Giovanni is Senior Advisor with Astarte Capital Partners, a specialist co-investment platform with a focus on the real assets space. Previously he was a Director and Senior Strategy Advisor to Auriel Capital, an ESG-focused investment boutique.
Giovanni was the Founder and Chief Executive Officer of FGS Capital, a quantitative alternative asset management boutique managing systematic, non-directional long/short portfolios. Previously, he was an Associate Director of Hedge Funds at First Quadrant, where he was responsible for covering developed European equity markets and non-US multi asset portfolios.
He was an Associate Director of Real Options Group, Consultant at BARRA International and a research fellow at the University of Bologna in Italy. Giovanni is a CFA Charter Holder and was educated at Bologna University, University of Essex, and London Business School.
Astarte Capital Partners.
Mack is chief executive officer of MillenniumIT, a leading innovative capital markets software business. MillenniumIT’s trading and clearing technology powers over 40 exchanges around the world including the London Stock Exchange, and a range of other trading venues.
Mack has been in the financial technology industry since 1994, first working for one of the largest global vendors of financial markets software, SunGard. He started in the derivatives trading software business and later became President of SunGard Technology Services, where he launched and developed SunGard’s software development and client services operations in Asia, scaling the business to 3,000 employees. Later, he headed the company’s global consulting business, managing over 1,000 consultants worldwide, before being selected to manage SunGard’s overall technology strategy.
In 2014, 2015, and 2016, Mack was identified as one of the top trading technology leaders in the financial services industry by Institutional Investor magazine in their “Trading Technology 40″ feature.
Mack was chosen as a member of the Young Global Leaders, an affiliate of the World Economic Forum. He holds a B.A. from the University of British Columbia and a Master’s from Yale University.
Petter Kolm is the Director of the Mathematics in Finance Masters Program and Clinical Associate Professor at the Courant Institute of Mathematical Sciences, New York University. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group's hedge fund. Petter coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, 2010). He holds a Ph.D. in mathematics from Yale, an M.Phil. in applied mathematics from Royal Institute of Technology, and an M.S. in mathematics from ETH Zurich. Petter is a member of the editorial board of the Journal of Portfolio Management. As a consultant and expert witness, he has provided his services in areas such as algorithmic and quantitative trading strategies, econometrics, forecasting models, portfolio construction methodologies incorporating transaction costs, and risk management procedures.
Courant Instititute of Mathematical Sciences, NYU
Richard Lindsey, PhD is a Managing Partner of Windham Capital Management and Chief Investment Officer for Windham Liquid Alternatives. Previously, he served as the Chief Investment Strategist, Liquid Alternatives for Janus Capital. In this role he developed and co-managed the liquid alternative strategies and was also a member of the Janus Capital Group Global Allocation Committee. Prior to joining Janus in August 2012, Dr. Lindsey was a principal of the Callcott Group, LLC, a quantitative consulting group, where he was responsible for directing research activities and advisory services. For eight years Dr. Lindsey was president of Bear, Stearns Securities Corporation and a member of the Management Committee of The Bear Stearns Companies, Inc. Before joining Bear Stearns, Dr. Lindsey served as the Director of Market Regulation for the U.S. Securities and Exchange Commission and as the Chief Economist of the SEC. He was a finance professor at the Yale School of Management before joining the SEC. Dr. Lindsey has served on several corporate boards including, The Investment Fund for Foundations (TIFF), the Options Clearing Corporation, the International Securities Exchange, and Strike Technologies. Dr. Lindsey has done extensive work in the areas of portfolio construction, risk management, and the trading of securities. He has held the positions of Visiting Academic at the Nikko Research Institute in Tokyo, Japan, and Visiting Economist at the New York Stock Exchange. He holds a Bachelor of Science degree in chemical engineering from Illinois Institute of Technology, an MS in chemical engineering from Berkeley, an MBA from the University of Dallas, and a Ph.D. in finance from the University of California, Berkeley. He is a Fellow of the Courant Institute, the Chairman of the International Association for Quantitative Finance as well as an Executive Vice President of the Quantitative Group for Finance.
