Agenda

Select day:
10:30 am

Registration Opens

10:30 am

Gourmet Coffee Station sponsored by Optiver

1:00 pm

EQDerivatives Opening Remarks

Peter Thompson, president and co-founder, EQDerivatives

1:05 pm

Keynote Panel: Global Leaders In Institutional Investing

Moderator: Stephane Mattatia, head of thematic indexes, MSCI

Panelists:

  • Jaime Martinez Gomez, global head of asset allocation, BBVA Asset Management
  • Tatjana Puhan, deputy CIO, TOBAM
  • Dmytro Scheludchenko, senior portfolio manager, AP1
2:05 pm

Swaptions — A Missing Link In Asset Allocation

Tony Morris, global head of quant strategies, Nomura

2:30 pm

Using Job Postings To Measure Anomalous ESG Hiring Interest

Adam Kelleher, chief data scientist, Barclays

2:55 pm

Networking Coffee Break sponsored by Macquarie

3:30 pm

QIS Transparency And Risk Monitoring

Pierre Trecourt, co-founder, Premialab

3:55 pm

Opportunities And Challenges In Systematic Strategies

Moderator: Martin Athanassiou, head of QIS solutions, Credit Suisse

Panelists:

  • Mike Chen, head of alternative alpha research, Robeco
  • Laura de Frutos Sastre, head of alternative risk premia, BBVA Asset Management
  • Farouk Jivraj, head of alternative risk premia, Fidelity Investments
  • Mikhail Krayzler, portfolio manager, Allianz Global Investors
4:55 pm

Carbon And Commodities: Generating Alpha With Dynamically Weighted Index

Stefan Ask, director- research, AiLA Indices

Brandon Yeo, director – product, AiLA Indices

5:15 pm

Liquidity, Expiry — The Rise Of Daily Flow

Allie Becher, derivatives sales, Citadel Securities

Jason Roelke, head of US institutional derivatives sales, Citadel Securities

5:35 pm

A View From The Options: Looking Back At 2022 And What The Options Tell Us About Expectations

Chris Murphy, co-head of derivatives strategy, SIG

Christopher Jacobson, co-head of derivatives strategy, SIG

5:55 pm

Closing remarks

6:00 pm

Networking Reception sponsored by CIBC

7:30 pm

Day One Concludes

9:00 am

Opening Remarks

9:10 am

Academic Presentation: Overnight Investing

Paul Whelan, associate professor of finance, Copenhagen Business School

9:35 am

Dispersion In Focus: Opportunities And Innovations In 2023

Moderator: Tim Edwards, managing director and global head of index investment strategy, S&P Dow Jones Indices

Panelists:

  • Patrick Bartholet, portfolio manager, Aviva Investors
  • John Hiatt, vice president, derivatives strategy
  • Yann Le Her, portfolio manager, Hellebore Capital
  • Oyetola Oyeleye, volatility portfolio manager, Fulcrum Asset Management
10:20 am

From Local To Global: New Tools For Understanding Derivatives Strategies

Olivier Daviaud, senior quantitative strategist, quantitative and derivatives strategy team, JPMorgan

Lorenzo Ravagli, head of European FX vol strategy research, JPMorgan

 

10:45 am

Networking Coffee Break sponsored by MIAX

11:15 am

Opportunities In Volatility Investing

Moderator: Robert McGlinchey, managing director and co-founder, EQDerivatives

Panelists:

  • Alex Chatfield, trader, Optiver
  • Hassan Malongo, volatility portfolio manager, Amundi
  • Alexis Maubourguet, lead portfolio manager, Lombard Odier Investment Managers
  • Markku Juhani Vartiainen, chief portfolio manager, Danske Bank Asset Management
12:05 pm

Fireside Chat: The Evolution In ESG Derivatives

Moderator: Laurent Poirot, executive director, equities, SGX Group

  • Russell Rhoads, head of research, EQDerivatives
  • Despina Xanthopoulou, director of business development and sustainability, Lynx Asset Managemen
12:30 pm

