2016 RMC Europe Speakers
Managing Director, Global Head of Flow Strategy & Solutions, Financial Engineering, SG CIB
Kokou Agbo-Bloua leads a global team of 20 financial engineers focused on the generation of differentiated trade ideas, unique implementations and hedging solutions across asset classes for hedge funds, global macro, asset managers and pension funds. Kokou joined SG CIB in 2014 and was most recently Head of Equity & Derivative Strategy Europe at BNPP in London for 4 years, where he was responsible for European fundamental equitystrategy, derivatives parameters, global cross-asset themes and convertible bonds strategy. He was team leader of five senior strategists ranked #1 for idea generation by Greenwich survey & Derivatives Intelligence. Prior to this, he started his career on the trading side: Executive Director at JP Morgan from 2009-2010 and from 2000 to 2008 he was a portfolio manager at Goldman Sachs Principal Strategies (GSPS). He managed directional long/short, convertible bonds and volatility portfolios across asset classes. Born in Togo and educated in China, where he spent 12 years of his life, Kokou Agbo-Bloua graduated with an MSc in Management from HEC School of Management in Paris in 2002, and completed his post-graduate studies in Finance at the Anderson School of Management at UCLA. He is frequently quoted in the financial press and is a regular guest speaker on the BBC,Bloomberg and CNBC.
Head of UBS America Equity Derivatives Strategy
Rebecca joined UBS in May 2014 as the Head of Americas Equity Derivatives Strategy where the team is responsible for publishing trade ideas across asset classes and capital structures using a wide range of products from delta-one implementations, listed options to structured products. Ms. Cheong is also responsible for advising UBS clients and institutional investors on derivatives overlay to fine tune the risk-reward distribution of their portfolios, both tactical and systematic. In particular, Ms. Cheong specializes in cross-asset hedging, dislocations, market signals and positioning analysis.
Prior to UBS, Ms. Cheong was the Director of Quantitative Research at Balestra Capital, a
global macro hedge fund, where she served as a member of their investment committee.
Her team was responsible for designing quant models and generating tactical ideas across
asset classes, as well as optimizing derivatives & hedging implementations. Prior to Balestra Capital, Ms. Cheong was a Managing Director and the Head of US Advisory in the Global Equity Flow Division at Société Generale.
Prior to joining Société Generale, Ms. Cheong worked at Goldman Sachs for over 14 years,
where she was most recently Co-Head of the Equity Derivatives Strategy team. She began
her career at Goldman Sachs as a derivatives trader.
Ms. Cheong received Bachelor of Arts degrees in both Computer Science and Economics
from Wellesley College where she graduated magna cum laude in three years. She also
holds a Master of Science in Financial Engineering from the New York University’s Stern
School of Business. She is also a CFA.
Managing Partner, Artemis Capital Management
Christopher R. Cole is the founder of Artemis Capital Management LP and the portfolio manager of the Artemis Vega Fund LP. Mr. Cole’s core focus is systematic, quantitative, and behavioral based trading of exchange-traded volatility futures and options. His decision to form a fund came after achieving proprietary returns during the 2008 financial crash trading volatility futures. His research letters and volatility commentaries have been widely quoted by publications such as the Financial Times, Bloomberg, the Economist (Economic Intelligence Unit), Grant’s Interest Rate Observer, International Financing Review, CFA Magazine, and Forbes. He previously worked in capital markets and investment banking at Merrill Lynch. During his career in investment banking and pension consulting he structured over $10 billion in derivatives and debt transactions for many high profile issuers. Mr. Cole holds the Chartered Financial Analyst designation, is an associate member of the NFA, and graduated Magna Cum Laude from the University of Southern California.
Portfolio Manager, Fulcrum Asset Management
Stephen is a portfolio manager at Fulcrum Asset Management. He is actively involved in the design and implementation of systematic multi asset risk premia strategies, portfolio tail risk mitigation and generation of alpha in discretionary multi asset portfolios. Prior to joining Fulcrum, Stephen spent 20 years at F&C, managing a derivative focused hedge fund for a decade, along with a range of structured, income and targeted return funds. Stephen holds a Masters in Engineering degree from Oxford University and a Masters in Finance from London Business School.
