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Global Volatility Summit New york

September 17, 2024 at Perelman Performing Arts Center (PAC)

We would like to announce the Global Volatility Summit New York 2024 will be taking place in Perelman Performing Arts Center (PAC) on Sept. 17, 2024

2024 Global Volatility Summit

Save the date for September 17, 2024 at Perelman Performing Arts Center (PAC) in NYC

NYC 2024 Agenda

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2024 Keynote SPEAKERS

2024 EVENT SPEAKERS

Managers and Sponsors

James Nestor

James Nestor

Science Journalist & Author

James Nestor is a science journalist and author who has written for Scientific American, Outside, New York Times, Wall Street Journal, and more. His book, Breath: The New Science of a Lost Art, spent 20 weeks on the New York Times Bestseller list and, to date, has sold more than 2.5 million copies worldwide. Breath has been translated into 35 languages and was awarded the Best General Nonfiction Book of 2020 by the American Society of Journalists and Authors and was a Finalist for Best Science Book of 2021 by the Royal Society. Nestor lives and breathes in San Francisco.

Website: Mrjamesnestor.com

Instagram: instagram.com/mrjamesnestor

Demetri Sevastopulo

DEMETRI SEVASTOPULO

US-China Correspondent for the FT

FINANCIAL TIMES

Demetri Sevastopulo is US-China correspondent for the FT. In this role, he covers all aspects of US-China relations, ranging from foreign policy and security to trade, technology and business. He took up this newly created post in Washington in 2021 after serving as Washington Bureau Chief during for five years. Over two decades at the FT, he has also served as US Politics Correspondent, Pentagon & CIA Correspondent and South China Correspondent. He also spent four years in Hong Kong as Asia News Editor, running the FTโ€™s Asia news network.

Demetri is a prolific scoop getter who has landed blockbuster stories that include China testing a hypersonic weapon, Speaker Nancy Pelosi visiting Taiwan, and CIA chief Bill Burns making a secret trip to China. He has also interviewed everyone from Donald Trump and Donald Rumsfeld to Chinese factory workers and American cowboys.

He began his career as an emerging markets currency derivatives trader at Citibank in Japan before switching to journalism. He graduated from Trinity College, Dublin with a degree in finance, and has an MA in East Asian studies from Harvard University. He also studied at Beijing University and Sophia University in Tokyo. He speaks fluent Japanese, rusty Mandarin Chinese and basic Cantonese. Demetri was born and raised in Dublin, Ireland. 

WILL BARTLETT

Chief Executive Officer

PARALLAX VOLATILITY ADVISERS

Will Bartlett is the Chief Executive Officer of Parallax Volatility Advisers. Will has been involved with equity options since 1995 and has been with Parallax since 1996. In his more than 25 years at Parallax, Will has played an active role transforming the firm from a small, floor-based equity options trading operation into a large participant in the global volatility market. Parallax manages a complex portfolio of listed and over the counter volatility positions on global equities, indexes, ETFs, and commodity futures. Prior to joining the Parallax, Will worked on the floor of the Pacific Coast Exchange while earning his Bachelorโ€™s degree in Economics at the University of California, Berkeley. Will proudly serves on the Board of Trustees for both The Hamlin School and San Francisco University High School, The Board of Governors for Boys & Girls Clubs of San Francisco, and is a Senior Member of The Guardsmen, an organization helping at-risk youth by providing scholarships, support, and outdoor education programs to students in the San Francisco Bay Area. 

ARI BERGMANN

Founder and Managing Principal/CIO

PENSO ADVISORS, LLC

Ari Bergmann is Pensoโ€™s Founder and Managing Principal/CIO. He leads the firmโ€™s investment committee and manages various Penso funds and clientsโ€™ mandates. 

Dr. Bergmann founded Penso Advisors, LLC in early 2010 to offer systemic risk management and implement hedging strategies for asset managers and institutional investors through managed accounts. Since its founding, Penso has expanded its services to include management of discretionary global macro and risk mitigation strategies through private funds and bespoke funds of one. 

Between 1997 and 2010, Dr. Bergmann was CEO of Sentinel Advisors, LLC, manager of the Citadel Master Fund (derivatives arbitrage); Sentinel Symphony, LLC, manager of the Symphony FOHF (multi-manager fund of hedge funds) and Penso Capital Markets, LLC, manager of risk overlays. 

Prior to his role in overseeing these firms, Dr. Bergmann was employed at Bankers Trust from 1989 to 1997. In 1989, he joined Bankers Trustโ€™s U.S. Interest Rate Derivatives trading desk and managed this unit during 1992 and 1993. During this period, he was active in the development of structured notes, index-amortizing swaps, time swaps, binary options and other derivative products. From late 1993 until his departure in 1997, he headed the Risk Merchant Bank and the Transaction Development Group at the bank. He founded the latter to integrate Bankers Trustโ€™s finance and derivative capabilities to offer enhanced corporate finance products to corporate clients. In this capacity, he led a team that created a derivatives structure that was widely used in the privatization of many large European companies. He also developed derivatives and trading strategies used by several corporations in the implementation of strategic acquisitions. During his tenure at Bankers Trust, Dr. Bergmann was a Senior Managing Director and a pioneer in the field who helped create and implement the initial swaps on hedge funds. 

From 1987 through 1989, Dr. Bergmann was an Assistant Vice President at Drexel Burnham Lambert Trading Corp., working in precious metals and commodity trading. From 1986 through 1987, Dr. Bergmann was a staff accountant at Price Waterhouse in New York. 

Dr. Bergmann holds a Masterโ€™s in Liberal Studies and a Ph.D. in Comparative Religion, both from Columbia University. 

Tom Bowles

Head of Liquid Alternatives and Portfolio Manager

Man AHL

Tom Bowles is Head of Liquid Alternatives at Man AHL. He has been at the core of Man AHLโ€™s research in various roles since joining in 2007, and specializes in trend, systematic strategy design and portfolio construction. He holds a PhD in Signal Processing from Cardiff University and a First Class MEng degree in Automatic Control and Systems Engineering from the University of Sheffield. 

PAUL BRITTON

Founder and Chief Executive Officer

CAPSTONE INVESTMENT ADVISORS

Paul Britton is Capstoneโ€™s Founder and Chief Executive Officer. Paul focuses on setting the firmโ€™s strategy, developing our culture, attracting key talent and overseeing the execution of investment and business functions. Paul began his career with Saratoga Limited, trading options on the London International Financial Futures and Options Exchange (LIFFE), and co-founded Mako Global Derivatives in 1999. In 2001, Paul moved to New York to establish and manage Makoโ€™s U.S. operations, the buyout of which he led to form Capstone in 2004. Paul is immensely proud of the progress made by the team at Capstone over the years, and by the strong relationships we have been fortunate to build with our investors.

