Anca Dimitriu

Partner and Head of the Quant Hedge Fund & Dynamic Beta IDD analyst team

Albourne Partners

Partner and Head of the Quant Hedge Fund & Dynamic Beta IDD analyst team at Albourne Partners since May 2019. Previously, COO of quant strategies at Balyasny Asset Management, focused on building the quant business front to back – from candidate hiring & onboarding all the way through to building the support infrastructure. The 7 years before were spent at WorldQuant/Millennium, initially as a quant portfolio manager, then responsible for business development. Prior to Millennium, at Goldman Sachs for 5 years, in the prop equity quant trading team, as a researcher and quant trader. BSc and MSc in Finance from the Academy of Economic Studies in Bucharest, and PhD in Financial Econometrics from ICMA Centre, Henley Business

Chloe Duanshi

Head of Quantitative Research & Portfolio Construction

CFA®, Rockefeller Capital Management

Chloe Duanshi is a Managing Director and the Head of Quantitative Research & Portfolio Construction for Rockefeller Capital Management. She is a member of the firm’s Management Committee.

As the Head of Quantitative Research & Portfolio Construction, Chloe is responsible for developing broad capital market outlook across asset classes as well as designing strategic and tactical asset allocation guidance for the Rockefeller Global Family Office. Chloe is also focused on working with clients to construct bespoke, institutional-caliber portfolios with traditional and alternative investment solutions, utilizing proprietary portfolio construction techniques that seek to identify and capture a diversified collection of unique, fundamental return drivers.

Before joining Rockefeller, Chloe was a cross-asset strategist at Morgan Stanley, where she specialized in asset allocation and portfolio construction for ultra-high net worth individuals, single family offices, endowments, and foundations. Prior to that, Chloe spent a number of years at BNP Paribas in equities and commodities derivatives.

Chloe received her B.S. degree, magna cum laude, from the Sibley School of Mechanical & Aerospace Engineering at Cornell University and M.A. degree in Mathematics from Columbia University. Chloe is a CFA® charterholder.

Dulari Pancholi

Co-Head of Impact Investing Committee

NEPC

Dulari’s investment career began in 2000 and she joined NEPC in 2006.  Dulari is involved in NEPC’s hedge fund research and due diligence activities, in addition to providing consulting services for the non-traditional asset classes of NEPC’s various clients.  Dulari is the Co-Head of NEPC’s Impact Investing Committee. Dulari is also frequent speaker at industry conferences on the topic of Impact Investing. Prior to joining NEPC in August of 2006, Dulari was Vice President of Operations of the Hedge Fund at Venus Capital Management. Dulari received her M.B.A. from the University of Massachusetts, Amherst and holds L.L.B. and B.S. degrees from the University of Mumbai.  Dulari has attained both of the Chartered Financial Analyst and Chartered Alternative Investment Analyst designations. She is also a member of the Boston Security Analysts Society.

Pascale Venne

Investment Officer

CN Investment Division

Pascale is an Investment Officer at CN Investment Division in Montreal working in the Absolute Return group. In her role, Pascale develops and executes strategies as part of a Portable Alpha mandate and a Downside Protection mandate.

Prior to joining the firm, she worked at National Bank as a member of the Exchange Traded Funds market making team. Before that, she worked in the actuarial consulting group at Mercer.

Pascale holds a Bachelor’s Degree in Mathematics and Actuarial Science, as well as a Master’s Degree in Mathematical Finance and, in 2015, was awarded the Women in Financial Markets Scholarship from National Bank.

Sandrine Ungari

Head of Cross Asset Quantitative Research

Société Générale

Sandrine Ungari joined Societe Generale in 2006 as a quantitative analyst within Global Research. She was then successively promoted to deputy head of Quant research and head of the Cross-Asset Quantitative Research group. Sandrine’s team is active in systematic quantitative strategies, machine learning, derivatives overlays and portfolio risk modeling. The team has been recognized as a market leader in quantitative research. It was ranked #1 in the latest Extel survey in this category and is the recipient of the Research House of the Year award from Risk Awards. Prior to that, Sandrine worked as a quantitative analyst at HBOS Treasury and at Reech Sungard in London. She holds a Master of Science from Ecole Nationale des Techniques Avancees and a Master in Quantitative Finance from Paris VI University.