Senior Vice President, Portfolio Management & Structuring, Assenagon Asset Management
Daniel Danon is Portfolio Manager at Assenagon. He is responsible for volatility related
Absolute Return products. Prior to this, he was an equity derivatives trader at Credit Suisse
within the Global Arbitrage Trading (GAT) unit where he was primarily focusing on developing systematic arbitrage strategies on implied volatilities on equities. In 2005 he started his career at Commerzbank AG where he was an equity derivatives trader for index plain vanillas and structured products. He holds an Engineering Diploma, Master of Science degrees in physics and financial engineering.
Head of European Equity Derivatives Research, Bank of America Merrill Lynch
Abhinandan Deb is Head of EMEA equity derivatives research and quantitative investment
strategies at Bank of America Merrill Lynch, with 11+years’ experience in equity derivatives. His research areas and expertise include volatility as an asset class, dividends, correlation, hedging or alpha generation using derivatives, cross asset analysis, risk factors and quantitative strategy development. Previously, he worked at Barclays as a vice president in equity derivatives research. Deb has a BSc (Hons) in Physics from the University of Delhi, a BA in Computation from the University of Oxford and an MSc in Advanced Computing from Imperial College, London.
Head of Systematic Strategy Research, LMR Partners
Jared Dubin leads the systematic trading group at LMR Partners, a global investment
manager with $2.3 billion under management. His team is dedicated to the research and
implementation of equity statistical arbitrage and event driven strategies.
Prior to joining LMR, Mr. Dubin worked as a Research Analyst in the quantitative trading
division of SAC Capital. He previously held roles at WorldQuant and Citadel Investment
Mr. Dubin holds a B.S. in Electrical and Computer Engineering from Carnegie Mellon
Executive Vice President, Financial Risk Management, OCC
John Fennell is Executive Vice President, Financial Risk Management of OCC. OCC is the
world’s largest equity derivatives clearing organization and the foundation for secure markets.
Mr. Fennell is responsible for Financial Risk Management, which includes market, credit and liquidity risk, default management, customer margin methodologies and model development. Since joining OCC in 1993, the vast majority of his career has been spent in the firm’s Risk Management Department, where most recently Mr. Fennell served as Senior Vice President, Risk Management & Treasury Operations, overseeing Financial Risk Management and custodial operations related to all margin and clearing fund securities deposits with OCC. Mr. Fennell currently serves on the Executive Committee of CCP12, as an Affiliate Member with IOSCO and is active on the SIFMA Credit and Margin Committee as well as other industry margin and risk management committees.
Mr. Fennell graduated with an M.B.A. in Finance from DePaul University and a B.S. from
Northern Illinois University. Mr. Fennell completed the Certified Regulatory and Compliance
Professional program at the FINRA Institute at the Wharton School of the University of
Rocky Fishman, CFA
Equity Derivatives Strategy, Deutsche Bank Securities Inc.
Rocky Fishman is a Director and Equity Derivatives Strategist with Deutsche Bank, which
he joined in 2009. He and the rest of the New York-based team cover US equity option
markets for investors around the world. His research focuses on index option and volatility
products, including VIX derivatives, VXX options, international equity ETF options, and crossasset hybrid options. He writes DB’s recurring Derivatives Dashboard publication. Rocky is frequently quoted in the financial press and has made several radio appearances. Rocky has an MBA from Columbia Business School, an MS in Computer Science from Harvard University, and a BA in Computer Science from Harvard University. He is a CFA charterholder and regular guest lecturer at Columbia Business School. Prior to his MBA, Rocky worked in various roles on the buy side, where he worked with credit, rates, and equity markets. Rocky lives in Manhattan with his wife and four children.
Co-Founder and CIO, Granite M.S.A LTD
Born in Israel, Uri holds a B.S. in Economics from Penn State University (U.S.A), and an M.B.A in Finance from Bar Ilan University (Israel). While living in the U.S., Uri worked as a market maker in listed U.S. Equity and Index Options at Bear Wagner (subsidiary of Bear Stearns) from 2000-2004. After moving back to Israel in 2004, Uri was the head of the trading desk at Granite Financial Instruments (One of Israel’s leading options trading firms), and a proprietary options trader in Israeli Index options. In 2013, Uri co-founded Granite Alphen Capital Fund, a systematic volatility Hedge Fund that trades primarily in short dated index options in the U.S. and Europe. Uri acts as a Director and CIO of the Fund.