Paul currently serves on the Boards of the US Soccer Foundation, The Tate Americaโ€™s Foundation and Friends Seminary School in New York City.

Paul received a B.A. degree in European Business Finance from London Metropolitan University.

Pablo E. Calderini

President and Chief Investment Officer

Graham Capital Management

Pablo E. Calderini is the President and Chief Investment Officer of Graham Capital Management, L.P. (“Graham”), an alternative investment manager with approximately $19.8B AUM as of April 1, 2024. Mr. Calderini is responsible for the management and oversight of the discretionary and systematic trading businesses at Graham. He is also a member of the firm’s Executive, Investment, Risk, and Compliance committees. He joined Graham in August 2010. Prior to joining Graham, Mr. Calderini worked at Deutsche Bank from June 1997 to July 2010, where he managed several business platforms, including Equity Proprietary Trading, Emerging Markets, and Credit Derivatives. Mr. Calderini received a B.A. in Economics from Universidad Nacional de Rosario in 1987 and a Masters in Economics from Universidad del CEMA in 1989, both in Argentina.  

Dr. Lester Coyle

Chief Investment Officer

III Capital Management

Dr. Lester Coyle is a principal and Chief Investment Officer. He is also the portfolio manager for the III credit and asymmetric funds. Lester joined III in February 2005 from Commerzbank where he was U.S. head of credit correlation trading. Prior to that, he worked at Bank One as a single name and correlation trader on the credit desk, and as a credit model builder in the quantitative group. Earlier, Lester was a mathematics professor at Duke University and Loyola University. He holds a PhD in Mathematics from the University of Michigan and a BA in Mathematics from Trinity College, Dublin. He is co-author of the book โ€œLectures in Contemporary Probabilityโ€ and has published numerous articles on probability and finance.   

Johnathan Crist

Investments Manager

Georgia Tech Foundation

Johnathan Crist is an Investments Manager for the Georgia Tech Foundation. John focuses his time on managing the total portfolio asset allocation and risk, as well as managing the portfolio’s derivative and tactical portfolios. He previously worked for the UPS Group Trust, a $50B defined benefit portfolio, working in the Strategy and Asset Allocation team. He is a CFA charterholder and holds the FRM designation. He has an MBA with a concentration in Quantitative Finance from the Scheller College of Business at Georgia Tech as well as his bachelorโ€™s degree in Industrial Engineering from Georgia Tech. 

Zachary Driscoll

Managing Principal/Research Consultant

Meketa Investment Group

Mr. Driscoll joined Meketa in 2018. He serves as a research consultant covering marketable alternative strategies in the Public Markets Manager Research group. His primary responsibilities include evaluating, selecting and monitoring investment managers. Areas of focus for his research include, but are not limited to, global macro, trend following, market neutral and insurance linked strategies. Mr. Driscoll also assists clients with portfolio construction and asset allocation. 

Prior to joining the firm, he worked at State Street Corporation. Mr. Driscoll graduated from the Villanova School of Business at Villanova University, cum laude, with a degree in finance and a minor in business analytics. He holds the Chartered Financial Analystยฎ designation, and is a member of the CFA Institute. 

George Evans

Managing Director, Relative Value Sector Head

Aksia

George is a Managing Director on the Investment Research team and has over 15 years of experience in alternative investments. He is responsible for sourcing, conducting investment research, and evaluating managers across relative value strategies. 

Prior to joining Aksia in 2019, George was a Strategy Head focusing on global macro & trading strategies at UBP Asset Management where he was responsible for sourcing and due diligence across discretionary global macro, fixed income arbitrage and commodity strategies. Before that, George worked as a research analyst at Ermitage UK Ltd. where he focused mostly on long/short equity strategies in Europe. 

George graduated from Bayes Business School, City, University of London with a BS in Banking and International Finance. He is a CFA charterholder. 

Dr Lukas Goetz

Dr. Lukas Goetz

Partner

BlueBalance Capital

Dr. Lukas Goetz is a Founding Partner at BlueBalance Capital. He has been trading derivatives and managing absolute return portfolios, with a special focus on relative value opportunities, for more than 15 years. Before founding BlueBalance Capital, Lukas was responsible for the proprietary derivatives investments of UNIQA Insurance Group. After graduating in Banking and Finance in Vienna he earned an MSc from Henley Business School, UK. Furthermore, he holds a Doctorate in Finance from Vienna University of Technology and is a Chartered Alternative Investment Analyst (CAIA). He is a visiting lecturer in Finance and an expert in portfolio management, derivatives and risk factor decompositionDr Goetzโ€˜s work was published in internationally renowned journals such as the European Journal of Finance and European Financial Management and he is the author of โ€œEnhancing Alternative Investment Management“, a practitioner’s guide to absolute return portfolio management. 

Maxwell Grinacoff

Head of US Equity Derivatives Research

UBS

Maxwell Grinacoff, CFA joined UBS in June 2023 as Head of US Equity Derivatives Research in New York. He brings with him both qualitative and quantitative knowledge and skill sets, bridging the gap between top-down macro, fundamental, and volatility facets of the US Equity & Derivatives landscape. Before joining UBS, Maxwell most recently worked as a senior US Equity & Derivatives Strategist at BNP Paribas. He was also previously an Equity Derivatives & Quantitative Strategist at Macro Risk Advisors (MRA), and an Equity Derivatives Trader at J.P. Morgan. Maxwell holds a B.S. in Business Management with a concentration in Finance from Binghamton University and has been a CFA charter holder since September 2015. 

JERRY HAWORTH

CIO and Partner

36 SOUTH CAPITAL ADVISORS

Jerry has over 32 years of investment experience and is the CIO of 36 South. Jerry is well known for his thought leadership in the volatility space. He often represents 36 South as a speaker at high profile educational and professional events, and is a frequent guest speaker and writer on volatility in the financial media. 

Prior to co-founding 36 South in 2001 in New Zealand, Jerry was instrumental in the establishment of the futures and options market in South Africa. He served as an Executive Member of the South African Futures Exchange. He also traded government bonds for a large discount house before being appointed Head of Equity Derivatives for one of South Africaโ€™s largest and most successful merchant banks, Investec Ltd. In 1996, Jerry founded Peregrine Holdings Ltd. The company offered a range of services including stock-broking, futures and options broking, pension fund structuring and financial software development to South Africaโ€™s large financial institutions but its main niche was designing derivative strategies for institutional clients normally packaged as a structured note. Peregrine enjoyed phenomenal early success under his management culminating in a stock exchange listing in 1998 in which the value of the company soared over 400% on IPO. 

