World Business StrategiesServing the Global Financial Community since 2000

Conference Stream

08.15 – 09.00

Registration and Welcome Coffee

09.00 – 09.45: Doing more with tick data: a Machine Learning approach

Edith Mandel:

Principal, Greenwich Street Advisors, LLC

Edith Mandel: Principal at Greenwich Street Advisors, LLC

Edith Mandel is a seasoned finance professional with 20 years of experience. She held a number of senior roles both on the sell and buy sides of the Fixed Income business.

Edith has extensive hands-on experience in developing quantitative trading models, and building systematic risk-taking businesses from the ground up.

As a principal at Greenwich Street Advisors, LLC, Edith advises both established participants in the Fixed Income market and those companies considering opportunities for expansion.   As an expert in the Fixed Income market, Edith evaluates the opportunity cost, advises on trading infrastructure build-out, electronic and quantitative trading, risk management, alpha research and algorithmic execution.

In the last two-and-a-half years, Edith Mandel was the head of Fixed Income Mid-Frequency Trading at KCG (formerly GETCO).   While there, she spearheaded a development of a new quantitative and systematic business within the Global Fixed Income group.

Edith started her professional career at Goldman Sachs, where she held a number of positions in the Fixed Income division.   As a Managing Director, Edith ran a team of quantitative strategists responsible for algorithmic trading in US Treasuries and Swaps, for risk management of a broad set of interest rate products, including vanilla and exotic options, and for the development of a toolkit for systematic risk-taking.

Prior to joining KCG, Edith Mandel worked at Citadel as a Managing Director, Head of Fixed Income Quantitative Research. There she was instrumental to a significant revamp and expansion of the Fixed-Income Asset Management business and a development of new profitable systematic trading strategies in liquid rates.

09.45 – 10.30: Topic and Presenter to be confirmed

10.30 – 11.00: Morning Break and Networking Opportunities

11.00 – 11.45: “This is the Real World, Not Barbie World”

Inflation is not a trade or a macro call about what is going to happen in the future. Inflation is a risk to all investors, especially savers as they move closer to retirement. How to measure and invest in inflation and rate volatility markets will be the topic of this discussion.

Nancy Davis:

CIO and Managing Partner, Quadratic Capital

Nancy Davis: CIO and Managing Partner, Quadratic Capital

Nancy Davis founded Quadratic Capital Management in 2013. Ms. Davis began her career at Goldman Sachs where she spent nearly ten years, the last seven at the proprietary trading group where she rose to become the Head of Credit, Derivatives and OTC Trading.

 

Prior to starting Quadratic, she served as a portfolio manager at Highbridge where she managed $500 million of capital in a derivatives-only portfolio. She later served in a senior executive role at AllianceBernstein.

 

Ms. Davis writes and speaks frequently about markets and investing. She has been published in Institutional Investor, Absolute Return and Financial News, and has contributed papers to two books. She has been interviewed by The Economist, The Wall Street Journal, The Financial Times, New York Magazine and Le Figaro. Ms. Davis has also appeared on CNBC, CNN, Reuters, Sina, Bloomberg and MSNBC.

11.45 – 12.30: PANEL: Talent Attraction & Retention:

Recruiting/Retaining talent

  • What are QR Financial Services currently doing and what should they be doing to attract more female talent?
  • What strategies are financial companies using to retain talent? Is there anything else that could be done?

Career progression

  • At more senior levels the number of women is even lower than at entry level which means that the female population retention rate is low or/and women are not being promoted. Discuss
  • Are quantitative positions too specialised which prevents women (and men) to move horizontally to different (and possibly more senior) roles?
  • Hybrid working model-does it benefit for retaining/advancing women careers?
  • Mentoring vs sponsorship programmes that could specifically help Diversity & Inclusion.
  • Limitations for progression in challenging times when there is less opportunities available
  • Is there difference in diversity approach/success between US vs Euro banks?
  • Company diversity targets-good idea?
  • How to overcome unconscious bias

12.30 – 13.30: Lunch Break

13.30 – 14.15: Assess how a combination of the right model, causal feature discovery, and conformal prediction can strengthen market prediction.