Windham Capital Management/Windham Liquid Alternatives
Marcos López de Prado
Marcos López de Prado is the Head of Machine Learning at AQR Capital Management. As Head of Machine Learning, López de Prado focuses on developing machine learning tools and techniques. Before joining AQR, López de Prado founded True Positive Technologies, and worked as a Senior Managing Director at Guggenheim Partners, where he manages several multibillion-dollar internal funds. Over the past 18 years, his work has combined advanced mathematics with supercomputing technologies to deliver billions of dollars in net profits for his investors and firms. A proponent of research by collaboration, Marcos has published with over 30 leading academics, resulting in some of the most read papers in Finance (SSRN), multiple international patent applications on Algorithmic Trading, three textbooks, numerous articles in the top Mathematical Finance journals, etc. He serves on the editorial board of 5 academic journals, including the Journal of Portfolio Management (IIJ), and is the managing editor of Quantum4Quants.org, the first online community dedicated to financial quantum computing.
Since the year 2010, Marcos has also been a Research Fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy’s Office of Science), where he conducts unclassified research in the mathematics of large-scale financial problems and HPC at the Computational Research Department. For the past 6 years he has lectured at Cornell University, where he currently teaches a graduate course in Financial Big Data and Machine Learning at the Operations Research Department.
Marcos is a recipient of the 1999 National Award for Academic Excellence, which the Government of Spain bestows once a year to the best graduate student nationally. He earned a Ph.D. in Financial Economics (2003), and a second Ph.D. in Mathematical Finance (2011) from Complutense University, both "summa cum laude." Between his two doctorates, Marcos was a Postdoctoral Research Fellow of RCC at Harvard University for 3 years, during which he published dozens of articles in JCR-indexed scientific journals. In 2006, he was admitted into American Mensa with a perfect test score. Marcos has an Erdös #2 and an Einstein #4 according to the American Mathematical Society.
Head of Machine Learning, AQR Capital Management
Monique Miller is a Senior Vice President responsible for investment strategy and investment process at Euclidean Capital, a New York based family office that is associated with a large scientific foundation. Prior to joining Euclidean, Ms. Miller was Managing Director and Head of Alternatives Strategy at Wilshire Associates. In this role, Ms. Miller was responsible for the strategic development of the firm’s alternative investment business. Prior to Wilshire, Ms. Miller held several senior positions in the hedge fund industry. She was the Chief Operating Officer at WR Platform Advisors, an investment platform and risk analytics provider for institutional investors. Previously, she was at Caxton Associates, where she held a number of positions in risk management and portfolio management, including launching and overseeing an investment division focused on seeding early stage hedge fund managers.
Ms. Miller published several articles and white papers on financial topics. She has over 25 years of financial industry experience and holds an MBA from New York University in Finance and Economics and a BS in Finance from Syracuse University. She is a member of the Board of Directors of the International Association of Quantitative Finance, a member of the Board of Trustees at the Institute for Pure & Applied Mathematics, an NSF Math Institute at UCLA, and an Advisory Board member at Mobile Asset Holdings Pty Ltd.
Senior Vice President - Head of Investment Strategy, Euclidean Capital
David’s career in the fixed income markets spans over 20 years and consists of buy-side, sell-side and consulting experience.
David is the president of Constellation Advisory, Inc. The firm provides advisory services to institutional clients globally, including investment banks and hedge funds. David’s particular areas of focus are securitized products and derivatives. He also serves an expert in litigation matters.
Previously, David was a partner at Dynamic Credit Partners. He served as senior trader and portfolio manager for its investment vehicles, for which he traded securitized products and derivatives. He also managed Dynamic’s US advisory business, which was successfully sold to Duff & Phelps in late 2010. Following the acquisition, he became a managing director in Duff & Phelps’ Complex Asset Solutions group.
Prior to joining Dynamic Credit, David was strategist at Morgan Stanley, where he focused on CDOs and credit derivatives. He was also a member of the fixed income portfolio strategy group, where he generated relative value trade ideas in the global interest rate markets and investment grade credit.
David was also a strategist at Goldman Sachs, where he was responsible for the pricing, structuring and hedging of complex currency and commodity derivatives.
David currently serves as vice chairman of the International Association for Quantitative Finance (IAQF, formerly the IAFE). He received his M.A. in mathematics, with specialization in the mathematics of finance, from Columbia University and his A.B. in applied mathematics from Harvard University. He is also a CFA charter-holder.
President, Constellation Advisory, Inc.