Jerry has a Bachelor of Business Science degree from the University of Cape Town (South Africa) and is a member of the Association of Chartered Management Accountants. 

TOBIAS HEKSTER

Co-Chief Investment Officer

TRUE PARTNER CAPITAL

Mr. Tobias Hekster, Co-Chief Investment Officer of True Partner Capital USA in Chicago, has been actively trading for the past 25 years in various different roles in several markets across the globe. Starting at IMC in 1998 as a pit trader in Amsterdam, Tobias has established the off-floor arbitrage desk, headed the Chicago office in the transition from floor trading to electronic trading and set up the Asian volatility arbitrage desk in Hong Kong. Tobias holds an MSc in Economics and has taught as an Adjunct Associate Professor at the Chinese University of Hong Kong and as an Adjunct Professor of Financial Practice at National Taiwan University. 

Greg Hines

Senior Investment Officer

Virginia Retirement System

Greg Hines is an Investment Officer on the Risk Management Team for the Virginia Retirement System. Greg began his career in investments in 2013, joining the VRS as an Intern. Today, as a member of the Risk Team at VRS, Greg serves as a Senior Team Member of the Risk Team and facilitates analysis related to Total Fund risk managementIn addition, Greg serves as a Portfolio Manager for the Diversifying Strategies ProgramDiversifying Strategies is a collection of strategies whose aim is to offset growth risks of the VRS Total Fund by investing in uncorrelated and anti-correlated investments. Greg also assists in implementing opportunistic overlay trades with the goal of reducing risk to the Total Fund. Greg earned a MS in Finance from Virginia Commonwealth University and is a CFA charter holder. 

Rob Hocking

SVP, Global Head of Product Innovation

Cboe Global Markets

Rob Hocking is Senior Vice President, Global Head of Product Innovation for Cboe Global Markets, leading the strategic vision for its derivatives ecosystem. Managing Cboeโ€™s product innovation arm, Cboe Labs,  he oversees the team focused on the proprietary product franchise; derivatives microstructure; and next-generation risk-transfer products, tools and education. 

For more than 18 years, Mr. Hocking was a Cboe Options Exchange member, trading permit holder and active member of the Product Development Committee. Prior to joining Cboe in 2018, he was Global Head of Equity Volatility Trading at DRW Trading in Chicago. He also held senior positions at Goldman Sachs and Hull Trading. He achieved a Bachelor of Science in finance and economics from the Gies College of Business at the University of Illinois Urbana-Champaign. 

Mr. Hocking is a Member Director on OCC’s Board of Directors where he serves on the Compensation and Performance Committee and the Risk Committee.  He additionally, sits on the Board of Directors for Eris Innovations and is Co-owner and COO of Franco Bicycles. 

Michael Ide

Senior Hedge Fund IDD analyst and Partner

Albourne Partners

Michael Ide is a Senior Hedge Fund IDD analyst and Partner at Albourne Partners covering Volatility Arbitrage and Tail Risk hedge funds. Before joining Albourne in 2015, Michael worked as a freelance writer and as a Peace Corps volunteer. He has an MBA from the University of Cyprus, an MA in Physics from UC San Diego and is a CFA charterholder.  

Stephan Kessler

Managing Director and Global Head of QIS Research

Morgan Stanley

Stephan Kessler is a Managing Director and Global Head of Quantitative Investment Strategies (QIS) Research at Morgan Stanley, focusing on research around signals, portfolio construction and risk management in systematic strategies. Prior to joining Morgan Stanley, he was lead portfolio manager and head of research in the alternative investment strategies team within Goldman Sachs Asset Managementโ€™s QIS platform. Other previous roles include tenures as an equity derivatives strategist, portfolio manager for a quantitative multi-strategy fund, and founding partner of a financial consulting firm in Switzerland. He holds a masterโ€™s in Economics and Business Administration from the University of Mannheim and a PhD in Economics from the University of St. Gallen, where he still lectures on financial modelling. He is the author of numerous academic-journal articles on financial markets. 

Deep Kumar

Deep Kumar

Chief Executive Officer and the Chief Investment Officer

Annapurna Capital Management

Dr. Deep Kumar is the firm’s Founder, Chief Executive Officer and the Chief Investment Officer. Dr. Kumar was a Principal and Co-Chief Investment Officer at AVM / III Capital Management. In this role he oversaw the trading of the firm’s Convexity, Tail and Fixed Income Relative Value (“FIRV”) portfolios. Prior to this, from 

1995-2002, he was at BNP Paribas where he was the Chief Risk Officer for the USD Rates Trading Group where he oversaw the day-to-day risk taking by the group. Dr. Kumar started in finance in 1994 with Chase Manhattan Bank as a Risk Manager. He is regarded as one of the foremost authorities on the pricing and risk management of options and is the co-author and architect of the Smile Alpha/Beta/Rho (“SABR”) option pricing model which was published as “Managing Smile Risk” in Wilmott Magazine in July 2002. The model addresses a key shortcoming of the Black-Scholes Option pricing model and is now the pre-eminent mark model for valuing and risk managing Options portfolios across asset classes. Dr. Kumar holds a PhD in Hypersonics (1994) and an MSc in Aerodynamics (1992) from Cranfield University as well as an MA in Engineering (1990) from Cambridge University. 

Tom Leake

Head of Solutions

CAPSTONE INVESTMENT ADVISORS

Tom Leake joined Capstone as Head of Solutions in July 2021. Prior to Capstone, Tom was a Partner at Goldman Sachs Markets division where he was the global head of the Systematic Trading Strategies (STS) business, which developed quantitative investment solutions across asset classes for pension funds, asset managers and other types of asset allocators. Tom was also previously head of Equity Structuring and Structured Sales at Deutsche Bank where he helped develop the alternative risk premia industry and worked with many of the global pension funds. Earlier in his career, Tom worked at JPMorgan as an equity derivatives structurer focused on institutional clients. In 2004, he co-founded an asset manager that launched one of the first smart beta index products.  

Tom earned an MSCi in Theoretical Physics from Cambridge University in 2002. 

Dori Levanoni

Senior Portfolio Manager

Capstone Investment Advisors

Dori Levanoni joined Capstone in November 2023 as a Senior Portfolio Manager, responsible for managing the Capstone Currency Strategy on Capstoneโ€™s Solutions Platform.  

