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NYC 2023 Agenda

Global Volatility Summit New york

September 12, 2023 at Pier Sixty in NYC

We are excited to announce the 14th Annual Global Volatility Summit took place on September 12, 2023 at Pier Sixty in NYC. 

2023 Global Volatility Summit

Save the date for September 12, 2023 at Pier Sixty in NYC

2023 Event Agenda

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2023 Keynote SPEAKER

Tim Peake

British ESA astronaut

2023 Fireside Chat

Guy Laliberté

Founder of Cirque du Soleil, One Drop Foundation and Lune Rouge

Tony Pasquariello

Global Banking & Markets NY

2023 EVENT SPEAKERS

Arianne Adams

Cboe Global Markets

WILL BARTLETT

PARALLAX VOLATILITY ADVISERS

ARI BERGMANN

PENSO ADVISORS

Harold de Boer

Transtrend

Paul Britton

Capstone Investment Advisors

Pablo E. Calderini

Graham Capital Management

Rebecca Cheong

UBS

Lester N. Coyle

III Capital Management

W. Brian Dana, CAIA

MEKETA

George Evans, CFA

Aksia

Jason Goldberg

CAPSTONE INVESTMENT ADVISORS

Nick Granger

PIMCO

Jason Hedberg

UBS

TOBIAS HEKSTER

TRUE PARTNER CAPITAL

John Holton

Wilshire Advisors

Jessica Janowitz

Goldman Sachs

CHRISTIAN KOBER

CAPULA INVESTMENT MANAGEMENT

Marko Kolanovic

J.P. Morgan

John Lake

MERCER

Tom Leake

Capstone Investment Advisors

Roger McAvoy

HKEX (U.S.) LLC

John Marshall

Goldman Sachs

Diego Parrilla

36 South Capital

Michael Pintar

Société Générale

PIERRE DE SAAB

DOMINICÉ & CO

Adam Shukovsky

PIMCO

Dmitri Smolansky

SECOR Asset Management

Dan Stone

Ionic Capital Management

Victoria Vodolazschi

Towers Watson

Gerlof de Vrij

CAPSTONE INVESTMENT ADVISORS

Mandy Xu

Cboe Global Markets

Managers and Sponsors

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Tim Peake

British Astronaut

ESA

Tim Peake was the first British ESA astronaut to visit the International Space Station, where his work on its Principia mission captured the hearts and minds of millions. He is also a best-selling author and an inspirational communicator of science to audiences of all ages.

Tim served as an army officer in Northern Ireland before gaining his Army Flying Wings in 1994. After flying helicopters in Kenya, Cyprus, Canada and Northern Ireland, Tim trained as a combat search and rescue instructor, and flew operations to enforce the peace and provide humanitarian support in the aftermath of the Bosnian War.

Tim was part of the team responsible for training the first UK crews in flying the Apache attack helicopter. Promoted to Major and with well over 2000 hours of flying experience Tim became a test pilot and was subsequently deployed to Afghanistan in support of Special Forces operations.

Tim was selected as an ESA astronaut in May 2009 and after arduous training Tim was assigned to a mission to the International Space Station in May 2013. After many months spent in Russia learning how to operate the Soyuz spacecraft, he launched to space on 15 December 2015. His Principia mission included a spacewalk to repair the Station’s power supply, helping dock two spacecrafts and driving a rover across a simulated Mars terrain from space. 

Tim took part in over 250 scientific experiments during his mission. His Principia mission also focused on educational outreach, engaging more than 2 million schoolchildren across Europe in over 30 projects during his time in space. 

As an ambassador for Science, Technology, Engineering and Mathematics (STEM), Tim is passionate about inspiring the next generation of scientists, engineers and explorers.

