Tim Armitage
CFA, Quantitative Strategist-Asset Allocation, Legal & General Investment Management
Equity Volatility in Multi-Asset Portfolios: Past, Present and Future
Tuesday, September 10, 2019
10:30 am

Tim is a quantitative strategist within LGIM’s Asset Allocation team, focusing on tactical asset allocation and systematic risk premia strategies for LGIM’s Multi Asset Target Return (MATR) fund. He joined LGIM in 2017 from Blackrock where he worked as a multi-asset investment risk manager within the Risk &Quantitative Analysis team. Prior joining Blackrock in 2013 he spent three years as a quantitative research analyst at State Street Associates, focusing on asset allocation and portfolio construction research. Tim holds a first class degree in Economics from London Metropolitan University and an MSc in Investment Management from Cass Business School, and is a CFA charter holder.

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