Prior to joining Capstone, Dori served as the Chief Investment Strategist and Head of Global Macro at First Quadrant. While at First Quadrant, Dori acted as a portfolio manager to many of the firm’s global macro and global equity strategies, in addition to contributing to various research projects and publications. Having spent over 30 years at First Quadrant, Dori was heavily involved in the firmโ€™s investment process, risk assessment, and portfolio optimization and management. Dori started his career at First Quadrant in 1991, spending a brief period researching in the Department of Anatomy and Neurobiology at Washington University in St. Louis in the mid-1990s. 

Marc van Loo

Investor Relations

Transtrend

Marc van Loo joined the Investor Relations team of Transtrend in 2019. He is one of the strategy specialists and responsible for investor engagement on all aspects of Transtrend’s Diversified Trend Program. Prior to joining Transtrend, Marc worked at NN Investment Partners since 2007, initially as an equity analyst and portfolio manager, and heading the equity research team from 2015 onwards. He started his career at ABN AMRO Asset Management in 1998, working in equity research and portfolio management. Marc holds a Master of Economics from Erasmus University Rotterdam and has been a CFA charterholder since 2002 and a CAIA charterholder since 2023. 

John Marshall

Managing Director and Head of Derivatives Research

Goldman Sachs

John is head of Derivatives Research and manages a global team focused on index, ETF and single stock options as well as cross-asset strategy. He is a member of the Equity Research Investment Review Committee, including the subcommittee that selects the Goldman Sachs conviction list. John’s team has published thousands of tactical trade ideas in collaboration with equity analysts, credit analysts and macro strategists. His recent quantitative studies focus on estimating directional asymmetries across markets in order to construct more efficient multi-asset portfolios. John is a managing director ally of the firmwide LGBTQ+ Network. Prior to his derivatives research roles, John was a member of the Technology Equity Research team for three years. He joined Goldman Sachs in 2002 as an analyst and was named managing director in 2013. John serves on the Advisory Board of the Johns Hopkins University Center for Financial Economics and is a guest lecturer on derivatives markets at Johns Hopkins University. He is a frequent speaker on issues of equity and options market liquidity and the impact of derivatives market hedging flows on underlying securities. John earned a BA in Economics from Johns Hopkins University in 1999 and an MA in International Relations with International Law and International Finance concentrations from the Johns Hopkins University School of Advanced International Studies in 2001. 

Alexis Maubourguet

Alexis Maubourguet

Chief Investment Officer

ADAPT Investment Managers (AIM)

Alexis Maubourguet is the CIO of ADAPT Investment Managers. Prior to setting up AIM he joined Lombard Odier Investment Managers in Geneva in November 2019 to create the ADAPT Fund. Alexis was formerly a Volatility Portfolio Manager at Argentiรจre Capital in Zug for over three years, where he launched and managed their Relative Value Opportunities fund. Prior to Argentiรจre, Alexis was a Portfolio Manager on GEMM at BTG Pactual in London. Alexis also spent almost a decade trading derivatives on the sell side for JPMorgan and Deutsche Bank in New York and London. 

Alexis earned Bachelorโ€™s and Masterโ€™s degrees in Economics and Applied Mathematics from the Ecole Polytechnique in Paris, as well as a Masterโ€™s degree in Mathematics in Finance from NYUโ€™s Courant Institute of Mathematical Science. He is a CFA Charterholder. 

Marc Pantic

Marc Pantic

Managing Director & Head of QIS Structuring Americas

BNP Paribas

Marc Pantic serves as a Managing Director at BNP Paribas and has recently relocated from Paris to take the role of Head of QIS Structuring for Americas in New York. He has 25 years of experience in Structuring across all asset classes and spent the last 15 years focusing more specifically on quantitative and systematic strategies. 

Marc joined BNP Paribas QIS Client Solutions Team in Paris office in September 2022 to promote the BNP QIS Solutions to institutional clients globally and spearhead the product and development strategy of the platform. 

Previously, Marc spent more than 20 years at Sociรฉtรฉ Gรฉnรฉrale Global Markets where he held various roles within the Structuring teams in Paris and London. He was namely instrumental in starting the Fixed Income systematic strategies activity in 2008 as a Director before being promoted in 2011 to lead the global systematic index platform covering all asset classes as a Managing Director โ€“ Global Head of SG Index. In this role, he supervised the development of landmark strategies at Sociรฉtรฉ Gรฉnรฉrale covering enhanced beta, alternative risk premia and hedging as well as digital advised solutions. He was a member of the European Structuring ManCo. Before 2008, Marc spent 7 years as a Credit Structurer focusing on complex CDOs and CPPIs products. He started his carrier as a Rates Structurer in 1998. 

Marc holds a Master Degree in Finance from HEC Business School, Paris. 

Michael Pintar

Michael Pintar

Head of US Flow Strategy & Solutions

Societe Generale

Michael Pintar is a Managing Director and Head of US Flow Strategy and Solutions at Societe Generale. In this capacity he works with Societe Generaleโ€™s trading and sales desks to structure trades, examine solutions and provide market insight to clients. Prior to joining Societe Generale, Michael spent the majority of his career as a macro relative value portfolio manager at several hedge funds such as Clinton Group, Vega Asset Management, UBS Dillon Read Capital Management and Cura Capital. Michael began his career in global markets at Deutsche Bank where he joined after graduating with Highest Honors from DePaul University. 

Kathleen Oplinger

Director, Equity Derivatives Sales โ€“ Global Markets

Bank of America

Kathleen V Oplinger is a director in Equity Derivative Sales within Global Markets at Bank of America and is based in New York. She covers vol-focused, macro and long/short hedge funds for US equity derivative products including everything from vanilla options to exotic, hybrid and delta-one structures. Kathleen joined Bank of America in August 2016 as an analyst in Equity Derivatives and started her career at Sociรฉtรฉ Gรฉnรฉrale via their apprenticeship program, working part-time on the equity trading floor in Paris while also studying for her masterโ€™s degree at Dauphine. 

Kathleen was born and raised in Paris, France and attended Dauphine University where she received a bachelorโ€™s degree in economics in 2013 and a masterโ€™s degree in financial engineering in 2015. 

