Registration Closed

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The agenda for Europe EQD 2018 - The Equity, Volatility & Risk Premia Forum - has been announced (see below). This intensive two-day event will cover the latest developments in alternative risk premia implementation and cross-asset volatility themes from the perspectives of traders, portfolio managers and asset allocators. 

Registration can be accessed here and discounted hotel room bookings can be made by clicking here, or by clicking on the links on the right hand rail. Asset owners and buyside subscribers of EQDerivatives are encouraged to contact EQDerivatives' Dennis Kesolitz for exclusive rates:


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: Keynote Session: Marko's 2018 Macro & Quantitative Outlook

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

2:40pm: Of Volume & Volatility

David Hait Ph.D, Founder and President, OptionMetrics

3:10pm: Coffee break

3:30pm: 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

Ulrich Stoof, executive director, MSCI

4:10pm: Hedging & Crisis Risk Offset solutions – A practitioners guide

Presented by Pooja Mishra Prahlad, MD, EMEA Equity & Fund Structuring

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

Moderator: Megan Morgan, Eurex Exchange

Panelists: Tobie Duprey, equity derivatives sales, J.P.Morgan 

Chris Rodarte, portfolio manager, Pine River Capital Management

Alexis Maubourguet, senior portfolio manager, Argentière Capital

Yann Le Her, senior portfolio manager La Francaise Investment Solutions

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

Moderator: Arnaud Jobert, EMEA head of equity structuring, J.P.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

9:45am: 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 GIS

Suhail Shaikh, CIO, Fulcrum Asset Management

David Elms, head of diversified alternatives, Janus Henderson

Roni Israelov, head of volatility strategies, AQR Capital Management

10:30am: X-Asset Trends - A Case Study

Abhinandan Deb, Bank of America Merrill Lynch

Alexandre Mamet, Pictet Alternative Advisors

11:10am: Coffee Break

11:30am: Allocating to Alternative Risk Premia Strategies around the Macroeconomic Cycle

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

11:50am: Protecting Your Core

Caio Natividade, head of cross-asset quantitative research, Deutsche Bank

12:10am: 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

12:50pm: Lunch, sponsored by BNP Paribas

1:50pm: Looking Eastwards: Lessons From Japan

Tony Morris, global head of quantitative strategies, Nomura

2:40pm: Practical Issues In Building Risk Premia Products

David Jessop, global head of quantitative research, UBS

Giulio Alfinito, equity and credit QIS, UBS

3:25pm: Coffee Break

3:55pmPanel 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

4:45pm: Conference Ends


Registration is closed. The event is sold out.

Hotel Booking Link - Due to strong demand, only a limited number of rooms are available. Please book asap.

2018 Sponsors



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Platinum Exchange Sponsor



Lead Asset Manager





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Lunch Sponsor

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Breakfast Sponsor


Program Sponsor