Networking Lunch sponsored by Citadel Securities

1:35 pm

From QE To QT — Strategies For A Tightening World

Sandrine Ungari, head of cross asset quantitative research, Société Générale

1:55 pm

Investor Perspective: From QE To QT — Strategies For A Tightening World

Julio Delgado, chief investment strategist, American Red Cross

Andrew Lapthorne, global head of quantitative research, Société Générale

2:20 pm

Networking Coffee Break sponsored by Deutsche Bank

2:45 pm

Multi Asset And The Increasing Need For Diversification

Moderator: Rob Hocking, SVP, global head of product development and Cboe labs, Cboe

Panelists:

  • Didier Anthamatten, multi asset portfolio manager, Credit Suisse
  • Eddie Cheng, head of international portfolio management, systematic edge multi-asset, Allspring Global Investments
  • Tine Choi Danielsen, chief strategist and senior director, head of multi assets, PFA
  • Florian Ielpo, head of macro and multi asset portfolio manager, Lombard Odier Investment Managers
3:40 pm

European Equity Volatility Trading Outlook

Bertrand Marchal, head of index exotics EMEA, JPMorgan

Matthew Riley, equity and index sales, EMEA, Eurex

4:00 pm

Day Two Concludes

8:00 am

The Socially Responsible Investing Workshop

Attendance to the workshop is limited to institutional investors only.

8:00 am

Registration Opens

8:25 am

Welcome Remarks

Kathrine Fiksdal, senior manager, content and investor relations, EQDerivatives

8:30 am

AP7’s Approach To Sustainable Investing

Carl Fredrik Pollack, head of sustainable investing, AP7

9:00 am

ESG Derivatives In Tomorrow’s Market

  • Maya Beyhan, senior director, ESG specialist, index investment strategy, S&P Dow Jones Indices
  • Magnus Linder, head of derivatives trading, Swedbank Robur
  • Paul Woolman, global head of equity products, CME Group
9:40 am

The Role Of Financial Institutions In Supporting The Growth Of Carbon Markets

Robin Green, chief product officer, Carbonplace

Rebecca Idell, global markets sustainable finance and sustainability structuring, UBS

10:10 am

Church Commissioners Updated Approach To Responsible Investment

Bess Joffe, head of responsible investments, Church Commissioners For England

10:40 am

Roundtable Discussion

At curated table discussions, institutional investor peers will tackle topics raised during the panel and presentation, exchange opinions and address questions raised in advance of the event. Each table has a discussion leader.

11:10 am

Networking Coffee Break

11:35 am

ESG Investing And Analysis: A Practitioner's Guide

Christian Kjaer, senior vice president, ATP

12:15 pm

The Voice Of The Asset Owner – ESG Investing

Robert Edwards, director of product management, Morningstar Indexes

12:40 pm

2023 Outlook - The Future Of Socially Responsible Investing

Moderator: Kathrine Fiksdal, senior manager, content and investor relations, EQDerivatives

Panelists: 

  • Bess Joffe, head of responsible investments, Church Commissioners For England
  • Olivier Rousseau, executive director, Fonds de Réserve pour le Retraites (FRR)
  • Antti Suhonen, senior advisor, MJ Hudson
1:30 pm

Europe EQD 2023 Concludes

Europe EQD 2023

Barcelona, Spain
–
EQDEurope2023
–

Europe EQD is the largest multi-asset, volatility, ESG and cross-asset systematic investing forum for institutional investors. The 7th annual Europe EQD event will feature exclusive presentations and panel discussions from leading researchers and practitioners in the systematic space across asset classes as well as provide a variety of opportunities for meetings, networking and roundtables.

On day one and two, speakers and panelists will present case studies covering multi-asset investing, volatility, fixed income, global macro as well as traditional alternatives such as commodities. 

On day three, the Socially Responsible Investing Workshop will cover the latest approaches in sustainable investing and systematic ESG. Attendees will hear case studies covering ESG implementation across asset classes, how responsible investing can add value, as well as challenges around data, monitoring, reporting, dialogue and implementation. Attendance to the workshop is limited to institutional investors only. 

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