PANEL 5: WHAT KEEPS THE ALLOCATORS UP AT NIGHT AND THEIR VIEWS ON HEDGING?
Johnathan Crist, CFA FRM is a Sr. Investment Analyst at the Georgia Tech Foundation, Inc. where he is a part of the team managing $2.4B in assets. His responsibilities include managing the portfolio allocation, risk, and derivative program. Previously he worked at the UPS Group Trust in the Strategy, Asset Allocation & Risk group. Johnathan graduated from Georgia Tech with a Bachelor’s Degree in Industrial Engineering and is currently pursuing his MBA with a concentration in Quantitative Finance at the Scheller College of Business.
Carl Lantz is a Senior Portfolio Manager at the Public School Employees’ Retirement System (PSERS) which oversees the management of over $65B in assets on behalf of the Commonwealth’s current and retired public school employees. Carl is responsible for $12B in assets invested with external managers across public market asset classes including equities, fixed income, real assets and tail risk mitigation.
Prior to joining PSERS, Carl was a Managing Director at Credit Suisse Securities LLC where he spent more than a decade in various roles including US Head of Global Macro Products Strategy and Co-Head of Global Interest Rate Strategy. In addition to formulating and communicated top-down market views, Carl specialized in structuring interest rate and cross-market derivatives trades.
Carl began his career as an economic researcher at the Federal Reserve Bank of Richmond where he focused on macroeconomics, monetary policy and capital markets.
Carl received a BA in Economics from Dickinson college and an MBA in Finance from Columbia University. Carl is a CFA Charterholder.
Meisan is a senior investment director researching and advising on Hedge Funds in Cambridge Associates’ Boston office. She heads up the firm’s research efforts on uncorrelated strategies in the Americas. In addition, Meisan is a Director of Hedge Funds in CA Capital Management, Cambridge Associates’ outsourced investment office business. Previously she was part of part of the firm’s pension practice, where she advised a variety of institutional investors on Hedge Fund investment issues such as asset allocation strategy, manager selection, risk management and investment program evaluation. Meisan has 19 years of investment experience and has previously worked at Omega Capital, Apollo Management, Guggenheim Partners, Evergreen Investments (now Wells Fargo) and Tsai Capital.
Meisan is a CFA charterholder, and has an undergraduate degree and a graduate degree from Middlebury College and Columbia University, respectively.
Oleg Mogilny is Managing Director, Public Market Alternatives and Factor Investing. He heads IMCO’s investments in public market alternatives with an objective to deliver absolute returns with low beta to equity markets.
Oleg has 20 years of experience in research, trading and portfolio management across major global public markets.
Prior to joining IMCO in 2019, Oleg led the Quantitative Strategies and Research group at Ontario Teachers’ Pension Plan (OTPP). In this role he managed systematic absolute return strategies and investment-focused data science initiatives. During his 16-year career at OTPP, Oleg had progressive roles in Capital Markets, Tactical Asset Allocation and Public Equities teams, being responsible for macro strategies, systematic programs, factor investing, equity portfolio construction, thematic and hedging portfolios.
Oleg Mogilny holds an MBA from McGill University and a Master’s degree in Economics from Kyiv School of Economics. He is a CFA charterholder.
David Warn is the Chief Risk Officer for the Office of Investments at University of Chicago, specializing in market risk management, analytical development, and risk and liquidity forecasting. He manages the Endowment’s strategic allocation to long volatility/tail hedging. Prior to joining the University in 2010, David spent six years with Morgan Stanley in London as head of equity risk analytics where he monitored European equity market risk. Previously, he was in a quantitative risk management role at Banca Intesa SpA in London, covering their exotic equity derivatives book.
David holds a PhD in Medical Statistics from the University of Cambridge, UK, and MSc and BSc degrees in Mathematics from Imperial College, London.
Megan Morgan is Global Head of Equity and Index Sales at Eurex, one of the world’s leading derivatives exchanges. Megan started at Eurex in 2011 and spearheaded the Exchange’s successful efforts to grow the VSTOXX® futures market as Head of VSTOXX® Global Sales. Prior to Eurex, Megan worked for European Climate Exchange, where she built US-participation in the EU Carbon Market. Megan holds an MBA from the University of Chicago Booth School of Business and an undergraduate degree from the University of North Carolina at Chapel Hill. In 2015, Megan launched One Refugee Child, a project-based non-profit helping Syrian refugee children. In a former life, Megan played professional golf on the Futures Mini Tour.