Head of Derivatives Strategy, Susquehanna
Stacey Gilbert heads Susquehanna Financial Group, LLP’s Derivative Strategy Team. Her
team works together to provide market commentary, actionable ideas and trading strategies
driven by catalyst events, noteworthy trades in option and ETF products or the analysis of
price distributions and volatility as implied by the options market. Throughout her tenure at
SIG, Ms. Gilbert has held several senior trading roles on the trading desk and the American
Stock Exchange trading both options and ETFs. In addition to her trading roles, Ms. Gilbert
managed SIG’s Education Department, where she was responsible for teaching SIG’s
Assistant Traders the principles of trading before becoming traders for the firm. Ms. Gilbert
has regular appearances on CNBC to provide options and ETF commentary and is quoted in WSJ, Barron’s and other financial publications. Ms. Gilbert joined Susquehanna in 1997 and received her B.A. in Mathematics and a minor in Economics from Dartmouth College. Ms. Gilbert is based in SIG’s headquarters in Bala Cynwyd, PA.
Vice President, Barclays
Dhvani Gupta is a Vice President at Barclays, and works in the cross-asset Quantitative
Indices and Strategies team. She is mainly responsible for the design and implementation of systematic strategies. She has had particular focus on equity volatility strategies – including strategies to capture the volatility risk premia and hedging strategies.
Dhvani has a Bachelor’s degree in Chemical Engineering from IIT Delhi and a Master’s in
Business Administration from IIM Admedabad.
President and Chief Investment Officer, DGV Solutions
Jon Havice founded DGV Solutions in 2014. Prior to founding DGV, Jon was a Principal and Chief Investment Officer at Slocum, an institutional investment consulting firm. During his time at Slocum, the business grew from 80 clients and $80 billion under advisement to 130 clients with approximately $123 billion under advisement. He was responsible for setting the macro view of the firm, managing the OCIO business, asset allocation, manager selection and tactical trading recommendations.
Mr. Havice joined Slocum after nearly seven years with Interlachen Capital Group, which
he co-founded and served as Managing Partner. Interlachen managed a flagship global
multi-strategy hedge fund with assets over $1 billion as well as opportunistic funds. Before
founding Interlachen, Mr. Havice was a Portfolio Manager at EBF and Associates, a $3+ billion global multi-strategy alternative asset manager.
Mr. Havice began his investing career as an options trader on the Philadelphia Stock
Exchange and the Chicago Mercantile Exchange with O’Connor and Associates. Moving to
London in 1995, he managed currency derivative portfolios for Swiss Bank Corp/UBS. He
earned a BSE in Materials Science and Engineering from the University of Pennsylvania.
Mr. Havice is a member of the Investment Committee for the Harry and Jeanette Weinberg
Foundation based in Baltimore, Maryland. The sole purpose of the foundation is to assist
low-income and vulnerable individuals and families through non-profit grants to direct-service providers and programs.
Roy Hoevenaars, PhD.
Portfolio Manager, Blenheim Capital Management B.V.
Roy is Portfolio Manager and member of the Allocation Committee at Blenheim Capital
Management B.V. He focuses on the systematic investment strategies and volatility trading and has extensive expertise in asset allocation. Before joining Blenheim in 2012, Roy worked at APG Pension Management Company (formerly ABP) in Amsterdam, The Netherlands for more than ten years. In his last role at APG, Roy was a Senior Portfolio Manager of the GTAA fund, where he developed the cross-asset systematic absolute return strategies. He also focused on volatility and correlation markets. Prior to that, Roy held several roles within APG in fields of asset allocation, asset liability management, hedge funds, and quantitative equity strategies.
Roy held academic positions at Maastricht University, where he also obtained a PhD in
Financial Econometrics in the field of Strategic Asset Allocation and an MSc degree in
Econometrics and Operations Research. Roy is a lecturer in derivatives and asset allocation at post-graduate courses. He has published book chapters and articles in refereed international journals on various topics including asset allocation.
Michael Holliger, CFA
Senior Portfolio Manager, Swiss Life Asset Management AG
Michael Holliger is Senior Equity Portfolio Manager at Swiss Life Asset Management (AUM
of USD 200 bn) – the asset manager of Swiss Life insurance. Michael is responsible for
proposing and implementing equity derivatives structures that help Swiss Life to protect
the portfolio against losses while maintaining an adequate upside. Since 3 years, the Swiss
Solvency Test (SST – a Swiss version of Solvency II) is live and therefore the derivatives
structures should help to reduce the capital consumption of the equity investments under the SST. As the assets managed are on the balance sheet of Swiss Life, the investment approach has to take into account the liability structure as well.
