Panel 1: What is Going on in the Volatility Space? What are your expectations for the rest of 2021 and beyond?

9:00 am - 10:00 am

Moderator

10:00 am - 11:00 am

Covid and climate change: What is the range of outcomes from here and what are the probabilities?

Moderator

Date

Sep 21 2021
Expired!

Time

9:00 am - 11:00 am

RISHABH BHANDARI

Senior Portfolio Manager

CAPSTONE INVESTMENT ADVISORS

Rishabh “Rish” Bhandari is a Senior Portfolio Manager on the Solutions platform. Rish finds his role challenging, dynamic and stimulating every day and enjoys the opportunity to collaborate internally and work with investors daily in a constantly evolving environment. Rish joined Capstone in 2016 with experience in trading, pricing and risk managing the instruments that are the cornerstone to the Solutions platform. Most recently, Rish worked as Managing Director on the Equity Derivatives desk at Nomura after spending eight years as Head of the Equity Structured Products Trading Desk at Credit Suisse. Rish began his career in similar roles at both Lehman Brothers and Barclays Capital.

Rish received a B.Eng. degree in Electronics from Mumbai University and an M.Sc. in Financial Engineering from Columbia University.

DEREK DEVENS

Managing Director and Senior Portfolio Manager

NEUBERGER BERMAN

Derek Devens, CFA, joined the firm in 2016. Derek is a Managing Director and Senior Portfolio Manager of the Option Group. Prior to Neuberger Berman, Derek was responsible for both Research and Portfolio Management at Horizon Kinetics. Derek was a member of the Investment Committee and responsible for co-managing the Kinetics Alternative Income Fund and various separate account strategies. Prior to Horizon Kinetics, Derek was a Vice President with Goldman Sachs’ Global Manager Strategies Group where he was responsible for conducting investment manager research. Previously, Derek worked in fixed income portfolio management at both Fischer Francis Trees & Watts as well as Bond Logistix. He received a BS in Civil Engineering from Princeton University and an MBA from New York University. He has been awarded the Chartered Financial Analyst designation.

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 22 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.

Edouard Laurent-Bellue

Deputy Chief Investment Officer

LFIS

Edouard joined LFIS in 2013 as Partner and Head of Fund Solutions and was promoted to Deputy CIO in 2021. Edouard began his career as an equity derivatives structurer at Société Générale in 2005. In 2010 he joined Deutsche Bank as a structurer within their equity derivatives department, where he developed investment and hedging solutions for institutional clients and hedge funds and managed the team in Hong-Kong. From July 2011 to September 2012, Edouard was with Morgan Stanley Hong Kong in equity derivatives trading.  

Edouard graduated from Ecole Polytechnique. He also holds a Master’s degree in Probability and Finance from Paris VI University.

PIERRE DE SAAB

Partner and Head of Asset Management

DOMINICÉ & CO

Pierre de Saab is a Partner and Head of Asset Management at Dominicé & Co – Asset Management. Since joining Dominicé in 2010, Pierre de Saab has significantly contributed to the development of the company’s flagship volatility strategy. Today, he heads the investment team’s research and trading operations, as well as the company’s business development strategy.

Prior to joining Dominicé, 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, he gained significant experience in designing risk management and trading systems. He has also developed proprietary trading strategies and innovative derivative products for hedge funds and sophisticated institutional investors.

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.

ERIN BRIGGS

Managing Director, Global Markets Division

GOLDMAN SACHS

Erin leads the Hedge Fund Equity Derivatives Sales team in New York, focusing on delivering tactical and strategic solutions to clients. She joined Goldman Sachs as a vice president in 2018 and was named managing director in 2021. Prior to joining the firm, Erin worked at Citi for 11 years, where she worked in various roles within the Fixed Income Syndicate business, and as an Equity Franchise and Derivatives salesperson, covering both hedge fund and institutional clients. Erin earned a BS in Economics and Finance from Niagara University in 2007.

Professor Liam Smeeth

Director

London School of Hygiene and Tropical Medicine

Liam Smeeth is professor of clinical epidemiology and Director of the London School of Hygiene and Tropical Medicine. He is also a practicing doctor in general practice. During his career he was supported by fellowships from MRC, NIHR and Wellcome. He was previously a Trustee of the British Heart Foundation and a non-executive director of the Medicines and Healthcare products Regulatory Agency. He is a member of the strategic oversight committee for UK Biobank and an elected Fellow of the Academy of Medical Sciences. Much of his research is based on making better use of computerised clinical data for research, and he co-led the creation of the OpenSafely resource in response to the Covid pandemic. His broad interests include disease aetiology, drug effects, genetics and non-communicable diseases in low-income settings.

Professor Alan Dangour

Director

Centre on Climate Change and Planetary Health

Alan joined LSHTM in 2001 and is a Professor in Food and Nutrition for Global Health. Alan is a Registered Nutritionist (Public Health) with a background in biochemistry and biological anthropology. Between 2012 and 2017, he was seconded part-time to the Research and Evidence Division of the UK Department for International Development (DfID) as a Senior Research Fellow in nutrition. In December 2018, Alan was appointed as the Specialist Advisor to the Environmental Audit Committee (UK Parliament) inquiry on Planetary Health.

Jonathan Sorrell

President

Capstone Investment Advisors

Jonathan Sorrell is Capstone’s President, leading strategic initiatives and business development. Jonathan joined Capstone in 2020 from Man Group where he was President and Executive Board Director. In this role, he was responsible for global sales and marketing, investment businesses operating in private markets (Man GPM) and fund of hedge fund solutions (Man FRM), and group M&A and strategy.

Prior to becoming President at Man, Jonathan was Chief Financial Officer, responsible over time for finance, tax, internal audit, operations, technology and human resources. Before joining Man, Jonathan was a Managing Director at Goldman Sachs working in the investment banking, investment management and securities divisions in London and New York. During his thirteen year tenure at Goldman Sachs, Jonathan led investment banking coverage of asset management companies in EMEA and then managed the Goldman Sachs Petershill Fund, a vehicle investing in hedge fund management companies.

Jonathan is a Non-Executive Director of RIT Capital Partners plc, a co-founder of 100 Black Interns and 10,000 Black Interns, Chairman of the Investment Management Industry Group and Honorary Member of the Council of the NSPCC, a member of the Investment Committee of Help for Heroes and a Patron of the Amos Bursary.

Jonathan received an M.A. in Law from Cambridge University.