Vice Chairman, IAQF
Mr. Silberstein is the President and CEO of The Financial Services Information Sharing and Analysis Center (FS-ISAC). Silberstein was formerly the CEO at Sheltered Harbor LLC, which was formed by the financial institutions to advance the cyber security resiliency of the industry. Previously, he was Chief Technology Officer of SunGard Data Systems, a diversified global supplier of financial technology solutions to the industry. Before SunGard, he was Chief Information Officer and head of operations for Chi-X Global, an operator of stock exchanges in Asia and North America. Previously, he was a managing director at Lehman Brothers, where he served as the global head of prime brokerage, and as chief information officer of the firm’s global equities division.
Mr. Silberstein is an adjunct professor at Fordham University’s Gabelli School of Business and a member of the Leadership Council of Rensselaer Lally School of Management. He serves on the Board of Directors of the International Association for Quantitative Finance (IAQF). In addition, he is a Development Partner of Acumen, the social impact fund.
He holds a B.S. in mathematics from Rensselaer Polytechnic Institute.
Harvey J. Stein is head of the Quantitative Risk Analytics Group at Bloomberg, responsible for all quantitative aspects of Bloomberg's risk analysis products. For the last twenty-three years, Dr. Stein has worked at Bloomberg LP, where he built one of the top quantitative finance research and development groups in the industry. His group supplied derivative valuation models for interest rate derivatives, mortgage backed securities, foreign exchange, credit, equities, and commodities, and built Linux clusters to supply these valuations to Bloomberg's customers. Dr. Stein built Bloomberg's business in the area of counterparty credit risk modeling and is currently focusing on regulation and risk modeling.
Dr. Stein is well known in the industry, having published and lectured on mortgage backed security valuation, CVA calculations, interest rate modeling, credit exposure calculations, and regulation. He is in the top 0.5% of authors on the Social Sciences Research Network. He is also the organizer of the IAQF/Thalesians seminar series, which is a popular quantitative finance seminar that has been running monthly since 2012 and has attracted top quants as speakers and as attendees.
Dr. Stein graduated from Worcester Polytechnic Institute in 1982 with a Bachelor's degree in mathematics. After working at Bolt, Beranek and Newman for three years on developing and designing the precursor to the Internet, Dr. Stein went to graduate school at the University of California, Berkeley, where he studied arithmetical geometry while working at Wells Fargo Investment Advisors. He received his PhD in mathematics from Berkeley in 1991. He is a member of the advisory board of the IAQF, an adjunct professor at Columbia University, and a board member of the Rutgers University Mathematical Finance program and of the NYU Enterprise Learning program.
Douglas Summa is a Director in PricewaterhouseCoopers' Financial Services Industry Practice located in New York. He is a member of the firms' Financial Risk Management group. Mr. Summa specializes on valuation and risk measurement issues for financial institutions. Further, he provides consulting services on management and internal controls surrounding capital markets activities. His clients consist primarily of dealers and end-users in complex financial instruments, including commercial banks, investment banks and derivative product companies. Mr. Summa has an M.B.A. in Finance and Accounting from Columbia Business School and a B.A. in Political Science and Columbia College
Hilary Till is a principal of the Chicago-based consulting firm, Premia Research LLC, which designs commodity-oriented investment indices that are calculated and disseminated by S&P Dow Jones Indices. Prior to Premia, Ms. Till was the Chief of Derivatives Strategies at Putnam Investments, and a Quantitative Analyst at the Harvard Management Company. Her academic affiliations include serving as a Research Associate at the EDHEC-Risk Institute (of Nice, France) and as a member of the North American Advisory Board for the London School of Economics. Ms. Till is also a Solich Scholar at the J.P. Morgan Center for Commodities (JPMCC) at the University of Colorado Denver Business School and is the Contributing Editor of the JPMCC’s Global Commodities Research Digest.
In Chicago, Ms. Till is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets and is an Advisory Board Member of the Arditti Center for Risk Management at DePaul University. She also provides seminars (in Chicago) to staff from China’s futures exchanges.
Ms. Till has presented her analyses of the commodity futures markets to the following institutions: the U.S. Commodity Futures Trading Commission, the International Energy Agency, the Bank of Canada, and to the (then) U.K. Financial Services Authority. Ms. Till has a B.A. with General Honors in Statistics from the University of Chicago and an M.Sc. degree in Statistics from the London School of Economics (LSE). She studied at the LSE under a private fellowship administered by the Fulbright Commission.