Furthermore, Michael is part of the investment committee. In that role, Michael proposes and then also implements tactical trades in the equity as well as in the volatility universe.
Since two years, Michael is also responsible for setting up hedges for the corporate bond
portfolio. This is currently done with CDS indices as well as CDS options. However, going
forward the goal is to additionally use equity volatility products (such as VIX options) to hedge the risk from widening credit spreads.
Previously, Michael worked as a macro economist at Swiss Life and at the Swiss National
Michael holds a master’s degree in economics and finance from the University of St. Gallen (HSG). Michael is a CFA charter holder.
Portfolio Manager & Head of Volatility Strategies, AQR Capital Management
Roni oversees AQR’s volatility trading strategies and the management of related portfolios.
Prior to AQR, he was a research analyst in the quantitative equities strategies group at
Lehman Brothers. He shared the Graham & Dodd Award for the paper “International
Diversification Works (Eventually)” published in Financial Analysts Journal. Roni earned a B.S. in mechanical engineering from Georgia Institute of Technology, an M.S. in mathematical risk management from Georgia State University, and an M.S. in finance and a Ph.D. in financial economics from Carnegie Mellon University.
Neale has 14 years of experience in the financial markets.
Neale joined the 36 South team in July 2013. His previous role was Head of Equities at
OMF Financial in New Zealand. He has been also a freelance researcher and published his
investment ideas in “Quantitative Musing”; a freelance options-focused report that explored
micro- and macro-economic fundamentals. Before embarking on his career in the financial
markets, Neale was a math teacher.
Managing Director Investments, PGGM Institutional Business
Chris Limbach is the Managing Director Investments at PGGM Institutional Business. PGGM is a leading Dutch pension manager with its roots in the healthcare and social work sector that manages € 200 billion of assets for six pension fund clients. Chris is responsible for the Strategic Asset Allocation advice and the Fiduciary Advice that covers the implementation and monitoring of the clients’ investment policies. Preceding his current role he served consecutively as Head of the Quantitative Strategies team, as the advisor to the CEO of PGGM Investment Management (IM) and ad interim as the Chief Operating Officer of PGGM IM for the change of the business. He began his career as a derivatives trader at Optiver, a Dutch proprietary trading firm, in Amsterdam and later in Chicago. Chris studied Fluid Dynamics at the faculty of Civil Engineering at Delft University and earned his MBA from the University of Chicago Booth School of Business.
Patrick A. Luongo
Head of AES Options Sales, Credit Suisse
Mr. Luongo is a Director at Credit Suisse and is Head of Options Sales in the US for
Advanced Execution Services (AES). In this role he focuses on delivering the Firm’s options algorithmic trading strategies to clients. He has over 22 years of experience in the listed equity options sales and trading markets.
Prior to joining Credit Suisse, Mr. Luongo was Head of Electronic Options Sales at Bloomberg Tradebook and was responsible for implementation, sales and development for electronic options execution. Prior to Bloomberg, Mr. Luongo was an options specialist and market maker on the American Stock Exchange with TFM Investment Group which was acquired by Goldman Sachs (SLK-Hull Derivatives).
Mr. Luongo is a graduate from the University of Scranton, Scranton, PA with a degree in
Head of DB Pensions, Redington Ltd.
Dan heads Redington’s DB Pensions business, having joined the firm in 2012. In this role Dan is responsible for overseeing and steering a business that provides investment advice to DB schemes, on both a retained and project basis, with over £350bn in total assets and pay the pensions of nearly a million underlying members. Dan’s focus is growing Redington’s market share in this area, with the end goal of helping more members reach financial security in retirement.
As a member of Redington’s investment committee Dan also has joint oversight for the
investment strategy process, from investment modelling assumptions to fund manager
recommendations. Dan is also the editor of Redington’s recently-formed research institute:
The Redington Ampersand Institute.
Previously Dan held derivatives-trading focused roles at Deutsche Bank in Sydney, Macquarie bank and a macro hedge fund. Dan began his career in the Investment Consulting business within Mercer in London, where he qualified as a Fellow of the Institute of Actuaries in 2007, and where he became a member of the Financial Strategy Group. Dan holds a BA (Hons) in Mathematics from the University of Cambridge.
