan Stanley

Richard V. Rothenberg:

Executive Director, Global AI Corporation, New York, NY and Research Affiliate, Lawrence Berkeley National Laboratory, Berkeley, CA

Richard V. Rothenberg: Executive Director, Global AI Corporation, New York, NY and Research Affiliate, Lawrence Berkeley National Laboratory, Berkeley, CA

Peter Decrem:

Director, Citigroup

Peter Decrem: Director, Citigroup

Miquel Noguer Alonso:

Adjunct Assistant Professor, COLUMBIA UNIVERSITY

Miquel Noguer Alonso: Adjunct Assistant Professor, COLUMBIA UNIVERSITY

Miquel Noguer i Alonso is a financial markets practitioner with more than 20 years of experience in asset management, he is currently working for UBS AG (Switzerland). He worked as a CFO and CIO for a European bank from 2000 to 2006. He started his career at KPMG.

He is Adjunct Assistant Professor at Columbia University teaching Asset Allocation, Big Data in Finance, Fintech and Hedge Fund Professor at ESADE. He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain). He also holds the Certified European Financial Analyst diploma ( 2000 ).

His research interests range from asset allocation, big data to algorithmic trading and fintech. His academic collaborations include a visiting scholarship in Columbia University in 2013 in the Finance and Economics Department, in Fribourg University in 2010 in the mathematics department, and presentations in Indiana University, ESADE, London Business School, CAIA Association, AFI and several industry seminars.

Igor Halperin:

Research Professor of Financial Machine Learning, NYU Tandon School of Engineering

Igor Halperin: Research Professor of Financial Machine Learning, NYU Tandon School of Engineering

Igor Halperin is currently an Adjunct Professor of Financial Machine Learning at the NYU Tandon School of Engineering. Prior to that, he was an Executive Director of Quantitative Research at JPMorgan Chase where he focused on the research and development of predictive and statistical models and machine learning methods for modeling risk of financial portfolios.

He has authored a number of publications on quantitative finance, and is a frequent speaker at financial conferences. Dr. Halperin has a Ph.D. in theoretical physics from Tel Aviv University, and M.Sc. in nuclear physics from St. Petersburg State Technical.

Peter Olausson:

CEO, COGNITUUM Artificial General Intelligence

Peter Olausson: CEO, COGNITUUM Artificial General Intelligence

Gordon Ritter:

Senior Portfolio Manager, GSA Capital

Gordon Ritter: Senior Portfolio Manager, GSA Capital

Gordon Ritter completed his PhD in mathematical physics at Harvard University in 2007, where his published work ranged across the fields of quantum computation, quantum field theory, differential geometry and abstract algebra.

Prior to Harvard he earned his Bachelor’s degree with honours in Mathematics from the University of Chicago. Gordon is currently a senior portfolio manager at GSA Capital, and leader of a team trading a range of high-Sharpe absolute return strategies across geographies and asset classes. GSA Capital has won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times, with numerous other awards including in the long-term performance category.

Prior to joining GSA, Gordon was a Vice President of Highbridge Capital and a core member of the firm’s statistical arbitrage group, which although less than 20 people, was one of the most successful quantitative trading groups in history, responsible for billions in pro_t and trillions of dollars of trades across equities, futures and options.

Concurrently with his positions in industry, Gordon teaches courses ranging from portfolio management to econometrics, continuous-time finance, and market microstructure in the Department of Statistics at Rutgers University, and also in the MFE programs at Baruch College (CUNY) and New York University (both ranked in the top 5 MFE programs).

He has published several articles on modern portfolio theory in top practitioner journals including Risk, and academic journals including European Journal of Operational Research.

ShengQuan Zhou:

Quantitative Researcher, Bloomberg LP

ShengQuan Zhou: Quantitative Researcher, Bloomberg LP

Michael Beal:

CEO, Data Capital Management

Michael Beal: CEO, Data Capital Management

Michael M. Beal is Chief Executive Officer of Data Capital Management. Previously he was Co-Founder and Head of Strategy & Finance at JPMorgan Intelligent Solutions, Deal Associate at TPG Capital and M&A Investment Banking Analyst at Morgan Stanley. Mr. Beal earned a B.A from Harvard College with honors in Economics and an M.B.A from Harvard Business School with distinction.

Sol Steinberg:

Founding Principal, OTC Partners

Sol Steinberg: Founding Principal, OTC Partners

Sol Steinberg is a OTC Markets Subject Matter Expert and specializes in Risk Management, OTC derivatives, Market structure, Collateral, Trade Lifecycle, Valuation, Financial Technology Systems, Strategic development, and Monetization.

Sol is the founding principle of his firm, OTC partners. OTC partners is a boutique value add firm that specializes in research, content, development.  Before starting OTC Partners Sol was a senior executive at the world’s leading clearing house LCH.Clearnet.  Sol also spent nine years on the buy side and Citi, performing product development, risk management, and valuation for the OTC markets.

Sol has a wide-ranging network of asset managers, analytic providers, execution venues, regulatory, and government contacts.  He used his eco system to successfully commercialize analytics, data, and other non commercialized intellectual property and had significant monetization success. He brought to market several initiatives, including institutional and commercial risk engines such as SMART tool, Risk Explorer, Global Market Risk System for Citi: the largest VaR engine in the world from 2004 to 2006, as well as developing CCP2 – a derivative education & certification program for leading consultancies. Sol also contributed to OTC industry’s clearing and default management policies for the cleared OTC swap markets as well as contributed to industry standard risk analytics in times of low market rates.

Awards/Honors

Waters Magazine’s award “Best risk analytics initiative 2012” &  “Best risk analytics initiative  (Sell Side) 2013”

FTF’s award for “Most cutting edge risk contribution 2013” for developing the SMART risk analytics tool.

Global nominee in 2012 for “Best Practices in Global Financial Risk Management” from PRMIA, Professional Risk Managers International Association.

Scott Sanderson:

Software Engineer, Quantopian

Scott Sanderson is a senior software engineer at Quantopian, where he is responsible for the design and implementation of Quantopian’s backtesting and research APIs. Outside of work, Scott is a contributor to several open source projects in the Python data science ecosystem, and he is a regular conference speaker on topics in numerical programming.

 

Ksenia Shnyra:

Senior Advisor, Deloitte

Ksenia Shnyra: Senior Advisor, Deloitte  

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