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Guy Laliberté

Founder of

Cirque du Soleil, One Drop Foundation and Lune Rouge

Founder of Cirque du Soleil, One Drop Foundation and Lune Rouge, Guy Laliberté was named by Time Magazine as one of the most influential personalities in the world and has been recognized as one of the most creative and  innovative minds by Condé Nast.
An inventive entrepreneur and great philanthropist, Guy Laliberté has received several awards and nominations over the years to recognize the entirety of his achievements, at the artistic and creative level as well as the entrepreneurial level :

  • 2019 – Induction to the Cercle des grands entrepreneurs du Québec;
  • 2017 – Named World’s 100 Greatest Business Minds according to Forbes;
  • 2016 – Named Companion of the Ordre des Arts et des Lettres du Québec;
  • 2011 – Entered the Canadian Business Hall of Fame;
  • 2010 – Honored with its own star on the famous Hollywood Walk of Fame;
  • 2010 – Elevated by Quebec government’s Ordre de la Pléiade to the status of Officer, having made him a Knight six years earlier;
  • 2008 – Received an honorary doctorate from Laval University, in Quebec;
  • 2007 – Three-time winner at the Ernst & Young Entrepreneur of the Year Award in the regional, national and international categories of this prestigious program;
  • 2004 – Granted by Governor General of Canada the insignia of the Order of Canada, the highest
    distinction in the country;
  • 2001 – Named a Great Montrealer by the academy of the same name;
  • 1997 – Received the Ordre national du Québec, the highest distinction awarded by the Quebec
    government.

Guy Laliberté now dedicates his time and talent to his company Lune Rouge and his One Drop Foundation. Through inspiration and the transfer of values and knowledge to young entrepreneurs, Guy Laliberté continues his commitment to young creators by supporting several innovative initiatives. For this true ambassador of creativity, there is nothing more precious than humanity. Human relations and interactions are at the heart of every project that he contributes to or develops.

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Tony Pasquariello

Head of hedge fund coverage for Global Banking & Markets

Global Banking & Markets New York

Tony is global head of hedge fund coverage for Global Banking & Markets and co-leads the firm’s One Goldman Sachs Family Office Initiative within the Americas. Previously, he was head of macro client coverage across FICC and Equities and co-head of US Equities Sales. Tony joined Goldman Sachs in 1999 as an analyst in Fixed Income Interest Rate Products and moved to the Equities Division in 2001. He was named managing director in 2007 and partner in 2012.

Tony is a member of the Board of Trustees of the Taft School, the Board of Directors of the FDNY Foundation and is vice chair of the Board of Trustees of Uncommon Schools New York City. He also serves on the Leadership Council of the Robin Hood Foundation.

Tony earned a BA from Colby College in 1999.

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Arianne Adams

Senior Vice President, Head of Derivatives and Global Client Services

Cboe Global Markets

Arianne Adams is Senior Vice President, Head of Derivatives and Global Client Services at Cboe Global Markets, Inc.  Adams is responsible for the day-to-day operations of the options and futures businesses.  In addition, she leads Cboe’s client services team, which identifies and educates new investors, in addition to supporting existing clients, for our options and futures products. In her role, Adams also focuses on expanding the use of Cboe’s proprietary products globally. 

Before joining Cboe, Adams was Vice President, Head of Electronic Options on the Equity Derivatives Sales team at Goldman Sachs, where she led a team focused on offering electronic options connectivity solutions to global institutions and asset managers. Prior to joining Goldman Sachs, Adams also held Equity Derivatives Sales roles at Capstone Investment Advisors and Merrill Lynch.  She started her career in Investment Banking at Merrill Lynch in 2000. 

Previously, Adams served on several industry committees, including the Options Market Structure Committee, STA Options Committee and the Options Industry Council (OIC) Advisory Board.

Adams attended Pennsylvania State University, where she earned a B.S. in Finance and was co-captain of the school’s varsity women’s swimming team. She holds NASD Series 3, 7, 63 and 55 and Principal NASD Series 4, 9 and 10 licenses.

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Will B

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 Bachelor’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.

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ARI BERGMANN

Founder and Managing Principal/CIO

PENSO ADVISORS, LLC

Ari Bergmann is Penso’s Founder and Managing Principal/CIO. He leads the firm’s investment committee and manages various Penso funds and clients’ 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 Trust’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 Trust’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 Master’s in Liberal Studies and a Ph.D. in Comparative Religion, both from Columbia University.

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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 Master’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 — or ‘fat tails’ — in probability distributions, a topic which has inspired him throughout his career.  

Harold’s approach to markets is best described as a combination of a farmer’s common sense and mathematics, never losing sight of the underlying fundamentals. 