Razvan Remsing

Razvan Remsing

Director of Investment Solutions

Aspect Capital

Razvan joined Aspect Capital in July 2010 and is Director of Investment Solutions. Razvan is a member of Aspectโ€™s Product Design Group and attends Investment Committee meetings. Razvan and his team are an integral part of the product development and research functions at Aspect and they provide quantitative expertise to Aspectโ€™s clients on investment process and the development of new product ideas. Razvanโ€™s primary responsibility is client engagement on matters relating to strategies, products, performance and research. Prior to Aspect, Razvan worked at Skybound Capital, Clear Horizon Capital, and PeregrineQuant (now Vunani Fund Managers) in various quantitative research roles. He graduated with distinctions in Mathematics, Applied Mathematics and Physics from Rhodes University. He holds a BSc (Hons) in Theoretical Physics from Wits University and was awarded an MSc in Financial Mathematics from the University of Cape Town and is a CFA Charter holder. 

Romain Rouillon

Romain Rouillon

Managing Director & Head of Total Fund Completion Portfolio Strategies

OPTrust

Romain leads the Total Fund Completion Portfolio Strategies team at OPTrust, one of Canadaโ€™s largest pension funds with net assets of $25 billion and over 100,000 members. He oversees the development and management of cross-asset quantitative investment strategies and serves as Portfolio Manager for the fundโ€™s risk mitigation portfolio.  

Prior to joining OPTrust in 2021, Romain spent six years at Ontario Teachersโ€™ Pension Plan, running multi-asset volatility strategies. Previously, he spent a decade on Sociรฉtรฉ Gรฉnรฉraleโ€™s proprietary trading team, serving as a Portfolio Manager on the volatility arbitrage desk.  

Romain holds an Electrical and Computer Engineering degree from CentraleSupรฉlec in France and a Masterโ€™s degree in Finance from Imperial College in the UK. Romain currently serves on the Board of CentraleSupรฉlec Canada. 

PIERRE DE SAAB

Partner and Head of Alternative Investments

DOMINICร‰ & CO

Pierre de Saab joined Dominicรฉ in 2010 and is a partner since 2015. He is in charge of the companyโ€™s Alternative Investments unit and is the lead portfolio manager of its flagship volatility strategy. 

Prior to joining Dominicรฉ, Pierre held senior roles at Credit Suisse, as well as UBS in Zurich, London and New York, where he built and led several equity derivatives trading desks. 

During his career, Pierre has developed expertise in derivative products, proprietary trading strategies, risk management and trading systems. 

Pierre earned a Masters in Mathematical Engineering from the Swiss Federal Institute of Technology in Lausanne (EPFL), a Masters in Real Estate from the University of Geneva and an MBA from INSEAD. 

Francis Sรฉguin-Godin

Investment Director, External Portfolio Management

CDPQ

Mr. Sรฉguin-Godin joined CDPQ in 2011 as an analyst and has since evolved to be a senior member of the organizationโ€™s external portfolio management team. His role primarily consists in sourcing the best external managers, conducting investment due diligences and monitoring absolute return portfolios. Over the years, Francis has been mainly involved in the alternative strategies space with a particular focus on global macro discretionary, systematic strategies, volatility arbitrage and fixed income relative value. 

Angelique Sellers

Managing Director, Investments

Penn State University

Ms. Sellers joined the Office of Investment Management at Penn State University in 2011She overseas global investment manager sourcing and due diligence and is involved in all aspects of managing the Universityโ€™s investment programPrior to joining PSU, Ms. Sellers was a Co-Chief Investment Officer at Anchor Point Capital LLC, an investment management firm providing hedge fund of funds solutions to institutional clients. Ms. Sellers also worked as an Investment Officer with the John S. and James L. Knight FoundationMs. Sellers holds a Bachelor of Arts degree in Foreign Languages from Moscow State Linguistic University. She is a CFA Charter holder and a member of the CFA Institute. 

David Stelsel

Director of Public Equity and Absolute Return

Indiana Public Retirement System (INPRS)

David Stelsel is the Director of Public Equity and Absolute Return at the Indiana Public Retirement System (INPRS). In this capacity, he is responsible for asset allocation, manager diligence, and portfolio monitoring for the public equity and absolute return portfolios.  David began his tenure at INPRS as an Investment Officer of Public Equity in 2017.  

Prior to joining INPRS, David developed his investment research and strategy knowledge at Valeo Financial Advisors, an independent Registered Investment Advisory firm in Carmel, Indiana. 

David is a Chartered Financial Analyst (CFA) charterholder, a Chartered Alternative Investment Analyst (CAIA) charterholder, and holds a Bachelor of Science from Butler University. 

DAn STONE

Principal and Portfolio Manager

IONIC CAPITAL MANAGEMENT

Dan Stone is one of the co-founders of Ionic, where he focuses on managing the interest rates, currencies and credit strategies. He has over 27 years of experience managing relative value arbitrage and long volatility strategies across multiple asset classes. Mr. Stone was formerly a Managing Director and Portfolio Manager in the U.S. and European Volatility and Credit Arbitrage Group at Highbridge. He joined Highbridge in 1996 where he managed convertible bonds and equity, interest rate and credit derivatives. Mr. Stone earned an AB in Economics Magna cum Laude from Harvard College. 

Gaurav Tejwani

Partner and Portfolio Manager

Brigade Capital Management

Mr. Tejwani is Partner and Portfolio Manager in Structured Credit, focused on identifying opportunities in index, option, and tranche credit derivatives as well as in cash CLOs. Mr. Tejwani also focuses on the ETF and Index volatility space. Prior to joining Brigade in 2019, Mr. Tejwani was a Partner at River Birch LLC, and before that was a Portfolio Manager and co-head of Structured Credit at Pine River Capital Management. Mr. Tejwani began his career at Lehman Brothers where he eventually led the Structured Credit Research and Strategy effort. Mr. Tejwani received a Bachelors in Technology from the Indian Institute of Technology, Mumbai and an MBA from the Indian Institute of Management, Calcutta. 

Elizabeth Trotta

Partner

Partners Capital

Elizabeth Trotta is a Partner at Partners Capital, a global Outsourced CIO.  The firm oversees $58B of assets for clients, primarily Endowments, Foundations, and Family Offices.  Partners Capital invests across asset classes, conducting manager due diligence from seven global offices in the US, Europe, and Asia.  Elizabeth joined the firm in 2009 and serves as CIO for a number of US clients.  Elizabeth is based in New York.  She started her career at Goldman Sachs and has a BBA from the Ross School of Business at the University of Michigan.

Ivan Zelenko

Director and Chief Investment Officer

World Bank

Ivan Zelenko is Director and Chief Investment Officer of the Pension and Endowments Department at the World Bank. The Department manages about $38 billion of pension and other retirement benefit portfolios invested across a range of asset classes, including fixed income, public and private equity, real assets, private credit, and absolute return strategies. Prior to assuming these responsibilities, he was Director of Quantitative Solutions, Strategic Asset Allocation and Analytics at the World Bank Treasury, where he was responsible for providing quantitative support to Treasury activities. 