Vice President, Institutional Business Development, CBOE
Mr. Matthew Moran is vice president of business development for the Chicago Board Options Exchange (CBOE), and he works with pension funds, mutual funds, and other institutional investors. Previously, he was trust counsel at Harris Bank and vice president at Chicago Mercantile Exchange. He is an associate editor of two Institutional Investor publications -- The Journal of Trading and The Journal of Index Investing. Mr. Moran holds JD and MBA degrees from the University of Illinois.
Trung-Tu Nguyen, PhD
Portfolio Manager, Directional Strategies, Capital Fund Management
Dr. Nguyen is Directional Volatility Portfolio Manager at Capital Fund Management; he has
also been managing the Risk Premia portfolio of the ISDiversified program since 2014. He
is responsible for production and the development of automated trading systems for macro
He joined CFM in January 2010 to conduct research on alpha strategies on futures and
options. His applied research also includes long-term prediction of derivative prices, and
option portfolio management. His recent academic works focus on risk premium strategies
and the relationship between trend-following and volatility trading.
Prior to joining CFM, Dr. Nguyen was a senior consultant on Risk Management at Aon Global Risk Consulting. He holds a PhD in Statistical Mathematics from the Université Paris Diderot. He also holds a Master in Probability from the Université Pierre & Marie Curie in Paris. He graduated from Ecole Polytechnique – France.
Partner, Global Head of Research and Consulting, TABB Group
Andy Nybo, a Partner and Global Head of Research and Consulting at TABB Group, has more than 25 years’ experience in research and technology in global capital markets. He joined TABB Group in August 2006 and is responsible for managing TABB’s global research and consulting activities. Andy focuses on listed and OTC securities markets, examining how regulation, technology and shifting investor behaviors are impacting global market structure.
Andy is a member of the Board of Governors of the Security Traders Association and is
Chairman of its Listed Options Committee. He also has been a Board Member of the
Carolina Securities Traders Association since 2012.
Founder and Partner, Principalium Capital AG
Principalium Capital AG is an investment management company focusing on the management of implied volatility driven strategies.
Alex Orus has devoted the last 20 years in the asset management industry focusing a wide range of asset classes such as equities, fixed income, non-Previously, Mr. Orus founded Blue Diamond Asset Management AG where he was the CIO & Managing Partner. At Blue Diamond he established several investment strategies in the areas of momentum (CTA), fundamental valuation (Global Macro) and an implied volatility (VIX). Prior to establishing Blue Diamond in December 2009, he was Managing Director of GMO in Europe, where his duties included developing and delivering a broad range of innovative investment strategies to European and Middle Eastern institutional investors. Mr. Orus was Managing Director of State Street Global Advisors AG, Switzerland, where he successfully introduced and supported a suite of global and domestic equity and fixed income index funds specifically designed to meet the needs of Swiss investors. In addition to his asset management experience, Mr. Orus has substantial experience in the integration of information technology and financial markets, gained when he was a senior consultant at Andersen Consulting AG (Accenture), Zurich, Switzerland. B.A. in Economics from the University of Connecticut, USA.
Edward L. Provost
President and Chief Operating Officer, CBOE
Edward L. Provost is the President and Chief Operating Officer (COO) of CBOE Holdings,
Inc., Chicago Board Options Exchange (CBOE) and C2 Options Exchange (C2). He also serves as the President of the CBOE Futures Exchange (CFE). Provost assumed these roles in May 2013, after heading CBOE’s business development efforts for 12 years, a period during which CBOE trading volume tripled.
As Executive Vice President and Chief Business Development Officer, Provost oversaw an
expanded Business Development group, including Institutional, Retail, International and
Internet Marketing, Trading Operations, Business Analysis and Market Data Sales.
He also spent 10 years in CBOE’s Regulatory Division and headed the exchange’s Operations Planning Division for 15 years, rising through the ranks before taking over the business development area.
He sits on the Governing Board of the Illinois Council on Economic Education (ICEE), an
affiliate of the New York-based Council for Economic Education, and is active in church and community affairs.
Provost holds a bachelor’s degree from Loyola University of Chicago and an MBA from the
University of Chicago Graduate School of Business.