Premia Research LLC, Chicago
Andrew B. Weisman
Andrew Weisman is Chief Investment Officer, Liquid Alternatives. In this role, Mr. Weisman serves as the firm’s subject-matter expert and thought leader on multi-asset strategies. Mr. Weisman also co-manages Janus’ liquid alternative strategies and is a member of the Janus Capital Group Global Allocation Committee. Mr. Weisman uses proprietary, allocation methodologies to assist clients in combining traditional and non-traditional asset risk premia. Prior to joining the firm in 2012, Mr. Weisman was CEO of WR Platform Advisors, Inc., a technology platform and service provider of managed accounts, risk analytics, and investor reporting for hedge funds. Before that, he was Managing Director and Chief Portfolio Manager for Merrill Lynch's Hedge Fund Development and Management Group. Prior to that he was Chief Investment Officer and Member of the Board of Directors for Nikko International.
Mr. Weisman has published an extensive collection of articles on asset allocation and risk issues related to hedged portfolios. His research awards include the Bernstein Fabozzi/Jacobs Levy Award for Outstanding Article published in The Journal of Portfolio Management in 2002 and the 2003 GAIM Research Paper of the Year.
He has a bachelor's degree from Columbia College, a master's in international affairs from Columbia and was awarded a doctoral fellowship to Columbia University's Graduate School of Business, where he completed all coursework and comprehensive exams toward a PhD. He has over 26 years of experience in portfolio construction and risk management, particularly in alternative asset strategies. He serves on the board of the International Association for Quantitative Finance, the Editorial Advisory Board of the Journal of Portfolio Management, and as Treasurer of the Society of Columbia Graduates.
Windham Liquid Alternatives
Tanya Styblo Beder, Director Emeritus
Tanya Beder is currently Chairman of SBCC in New York and SBCC Group in California. SBCC, founded in 1987, has a broad base of fintech, bank, broker dealer, asset management, family office, financial services, corporate and other clients. SBCC for over 30 years has played a central role in the implementation of trading strategies, risk management, governance, derivatives, and structured securities to seize opportunity and to address problems, including via forensic analysis and litigation support. Since 2010 the firm also has focused on the adoption of artificial intelligence, machine learning, algorithmic trading and blockchain and the integration of fintech into traditional finance. In academia she holds the appointment Lecturer at Public Policy at Stanford University (previously Lecturer at Law) where she teaches a graduate course, “The Future of Finance” that discusses the integration of fintech into traditional finance and includes the study of ETFs, cryptocurrencies and financial warfare.
Previously she held two senior positions in the hedge fund industry. She was CEO of Tribeca Global Management LLC, a $3 billion dollar multi-strategy hedge fund located in Singapore, London and New York that traded across global equities, fixed income, currencies, commodities, credit, convertibles, merger arbitrage and distressed debt. She was Managing Director of Caxton Associates LLC, a $10 billion fund located in New York. Prior to her senior roles in the hedge fund industry, Ms. Beder founded Capital Market Risk Advisors and SBCC and was a Vice President of The First Boston Corporation (now Credit Suisse), focusing in her early career on mergers and acquisitions in London and then on mortgage-backed securities, derivatives trading, and fixed income research in New York.
Ms. Beder is on the Board of Directors of two public companies, CYS Investments and Nabors Industries, and one private complex, American Century Mutual Funds. She was appointed to the Presidents’ Circle of the National Academies after serving 6 years at the National Academy of Sciences on the Board of Mathematics and their Applications. She is an Appointed Fellow of the International Center for Finance at Yale, NYU Courant’s Mathematical Finance Advisory Board and a Trustee of the Institute of Pure and Applied Mathematics, a National Science Foundation Math Institute at UCLA. She is Director Emeritus of the Board of Directors of the IAQF and from 1998 through 2003 was Chairman of the Board of the IAFE, the predecessor to IAQF.
Euromoney has named Ms. Beder as one of the top 50 women in finance around the world and The Hedgefund Journal has named her one of the 50 leading women in hedge funds. During her tenure as CEO of Tribeca, Absolute Return awarded her the prestigious Institutional Investment Manager of the Year Award.
Ms. Beder has appeared as an expert before the United States Congressional Subcommittee on Telecommunications and Finance regarding derivatives and leverage, the Organization for Economic Cooperation and Development regarding risk in the global financial landscape, IOSCO regarding valuations, the U.S. Senate Special Committee regarding the Year 2000 Technology Problem and the World Bank and IMF regarding private equity and hedge funds.