Ivan has had a long-standing career at the World Bank, having been Director of Market and Counterparty Risk in the CRO VP, and Head of Derivatives and Structured Finance in Treasury. Ivan joined World Bank in 2000, following an early career in capital markets and financial management at the French Financial Institution Caisse des Dรฉpรดts, and at the Strategy Department of BNP. 

Ivan graduated from Sciences-Po and Ponts et Chaussรฉes and holds a Ph. D. in Economics from the University of Paris Sorbonne. 

36 South Capital Advisors

36 South Capital Advisors launched in 2001 and specialize in the creation and management of asymmetrical portfolios with an emphasis on crisis protection. We invest in generally long-dated bullish and bearish, pan-asset class options which have the potential to generate exponential returns in a crisis. All of our funds are long volatility and invest in a combination of convex and positively accruing options. The funds aim to be non-correlated to traditional assets in a crisis and seek to provide portfolio diversification, risk mitigation and liquidity in order to ultimately reduce risk and increase investorsโ€™ long term portfolio returns. 

ADAPT Investment Managers

ADAPT Investment Managers (โ€œAIMโ€) was created by the former Lombard Odier team who managed the ADAPT fund since 2020. The swiss-based group launched in June 2024 with approximatively $1bn in AUM, which has been committed in the fund by existing investors. To begin with, the strategy will operate to a max capacity of $1.5bn. The team follows a cross asset, cross region, cross product mandate and looks to benefit from market dislocations to build an asymmetric return profile. The objective is to add diversification to an allocatorโ€™s portfolio by delivering alpha across the cycle.

Annapurna Capital Management

Annapurna Capital Management (โ€œACMโ€) is an alternative investment manager led by its Chief Executive Officer and Chief Investment Officer, Deep Kumar. The firmโ€™s goal is to deliver superior risk-adjusted returns across the business cycle with a low-to-negative correlation to the main asset classes.

The firmโ€™s focus is on liquid macro asset classes (Rates, Equity, FX, Credit and Commodities), mainly through asymmetric constructions using derivative instruments, in both developed and emerging markets across the globe. The firm aims to deliver on its goal while maintaining a strict focus on capital preservation and risk management.

Our investment process is supported by a highly technical and quantitative in-house developed analytics framework that seeks to identify anomalies in asset prices across the liquid asset classes. We seek to leverage both our quantitative structuring expertise and our risk management tools to generate uncorrelated alpha and positively convex return streams with a focus on outperforming during periods of high volatility.

Aspect Capital

Aspect Capital is a London-based investment manager which applies a systematic and quantitative approach. Founded by industry pioneers Anthony Todd and Martin Lueck, Aspect has a 25-year history of providing innovative products and diversifying performance to investors worldwide. Aspect combines scientific principles and leading-edge technology to create diversifying investment solutions, and strives to continuously improve every facet of the investment process and generate valuable returns for investors. Aspect was founded on a number of principles, some of which include rigorous ongoing research, collaboration, operational robustness, commercial awareness and transparency. For more information on Aspect Capital and its investment solutions.

Bank of America

Regarded as one of the worldโ€™s leading financial institutions, Bank of America serves individual consumers, small and middle-market businesses, and large corporations with a full range of banking, investing, asset management, and other financial and risk management products and services. Our decade-long focus on Responsible Growth allows us to be a source of stability for our customers and clients during challenging times, to continue supporting the communities in which we work and live, and deliver more consistent results for our shareholders throughout a well-understood risk framework. Our focus on ESG leadership has provided us with unique opportunities to deepen client relationships and create shared success with communities in which we operate.

Barclays

Our vision is to be the UK-centred leader in global finance. We are a diversified bank with comprehensive UK consumer, corporate and wealth and private banking franchises, a leading global investment bank and a strong, specialist US consumer bank. Through these five divisions, we are working together for a better financial future for our customers, clients and communities. The Investment Bank helps money managers, financial institutions, governments, supranational organisations and corporate clients manage their funding, investing, financing, and strategic and risk management needs.  

BlueBalance Capital

BlueBalance Capital is a Vienna-based asset manager co-founded in 2019 by Dr. Lukas Goetz and Michael Schuelli. The firm evolved from a relative-value macro strategy that was originally developed as a proprietary strategy within a European insurance company in the early 2000s. The founding partners have extensive expertise in derivatives across various asset classes and focus on monetizing medium- to long-term dislocations in derivative markets. The strategy capitalizes on opportunities in volatility, relative-value and macro, complemented by an efficient hedging portfolio designed to deliver balanced, lowly correlated returns with a strong emphasis on downside protection. At BlueBalance Capital, we are committed to long-term value creation and fostering a partnership approach with our investors Our decade-long focus on Responsible Growth allows us to be a source of stability for our customers and clients during challenging times, to continue supporting the communities in which we work and live, and deliver more consistent results for our shareholders throughout a well-understood risk framework. Our focus on ESG leadership has provided us with unique opportunities to deepen client relationships and create shared success with communities in which we operate.

BNP Paribas

BNP Paribas is the European Unionโ€™s leading bank and key player in international banking. It operates in 63 countries and has nearly 183,000 employees, including more than 145,000 in Europe. The Group has key positions in its three main fields of activity: Commercial, Personal Banking & Services for the Groupโ€™s commercial & personal banking and several specialised businesses including BNP Paribas Personal Finance and Arval; Investment & Protection Services for savings, investment and protection solutions; and Corporate & Institutional Banking, focused on corporate and institutional clients. Based on its strong diversified and integrated model, the Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance. In Europe, BNP Paribas has four domestic markets: Belgium, France, Italy and Luxembourg. The Group is rolling out its integrated commercial & personal banking model across several Mediterranean countries, Turkey, and Eastern Europe. As a key player in international banking, the Group has leading platforms and business lines in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific. BNP Paribas has implemented a Corporate Social Responsibility approach in all its activities, enabling it to contribute to the construction of a sustainable future, while ensuring the Group’s performance and stability. 

Brigade Capital Management

Brigade Capital Management, LP (โ€œBrigadeโ€œ) is a global asset management firm founded in 2006 currently managing $26.8 billion in assets. Brigade invests in public and private credit instruments using a bottom-up investment philosophy across a variety of diversified funds. As an SEC registered investment advisor, Brigade is one of the largest independent alternative asset managers with a 45-person investment team. Founded by Donald E. Morgan III, CIO and Managing Partner, the firm is headquartered in New York with a global footprint that includes offices in London and Colorado. The firm is committed to industry best practices and has earned a reputation for its commitment to transparency and integrity as a long-term partner with investors.