Portfolio Manager, Henderson Global Investors
Mark is a portfolio manager in the Diversified Alternatives group at Henderson Global
Investors, London. He works primarily on systematic liquidity risk-premium trades in the
fixed-income space, together with various carry, relative-value and alternative risk-transfer
style trades in the equity-volatility space.
Before joining Henderson, Mark was an equity derivatives research analyst at Deutsche
Bank in London. Prior to this he worked in academia, completing masters and doctoral level
degrees in scientific computing at the University of Oxford.
Steven M. Sears
Senior Editor and Columnist, Barron's and Barrons.com
Steven M. Sears is a Senior Editor and Columnist with Barron's and Barrons.com. He writes The Striking Price and Striking Price Daily columns. Mr. Sears is the author of The Indomitable Investor: Why a Few Succeed in the Stock Market When Everyone Else Fails. He previously reported for Dow Jones Newswires and The Wall Street Journal. He has reported upon most major modern financial events, including the Asian Contagion, the bursting of the Internet Bubble, the Credit Crisis, and Europe's sovereign debt crisis. He also was part of exchange executive teams that modernized the U.S. options market, and introduced electronic trading. He is a member of the Economic Club of New York.
Edmund Shing, PhD
Global Head of Equity Derivative Strategy, BNP Paribas
Edmund Shing re-joined BNP Paribas as Global Head of Equity Derivative Strategy in
September 2015, having previously worked at BNP from 2007 to 2009. He has latterly
enjoyed a variety of roles, including as a global fund manager at BCS Asset Management,
as an investment strategist at S&P/Dow Jones Indices and before that as Head of European Equity Strategy at Barclays Capital.
Edmund has recently published a book about investing strategies for retail investors, “The
Idle Investor”, and appears regularly on media such as CNBC, Bloomberg TV, Reuters and Sky News. He is also a guest columnist for the International Business Times. He holds a PhD in Artificial Intelligence from the University of Birmingham.
Chakradhar Singh, CFA, CQF, FRM, CAIA
Principal and Risk Manager, Apollo Management International LLP
Mr. Chakradhar Singh joined Apollo in 2016 in AAME and is responsible for Risk Management. Prior to that time, Chakradhar was a director in the Hedging Group at Fidelity and Guaranty Life Services from June, 2014 to February 2016. Prior to that, Chakradhar was a Portfolio Manager in the Hedging Group at Athene Investors from December 2005 to June 2014.
Chakradhar Singh holds a CFA, FRM, CAIA, and CQF. Chakradhar Singh graduated from Booth School of Business, Chicago with a MBA degree in Quant Finance and received his B.Tech from Indian Institute of Kanpur.
William M. Speth
Vice President, Research and Product Development, CBOE
William (Bill) Speth is Vice President of Research & Product Development at the Chicago
Board Options Exchange, where he has been employed since 1995. Bill joined CBOE after a 13-year career as an options market maker trading index options at CBOE and grain options at the Chicago Board of Trade.
Bill leads a team that is responsible for the design of new financial products for CBOE and
the CBOE Futures Exchange (CFE). He has worked extensively to develop and support
VIX futures and options as well as CBOE’s other volatility and equity index products. Bill
oversees CBOE’s Custom Index business, which creates and maintains CBOE’s strategy
benchmark indexes, and implements customized index solutions for investment banks,
mutual fund companies and other clients.
Bill has been a member of the World Federation of Exchanges (WFE) Statistics Advisory
Group since 2004. He holds a MS in Electrical Engineering from the University of Rochester and a BS in Physics from LeMoyne College.
Senior Director, Strategy Indices
Vinit Srivastava is senior director, strategy and volatility indices, at S&P Dow Jones Indices, focusing on alternative beta strategies including factor-based indices, dividends and volatility, as well as quantitative, thematic, and asset-allocation strategies. In his role, Vinit works closely with the sales, marketing, and Index Research & Design departments to bring new ideas to market.
Prior to his current role, Vinit worked for Oracle USA, Inc. in engineering and product
management roles for seven years. At McGraw-Hill, Vinit worked on Business Strategy and
Corporate Strategy assignments prior to taking his role at S&P Dow Jones Indices.
Vinit holds an MBA from Darden School of Business at the University of Virginia, a master’s in Mechanical Engineering from Carnegie Mellon University and a B. Tech in Mechanical Engineering from IIT Kharagpur, India.