  • Provide a technical overview of how different models including GLM / GAM / ML are applied for stock market prediction
  • Highlight the model challenges present without incorporating causality into research process
  • Process and train models to mitigate these inherent risks and maximize prediction accuracy with causality
  • Understand the role of conformal prediction in advancing methods of quantitative trading

Judith Gu:

Managing Director, Head Equities Quantitative Strategist, US Equity Sales and Trading, Scotiabank

Judith Gu: Managing Director, Head Equities Quantitative Strategist, US Equity Sales and Trading, Scotiabank

Judith Gu is the Head of Quantitative Equities Strategists overseeing North America equities quant trading for both US and Canada at Bank of Nova Scotia.
Prior to joining Bank of Nova Scotia, Judith was a Quant Strat at Goldman Sachs working in both asset management and market making for 16 years.
Judith holds an MBA in Finance / Technology from New York University, and an MS in Data Mining from University of Connecticut.
Judith has also passed all 4 Certified Public Accounting exams.

14.15 – 15.00: Topic and Presenter to be confirmed

15.00 – 15.45: Generative AI for Data Analysis

Ioana Boier:

Ioana Boier:

I have a Ph.D. in Computer Science from Purdue University. In addition, I have completed graduate coursework in Financial Mathematics at NYU and Big Data at Harvard University. Prior to joining Citadel, I was a Director in the Global Markets Division at BNP Paribas where I managed the Interest Rate Options & Inflation quantitative research team. Before transitioning into Finance, I was a research staff member at the IBM T. J. Watson Research Center.

15.45 – 16.15: Afternoon Break and Networking Opportunities

16.15 – 17.00: Lessons Learned from Starting a Hedge Fund

Christina Qi:

CEO, Databento

Christina Qi: CEO, Databento

Christina Qi is the CEO of Databento, an institutional market data provider. She formerly founded Domeyard LP, a hedge fund focused on high frequency trading (HFT) that traded up to $7.1 billion USD per day. Failing to earn a job offer after a Wall Street internship, Christina started Domeyard from her dorm room with $1000 in savings, in 2012. Her fund was a tiny minnow amongst the tigers of the hedge fund world, but after Michael Lewis’s Flash Boys came out in 2014 and HFT firms hid from the spotlight, Domeyard accidentally found itself in the center of the ring. Over the next decade, her company’s story was featured on the front page of Forbes and Nikkei, and quoted in the Wall Street Journal, Bloomberg, CNN, NBC, and the Financial Times as a result of the controversy and fascination with HFT. By a series of accidents, Christina became a voice in her industry, contributing to the World Economic Forum’s research on AI in finance, guest lecturing at dozens of universities, and teaching Domeyard’s case study at Harvard Business School. She is grateful to be able to open up about her mistakes, and to help people turn failures into opportunities. After a decade, Domeyard winded down gracefully after facing increased headwinds to its strategies, scalability, and operational resources.

No amount of therapy has quashed Christina’s impostor syndrome, but she will always be proud of her non-profit volunteer work. Christina is a member of the MIT Corporation Development Committee, a standing committee of the MIT Corporation (the board of trustees), charged with raising critical financial resources to uphold the Institute’s academic rigor, promote student life, and advance global initiatives. From 2018 to 2023, she co-chaired the Development Committee and eventually became Co-Chair of the Board of Invest in Girls, bringing financial literacy education to underserved populations across the US. Christina also sits on the Board of Directors of The Financial Executives Alliance (FEA) Hedge Fund Group, drove entrepreneurship efforts at the MIT Sloan Boston Alumni Association (MIT SBAA), and served on the U.S. Non-Profit Boards Committee of 100 Women in Finance. Although “X Under X” lists are a gimmick, she’ll admit that Forbes 30 Under 30 made a positive impact on her life by giving her a community – friends who dragged her out of bed during the lowest days of her life. Christina holds a Bachelor of Science in Management Science from MIT and is a CAIA Charterholder.

17.00 – 17.45: Topic and Presenter to be confirmed

17.45 – 18.30: PANEL: Career Progression:

  • Do you think that being a woman is a significant factor in slowing down career progression in QR Financial Services? Is it still hard to make it to the top positions, if so why and what can be done to change the situation? If applicable, discuss about gender diversity issues (discuss numbers, policies, how to address it)
  • Discuss female role models in finance and significant achievements
  • Discuss US maternity leave laws
    • New York “paid prenatal personal leave” from January 2025
  • How important are the following:
    • Promotions/Career opportunities
    • Pay gap elimination
    • Agile/Flexible working
    • Getting the feedback you need (even if you don’t really want it)
    • Supporting each other
  • Discuss the current career return to work strategies available
    • Have you benefited from any such schemes?
  • Discuss the Importance and value of mentorship and sponsorship
    • What mentoring programs are available for juniors if any?

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