Ms. Beder’s Financial Engineering: The Evolution of a Profession (with co-editor Cara Marshall) will be published by Wiley in the Spring of 2011. Ms. Beder was an author of the Risk Standards for Institutional Investors and Institutional Investment Managers and has written numerous articles in the financial area that have been published by The Journal of Portfolio Management, The Financial Analysts Journal, The Harvard Business Review, The Journal of Financial Engineering, Probus Publishing, John Wiley & Sons, and Simon & Schuster. Previously she taught numerous courses on the adjunct faculty of Yale University’s School of Management, Columbia University’s Graduate School of Business and Financial Engineering, and the New York Institute of Finance.
Ms. Beder holds an M.B.A. in finance from Harvard University and a B.A. in mathematics from Yale University.
Stephen Figlewski, Director Emeritus
Stephen Figlewski is a Professor of Finance at the New York University Leonard N. Stern School of Business, where he has been since 1976. He holds a B.A. in Economics from Princeton University and a Ph.D in Economics from the Massachusetts Institute of Technology. He has published extensively in academic journals, especially in the area of financial futures and options. He is the founding Editor of The Journal of Derivatives and he also edits the Financial Economics Network's two "Derivatives" series published over the Internet. He is the director of the NASDAQ OMX Derivatives Research Project, which is a research initiative at the Stern School to support applied and theoretical research on derivatives and to promote intellectual interchange between academics and practitioners in derivatives, risk management, and financial engineering.
Professor Figlewski has also worked on Wall Street, most recently at Citigroup, where he worked on margin setting for credit-sensitive securities. Previously, he spent a year at the First Boston Corporation, in charge of research on equity derivative products, and was at one time a member of the New York Futures Exchange and a Competitive Options Trader at the New York Stock Exchange.
New York University, Stern School of Business
Leslie Rahl, Director Emeritus
Leslie Rahl is the Founder and Managing Partner of Capital Market Risk Advisors (CMRA), the pre-eminent risk management firm providing consulting and litigation support services to major US and international financial services companies and institutional investors. She has advised numerous hedge funds, funds of funds, asset management companies, derivatives companies, investment and commercial banks, insurance companies, public pension funds, and other market participants on a wide variety of risk management, governance and compliance-related issues, including developing and implementing risk management, hedging, valuation and compliance policies and procedures, reviewing and advising on appropriate risk governance, benchmarking existing programs against industry best practices, advising clients in complex trading strategies, including options and other derivatives. She has also provided expert services in connection with a number of investigations and litigations involving various securities, commodities and derivatives-related matters. Prior to founding CMRA, Ms. Rahl spent 19 years at Citibank, including nine years as co-head of Citibank’s Derivatives Group in North America. She launched its caps and collars business in 1983 as an extension of the proprietary options arbitrage portfolio she ran and was a pioneer in the development of the swaps and derivatives business.
As a pioneer in the derivatives and structured finance businesses and a long-time advisor to all types of financial services companies, Ms. Rahl has a unique cross-industry perspective. Ms. Rahl is the author of Hedge Fund Risk Transparency: Unravelling the Complex and Controversial Debate, published in March 2003 by Risk Books, and the editor of Risk Budgeting: A New Approach to Investing, published in November 2000 by Risk Books. Her articles have appeared in a wide range of publications. She is a regular speaker at conferences and symposia and frequently quoted in the press.
Ms. Rahl was named one of the 100 Most Influential People in Finance by Treasury and Risk magazine in June 2010, one of the Top 50 Women in Finance by Euromoney in 1997, and was profiled in both the fifth and tenth anniversary issues of Risk Magazine. She was listed in “Who’s Who in Derivatives” by Risk Magazine and was profiled in Fortune’s “On the Rise“ and Institutional Investor’s “The Next Generation of Financial Leaders.”
Ms. Rahl is on the Board of Directors of the Canadian Imperial Bank of Commerce (CIBC), and the International Association of Financial Engineers (IAFE). She is a member of the hedge fund committee of the Alternative Investment Management Association (AIMA). She was a Director of the International Swaps Dealers Association (ISDA) for five years, chaired the IAFE’s Investor Risk Committee (IRC), and is a former Director of Fannie Mae the MIT Investment Management Company and the New York State Common Retirement Board.
Capital Market Risk Advisors