CAPSTONE INVESTMENT ADVISORS

Capstone is a leading investment manager for derivatives and manages a range of diversifying mandates including our flagship multi-strategy fund and a customized solutions business. With approximately $10.3 billion of assets under management as of April 1, 2024, and 300 employees as of April 1, 2024, Capstone was established in 2007 and is headquartered in New York with offices in London, Amsterdam, Milan, Los Angeles, Hong Kong, Stamford, and Boston. Through strategic insight, market-leading derivatives expertise, and advanced technology, we seek to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team and industry.

Cboe Global Markets

Cboe Global Markets (Cboe: CBOE), the world’s go-to derivatives and securities exchange network, delivers cutting-edge trading, clearing and investment solutions to people around the world. Cboe provides trading solutions and products in multiple asset classes, including equities, derivatives, FX, and digital assets, across North America, Europe and Asia Pacific. Above all, we are committed to building a trusted, inclusive global marketplace that enables people to pursue a sustainable financial future.

Citadel Securities

Citadel Securities is a next-generation capital markets firm and a leading global market maker, providing institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed-income products in any market condition. At Citadel Securities, the brightest minds in finance, science, and technology use powerful, advanced analytics to solve the market’s most critical challenges, turn big ideas into real-world outcomes, and accelerate their careers.

CME Group

As the world’s leading derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data โ€“ empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals.  The company offers futures and options on futures trading through the CME Globexยฎ platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platformIn addition, it operates one of the world’s leading central counterparty clearing providers, CME Clearing. 

Dominicรฉ

Founded in 2003 in Switzerland, Dominicรฉ is an investment management firm specializing in volatility, quantitative equities and Swiss real estate. With over two decades of experience in volatility strategies, we capitalize on market inefficiencies to generate consistent uncorrelated returns across market cycles. Our agile investment approach in liquid derivatives markets allows us to adapt swiftly to changing market conditions and manage risks effectively. Incorporating our volatility strategy into portfolios can significantly enhance their risk-adjusted returns, due to its low correlation to traditional asset classes and hedge fund styles. 

Eurex

As the leading European derivatives exchange and one of the leading clearing houses globally, Eurex provides you with innovative solutions to seamlessly manage risk โ€“ being architects of trusted markets characterized by liquidity, efficiency and integrity.

Goldman Sachs

The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world. 

Graham Capital Management

Graham Capital Management, L.P. (โ€œGrahamโ€) is an alternative investment manager with approximately $19.8B AUM as of April 1, 2024, founded in 1994 by Kenneth G. Tropin. For nearly three decades, Graham has specialized in providing compelling quantitative and discretionary alpha opportunities across a variety of market environments that seek low correlation to traditional investments. While Graham is one of the longest running macro and trend-following managers, the firm is committed to the innovative evolution of its strategies, supported by an established investment, technology, and operational infrastructure. By leveraging the unique synergies between the firmโ€™s quantitative and discretionary trading businesses, Graham has developed a broad range of complementary alpha strategies with a focus on thoughtful portfolio construction, active risk management, and diversification by design. Significant proprietary capital is invested in many of Graham's strategies, contributing to the alignment of interest between the firm and its clients. Graham's clients include global institutions, endowments and foundations, family offices, sovereign wealth funds, investment management advisors, and qualified individual investors.

Ionic Capital Management

Ionic Capital Managementยฎ LLC (โ€œIonicโ€) is a $3.9 billion New York based alternative asset manager founded in 2006 by Bart Baum and Daniel Stone. Ionic manages multiple private investment vehicles employing different investment strategies including relative value arbitrage, long volatility, and value equity. In addition, Ionic acts as sub-advisor to multiple registered investment funds for which it employs relative value arbitrage and value equity investment strategies. Within the long volatility investment strategies, Ionic focuses on generating negatively correlated returns, with the potential to deliver outsized returns in volatile markets. Ionic utilizes both explicit and imbedded options across asset classes, including equities, interest rates, currencies, commodities and credit in order to construct a portfolio that is typically positive convexity and long volatility. 

JPMorgan Chase & Co.

JPMorgan Chase & Co. (NYSE: JPM) is a leading financial services firm based in the United States of America (โ€œU.S.โ€), with operations worldwide. JPMorgan Chase had $3.7 trillion in assets and $280.7 billion in stockholdersโ€™ equity as of March 31, 2021. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. Under the J.P. Morgan and Chase brands, the Firm serves millions of customers in the U.S. and globally many of the worldโ€™s most prominent corporate, institutional and government clients.

Man Group

Man Group is a global active investment management firm, focused on pursuing alpha for clients through our Systematic, Discretionary and Solutions offerings. Powered by talent and technology, Man Groupโ€™s distinctive approaches are underpinned by research and span the public and private markets, across all major asset classes, with a dedicated focus on alternatives. Whether run on a single or multi-manager basis, all of our approaches are underpinned by our global investment platform, powered by our technology stack and investment excellence. Man Group establishes deep connections and tailored solutions to meet the investment goals of our clients. 

Morgan Stanley

Morgan Stanley (NYSE: MS) is a leading global financial services firm providing a wide range of investment banking, securities, wealth management and investment management services. With offices in 42 countries, the Firmโ€™s employees serve clients worldwide including corporations, governments, institutions and individuals.

Nasdaq

Nasdaq (Nasdaq: NDAQ) is a leading global technology company serving corporate clients, investment managers, banks, brokers, and exchange operators as they navigate and interact with the global capital markets and the broader financial system. We aspire to deliver world-leading platforms that improve the liquidity, transparency, and integrity of the global economy. Our diverse offering of data, analytics, software, exchange capabilities, and client-centric services enables clients to optimize and execute their business vision with confidence. To learn more about the company, technology solutions, and career opportunities, visit us on LinkedIn, on X @Nasdaq

Parallax Volatility Advisers

Parallax Volatility Advisers, L.P. is the San Francisco based investment adviser to Parallax Master Fund, L.P. and Cega RV Master Fund, L.P. Parallax has four distinct investment strategies that align with our data-driven approach to capturing value through volatility and market dislocation by integrating robust quantitative models and embedded risk modeling with state-of-the-art technology. 

