Europe EQD 2018 Agenda

Day 1

Investor-Only Session

10:30am – 12:00pm: Alternative Perspectives on Volatility: The Janus Henderson Forum

End-Investors Only

Introduction: Enrique Chang - Global CIO Janus Henderson

Harnessing Volatility: Adrian Banner Ph.D. – CEO and CIO INTECH

Long Volatility: Mark Richardson Ph.D. – Portfolio Manager, Diversified Alternatives

Direction from Volatility: Ashwin Alankar Ph.D – Head of Global Asset Allocation & Risk Management

Day 1 Main Sessions

1:00pm: Cross-Asset Perspectives: Where We Have Come From

Pierre Moretti, head of equity pricing & solutions, Société Générale

Marc Pantic, senior index structurer, Société Générale

1:40pm: Of Volume & Volatility

David Hait Ph.D, Founder and President, OptionMetrics

2:10pm: Innovations In Exchange-Traded Developments

Rob Hocking, Global Head Of Equity Volatility Trading, DRW Trading

Matt McFarland, Director, Business Development, CBOE

Sascha Semroch, product manager, Eurex Exchange, Frankfurt

2:50pm: Coffee Break

3:10pm: Keynote Session: 2018 Volatility Outlook

Marko Kolanovic, Ph.D, global head of macro and quantitative and derivatives strategy, JP Morgan

4:10pm: Hedging In The Current Environment – A Case Study

Pooja Mishra, managing director, Goldman Sachs

4:55pm: Leaders In Volatility Portfolio Management – Dislocations & Opportunities In 2018

Moderator: Megan Morgan, Eurex Exchange

Panelists: Chris Rodarte, portfolio manager, Pine River Capital Management

Mark Mehtonen, cross-asset portfolio manager, Alpha, Ilmarinen

Alexis Maubourget, senior portfolio manager, Argentière Capital

Yann Le Her, senior portfolio manager La Francaise Global Investments

Ian Jenson-Humphreys, senior investment manager, 7 Investment Management

5:55pm: Day 1 Conference Concludes

6:00pm: Europe EQD Cocktail Reception, Sponsored By Optiver

Day 2

7:00am – 8:30am: Breakfast Buffet

8:30am: EQDerivatives’ Client Market Mapping Insights – Alternative Risk Premia

Peter Thompson, EQDerivatives

Pat Fay, EQDerivatives

9:00am: Keynote Panel Session - Fund Manager Leaders: Responding To The Market Landscape

Moderator: Stéphane Mattatia, Global Head of Financial Engineering, Equity & Derivatives, Societe Generale

Panelists: Matthew Sargaison, Co-CEO, Man AHL

Arnaud Sarfati, CEO, La Francaise Global Investments

Suhail Shaikh, CIO, Fulcrum Asset Management

David Elms, head of diversified alternatives, Janus Henderson

Roni Israelov. head of volatility strategies, AQR Capital Management

9:45am: X-Asset Trends - A Case Study

Abhinandan Deb, Bank of America Merrill Lynch

Alexandre Mamet, Pictet Alternative Advisors

10:30am: Coffee Break

11:00am: Allocating to Alternative Risk Premia Strategies around the Macroeconomic Cycle

Spyros Mesomeris, global head of quantitative and global investment solutions research, Deutsche Bank

11:20am: Protecting Your Core

Caio Natividade, cross-asset quantitative research, Deutsche Bank

11:45am: Marrying ARP With AI: The Latest Quant Approaches To Risk Premia

Andrew Lapthorne, head of quantitative equity research, Société Générale

Sandrine Ungari, quantitative analyst, portfolio management & risk premia, Société Générale

12:30pm: Lunch

1:30pm: Looking Eastwards: Lessons From Japan

Tony Morris, global head of quantitative strategies, Nomura

2:15pm: Panel Session – Asset Manager Perspectives: Overcoming The Challenges Of ARP

Moderator: Jean-Luc Bernardi, global head of CIS, Citigroup

Panelists: John Fujiwara, portfolio manager – liquid alternatives, Janus Henderson

Anthony Lawler, co-head, GAM Systematic

Toby Goodworth, head of risk & diversifying strategies, bfinance

Sebastian Rohm, senior portfolio manager – multi-asset, Union Investment

3:00pm: Coffee Break

3:30pm: Overcoming The Hurdles Associated With Risk Premia Investing

David Jessop, global head of quantitative research, UBS

4:15pm: Panel Session – Investor Perspectives: Risk Premia Outlook & Opportunities In 2018

Moderator: Arnaud Jobert, EMEA head of equity structuring, JP Morgan

Panelists: Yannick Bigeard, portfolio structurer, Pictet Wealth Management
Mohamed Ellouze, senior multi-asset strategist, Universities Superannuation Scheme
Fredrik Giertz, head of quantitative strategies, asset management division, Tredje AP-fonden (AP3)
Kari Vatanen, head of cross-assets and allocation, Varma Mutual Pension Insurance Company

5:00pm: Conference Ends

2018 Sponsors


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Platinum Exchange Sponsor


Lead Asset Manager


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