Multi-Asset Portfolio Manager, Pioneer Investment Management
Michael Stephens is a Senior Multi-Asset Portfolio & Hedging Manager with Pioneer
Investments, Dublin. Michael co-manages around €2.5bn in asymmetric funds and €50bn
within the overall multi-asset team, across a platform of multi-asset funds. He co-managed
the Pioneer Global Defensive 20, which received a 5-Star Morningstar rating for the 3 year
period, 2012 to 2015.
Mr. Stephens has over 15 years’ experience managing, modeling and trading cross-asset
derivatives portfolios for hedging and alpha generation. Prior to joining Pioneer Investments 6 years ago, he worked for Allied Irish Bank, where he ran a profitable structured derivatives business in vanilla and exotic options for 5 years. Previous other roles were Structures Derivative Manager at RBS Group and Structured Fixed Income executive at Barclays Capital.
He attained a Scholarship from Nationwide Building Society for an honours degree in
Banking, Finance & Economics at the University of Wales. He received an Investment Award for his thesis on a Risk-adjusted evaluation of UK investment trust performance.
Michael was raised in the UK, but lives in Dublin with his wife, son & daughter.
Paul B. Stephens
Vice President and Department Head, CBOE
Paul Stephens is Global Head of Institutional End-User Business Development for the
Chicago Board Options Exchange (CBOE). He currently focuses on index-related products
such as S&P 500 options (SPX), the most active U.S. index option, and options on the CBOE Volatility Index (VIX), the world’s barometer for market volatility. The CBOE, founded in 1973, is the creator of listed options and the largest U.S. options exchange.
Mr. Stephens has over thirty years industry experience in options, futures and other derivative securities. Prior to joining the business development division at the CBOE, Mr. Stephens was a Senior Staff Instructor with The Options Institute division of the CBOE. He also taught classes for the University of Chicago’s Masters in Financial Mathematics program. Before arriving at the CBOE, he served as Financial Derivatives Instructor for the global investment bank S.G. Warburg. Mr. Stephens has also been a floor broker at the Chicago Mercantile Exchange for clients of Refco, Inc.
Paul Stephens has successfully passed three exams administered by the Society of
Actuaries, holds a BS in Mathematics from Southern Illinois University and earned his MBA from Loyola University.
Portfolio Manager, Arrowgrass Capital Partners
Fergus is a Portfolio Manager with responsibility for Volatility Trading at Arrowgrass Capital
Partners a $5bn multi asset manager based in London. At Arrowgrass he manages a Portfolio incorporating a broad range of volatility based strategies primarily in single stock and index derivatives.
Prior to joining Arrowgrass, Fergus was a senior member within the JP Morgan Equities
Proprietary Trading team. Here he focused on all aspects of Equity Derivatives including
Correlation, Dispersion, Dividends, and Volatility Relative Value. Latterly he was designated
Head of the London based Equities Proprietary team with oversight responsibilities for Equity Long /Short and Capital Structure Arbitrage strategies in addition to Volatility Trading.
Fergus began his Investment career within the Asset Investment Division of Nomura
International in London where he initially focused on Convertible Bonds and Equity
Derivatives. Here he helped build Nomura’s Proprietary Equity Derivative activity and
participated in some of the earliest transactions in Index Variance Swaps, Variance based
Dispersion Trades and Single Stock Dividend Swaps. Fergus holds a Bachelor of Commerce degree from University College Dublin and Masters degree from UCD Graduate Business School.
Co-Founder of POLITICO
Jim VandeHei is the co-founder of POLITICO, the digital media company that upended and
revolutionized political and policy journalism in Washington, New York, and Europe. Called a “media phenomenon” by Washingtonian, the all-politics-all-the-time site has been a smashing success since its 2006 launch. In his nine years at the publication’s helm, VandeHei was the chief architect of both the site’s editorial and business models. Under his leadership, POLITICO expanded into New York and Europe, where it was recently named the most influential publication on the continent for top government officials. VandeHei recently announced he will soon start another media company with fellow POLITICO co-founder Mike Allen.