Parallax Master Fund employs a global volatility relative value strategy that incorporates multiple trading strategies being utilized opportunistically. The process identifies trading opportunities by options flow analysis that is supported by qualitative and quantitative evaluation and targets the most attractive risk-adjusted portfolio of volatility exposures in both listed and over-the-counter options on global equities, indexes, ETFs, and commodities. Parallax was founded in 1996 and has been negatively correlated to major market indexes. 

Penso Advisors

Penso Advisors LLC, established in 2010, is a $1.4 Bn AUM New York based manager and advisory boutique specializing in discretionary global macro and risk mitigating strategies. Our niche specialty is derivatives structuring/trading and the management of high convexity strategies. We manage discretionary global macro strategies as well as bespoke, multi-asset class hedging portfolios for asset managers and sophisticated institutional allocators. 

Quantitative Brokers

Quantitative Brokersโ€™ goal is to be the worldโ€™s market leading provider of Quantitative Research driven Execution Algorithms for Listed and OTC financial instruments. We quantifiably help our clients by providing research-driven trading solutions to reduce transaction costs, trade complex structures, measure execution performance and improve workflow efficiencies. 

Societe Generale

Societe Generale is a top tier European Bank with more than 126,000 employees serving nearly 25 million clients in 65 countries across the world. We have been supporting the development of our economies for 160 years, providing our corporate, institutional, and individual clients with a wide array of value-added advisory and financial solutions. Our longlasting and trusted relationships with the clients, our cutting-edge expertise, our unique innovation, our ESG capabilities and leading franchises are part of our DNA and serve our most essential objective – to deliver sustainable value creation for all our stakeholders. The Group runs three complementary sets of businesses, embedding ESG offerings for all its clients:

  • French Retail, Private Banking and Insurance, with leading retail bank SG and insurance franchise, premium private banking services, and the leading digital bank BoursoBank;
  • Global Banking and Investor Solutions, a top tier wholesale bank offering tailored-made solutions with distinctive global leadership in equity derivatives, structured finance and ESG;
  • International Retail, Mobility & Leasing Services, comprising well-established universal banks (in Czech Republic, Romania and several African countries), Ayvens (the new ALD I LeasePlan brand), a global player in sustainable mobility, as well as specialized financing activities.

Committed to building together with its clients a better and sustainable future, Societe Generale aims to be a leading partner in the environmental transition and sustainability overall. The Group is included in the principal socially responsible investment indices: DJSI (Europe), FTSE4Good (Global and Europe), Bloomberg Gender-Equality Index, Refinitiv Diversity and Inclusion Index, Euronext Vigeo (Europe and Eurozone), STOXX Global ESG Leaders indexes, and the MSCI Low Carbon Leaders Index (World and Europe).

For more information, follow us on Twitter/X @societegenerale

SpiderRock

SpiderRock is a technology provider that creates and deploys some of the most innovative algorithmic execution and risk management solutions commercially available to service large hedge funds, bank trading desks, proprietary trading firms and other institutional clients around the world. The platform is a high-performance, cloud-based trading system empowering institutional clients with tools to source liquidity intelligently and at scale in the equity, futures and option markets. SpiderRock is also a market data vendor specializing in low latency data service and normalized multicast data and analytics feeds including a live Greek, Risk Factor and Implied Volatility feed and corresponding historical snapshots. In addition, SpiderRock offers electronic execution and market access services to multiple market places via SpiderRock EXS, an agency broker dealer and FINRA memberSpiderRock EXS also enables SRConnect, our newly launched options ATS, which supports a Flash and a Block auction process to match orders electronically with upstairs liquidity.  

Transtrend

Transtrend is a leading systematic investment manager, based in the Netherlands and managing USD 6bn of assets for clients around the globe. Transtrend offers one strategy, the Diversified Trend Program (DTP), trading futures, forwards and swap markets globally and across multiple asset classes. DTP is an active trend-based strategy, has an absolute return objective and has delivered attractive risk-adjusted returns since its inception in 1992. The track record is characterized by convexity and positive skew, low correlation to the major asset classes and other hedge fund styles, modest drawdowns, and strong returns during periods of market stress.

III Capital Management

III Capital Management (โ€œIIIโ€ pronounced โ€œtriple eyeโ€), together with its affiliates, has been managing investor capital since 1982. Our mission is to work with sophisticated institutional investors and leverage our infrastructure to provide independent, asymmetric, customized investment solutions globally. We regard our clients as trusted partners and hold ourselves to high ethical standards. As of April 1, III manages over $5.7 billion across four primary strategies: fixed income relative value ($2.2B), convexity/tail ($1.0B), long only credit ($1.6B), and long/short credit ($852M). Our investor base is over 90% pensions and endowments with over 90% of assets in managed accounts or funds of one to provide customization and flexibility to clients. The firm is headquartered in Boca Raton, FL with approximately 100 employees; its principals have an average tenure of over 19 years with III. 

True Partner Capital

True Partner Capital is a global asset management firm founded in 2010 and with offices in Asia, the US and Europe. We have over $1 billion in assets under management and serve a diverse range of clients globally. The Firm has a focus on volatility trading in liquid markets, particularly equities. The key principals of the Firm were previously options market makers, and the Firm combines trading and technology expertise built up over many years of software development and active trading in derivative markets. We seek to develop long-term partnerships with our clients and to provide them with superior risk-adjusted returns and customized investment solutions, both through commingled fund products and separate mandates. 

UBS

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. It also provides diversified asset management solutions and focused investment banking capabilities. With the acquisition of Credit Suisse, UBS manages 5.7 trillion dollars of invested assets as per fourth quarter 2023. UBS helps clients achieve their financial goals through personalized advice, solutions and products. Headquartered in Zurich, Switzerland, the firm is operating in more than 50 markets around the globe. UBS Group shares are listed on the SIX Swiss Exchange and the New York Stock Exchange (NYSE).

Harold de Boer

Managing Director, Head of R&D

Transtrend

Harold is the architect of Transtrend’s Diversified Trend Program, responsible for R&D, portfolio management and trading. Harold was born and raised on a dairy farm in Drenthe. And from a young age, he has been intrigued by linking mathematics to the real world around us.

He graduated in 1990 with a Masterโ€™s degree in Applied Mathematics from the University of Twente in the Netherlands. In the final phase of his studies, while working on the project that would later become Transtrend, he became fascinated by the concept of leptokurtosis โ€” or โ€˜fat tailsโ€™ โ€” in probability distributions, a topic which has inspired him throughout his career.  

Haroldโ€™s approach to markets is best described as a combination of a farmerโ€™s common sense and mathematics, never losing sight of the underlying fundamentals.