In presentations, VandeHei offers a dynamic, panoramic take on politics, policy, and the art
of navigating the modern media madness, and his unique, insightful perspective flows from
covering the presidency, campaigns, and Congress for two decades. Exclusively represented by Leading Authorities speakers bureau, he combines the expertise of an on-the-beat political reporter with the entrepreneurial savvy of the man who started two media companies to shine light on what makes the powerful really tick. With a candid, close-up view of what really happens in Washington politics and governance, VandeHei brings a frontline journalist’s insight and insider knowledge to every speech. He is better positioned than virtually anyone else to pull back the curtain and address what audiences really need to know about the White House, Congress, politics, and the media.
Accolades. Vanity Fair named VandeHei among the 100 most powerful “Information Age”
thinkers for helping create “the model for the new media success story.” In 2015, VandeHei
and POLITICO co-founder John F. Harris were named the 2015 Editors of the Year by the
National Press Foundation. VandeHei was also selected as the first representative of a
primarily online news organization to serve on the Pulitzer Board.
The Real News in Real Time. At POLITICO, VandeHei directed the editorial coverage of the
largest White House and Congressional teams in the country, and he co-moderated two
presidential debates in 2008, including the first debate to incorporate questions voted on by a live online audience. He is a regular commentator on MSNBC’s Morning Joe, CBS’s Face the Nation, and myriad other shows.
Before founding POLITICO, VandeHei spent more than a decade covering the power politics of Washington. He cut his teeth at Roll Call, where he routinely broke exclusive national stories. He moved to the Wall Street Journal in the late 1990s to cover Congress and the early years of the Bush presidency, and then the Washington Post lured him away in 2002 to cover all things political. He was the lead writer on the big Congressional debates, the 2004 presidential election, and the second term of the Bush presidency.
His expertise in a variety of areas – Congress, the White House, campaigns, lobbying, policy, and media – allows VandeHei to tailor his speeches to the specific needs and interests of his audience.
Portfolio Manager, Argentière Capital
Nicolas Vanhoutteghem is a portfolio manager at Argentière Capital specialized in equity
volatility with a focus on single stocks. Argentière is a volatility focussed absolute return
fund formed in 2013 by former members of JPMorgan’s Global Equities Proprietary Trading
Group. The firm is based in Switzerland and manages in excess of $2 billion in Assets Under Management.
Before joining Argentiere Capital, Nicolas was a trader at JPMorgan’s Global Proprietary
Trading Group involved in various single name situations. Prior to his work within the
Proprietary Trading Group, Nicolas worked as a Manager for 10 years with Bain & Company, a management consulting firm where he advised top management clients globally with a focus on operational and financial restructuring. Nicolas earned his M.A. in applied mathematics from the Swiss Federal Institute of Technology (EPFL) in Lausanne, Switzerland.
Multi Asset Fund Manager, Aviva Investors Global Services
Brendan currently manages the AIMS Target Return and Target Income funds within Aviva
Investors Global Services. Previously, Brendan managed the cyclical asset allocation overlay on the Aviva with profits funds.
Prior to joining Aviva Investors, he worked at Standard Life Investments as one of the original members of the Multi-asset team which launched the GARS product under Euan Munro.
He has a doctorate in Seismic Exploration and a degree in Geophysics from the University of Edinburgh. In addition, he is an accredited Professional Risk Manager.
Managing Director, BlackRock
Andy Warwick, CFA, Managing Director and portfolio manager, is a member of the Diversified Strategies team within BlackRock's Multi-Asset Strategies (MAS) group, which is responsible for developing, assembling and managing investment strategies involving multiple asset classes. Within Diversified Strategies he is lead portfolio manager for Dynamic Return Strategy (DRS) and a portfolio manager for Dynamic Diversified Growth (DDG). Mr Warwick also has responsibility for the management of a number of retail portfolios including the BGF Flexible Multi-Asset Fund and is also responsible for derivative implementation and structured product strategies for the team.
Mr. Warwick's service with the firm dates back to 2005, including his years with Merrill Lynch Investment Managers (MLIM), which merged with BlackRock in 2006. Prior to MLIM he worked with Mako Global Derivatives and Dalton Strategic Partnership from 2002-2005. Mr Warwick initially worked for MLIM from 1993-2002 as a manager for MLIM's unit trusts before joining the quantitative and derivatives team as a portfolio manager and equity derivatives head trader in 1997. He was subsequently co-portfolio manager of MLIM's first hedge fund, the Mercury Equity Arbitrage Fund.
Mr. Warwick earned a MSc in Finance from the University of Leicester in 2007.