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PAUL BRITTON

Founder and Chief Executive Officer

CAPSTONE INVESTMENT ADVISORS

Paul Britton is Capstone’s Founder and Chief Executive Officer. Paul focuses on setting the firm’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 Mako’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 America’s Foundation and Friends Seminary School in New York City.

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

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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 (Graham) and is responsible for the management and oversight of the discretionary and systematic trading businesses at Graham. Mr. Calderini 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, each in Argentina.

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Rebecca Cheong

Head of UBS America Equity Derivatives Strategy

UBS

Rebecca is a Managing Director and the Head of Americas Equity Derivatives Strategy.  She joined UBS in May 2014 from a global macro hedge fund. Her team is responsible for publishing trade ideas across asset classes and capital structures, as well as advising institutional investors on derivatives overlay to fine tune portfolio risk-reward.  In particular, her Market Internal Dynamic Model on cross-asset dislocations, market signals and systematic strategies are widely followed.  In 2016, she was awarded Top 100 Working Mother of the Year by the Working Mother magazine.  She was also voted #1 Equity Derivatives Strategist globally in 2019 (Last year of extel survey).

Rebecca began her career as a derivatives trader at Goldman Sachs where she spent 14 years and was most recently Co-Head of the Equity Derivatives Strategy team.  Prior to UBS, she was a Managing Director and the Head of US Advisory at Société Generale, as well as Head of Quantitative Research and on the Investment Committee at Balestra Capital, a global macro hedge fund.

Rebecca graduated magna cum laude in three years with Bachelor of Arts degrees in both Computer Science and Economics from Wellesley College. She is also a CFA and holds a Master of Science in Financial Engineering from the New York University’s Stern School of Business.

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Lester N. Coyle

Chief Investment Officer

III Capital Management

Dr. Lester Coyle is a principal and Chief Investment Officer. Dr. Coyle joined the firm in 2005 from Commerzbank, where he was the 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, he was a mathematics professor at Duke University and Loyola University. He earned a PhD in mathematics (1995) from the University of Michigan and a BA in mathematics (1989) from Trinity College, Dublin. Dr. Coyle is co-author of the book “Lectures in Contemporary Probability” and has published numerous articles on probability and finance.

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W. Brian Dana, CAIA

Managing Principal/Director of OCIO Services/Director of Marketable Alternatives

Meketa INVESTMENT Group

Mr. Dana joined Meketa in 2006. He works with both research and client relationships. His research responsibility includes marketable alternative portfolio construction as well as sourcing, due diligence, and monitoring of the firm’s marketable alternative investment managers. Mr. Dana works with Meketa Fiduciary Management, Meketa’s OCIO subsidiary, to ensure rigorous investment demands and complex client requirements are met through the OCIO platform. Mr. Dana is a member of Meketa’s Fiduciary Management (OCIO) Investment Committee and the Marketable Securities Oversight Committee who oversee public market manager due diligence.

Prior to joining the firm, he worked as an analyst with The University of Florida Investment Corporation (UFICO), the investment group for the University of Florida’s endowment. While at the UFICO, Mr. Dana focused on sourcing, due diligence and analysis of alternative investments. Previously, he served as an Associate with Citigroup Global Markets’ Boston office in fixed income sales and trading. Mr. Dana received a Master of Science in Finance from the University of Florida in 2006 and his undergraduate degree in Economics from Drury University in 2000. Mr. Dana holds the Chartered Alternative Investment Analyst (CAIA) designation and is a member of the CAIA Association®.

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George Evans, CFA

Managing Director, Fixed Income and Volatility

Aksia

George is a Managing Director on the Investment Research team and has over 14 years of experience in alternative investments. He is responsible for sourcing, conducting investment research, and evaluating managers across fixed income and volatility 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.

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Jason Goldberg

Capstone Investment Advisors

Jason Goldberg is a Senior Portfolio Manager responsible for managing dispersion and risk-transfer portfolios on the Solutions platform. Jason enjoys the transparency and autonomy he has in running his area of the business. Jason has been trading equity derivatives since 1998 and joined Capstone in 2018 from PIMCO where he was an Executive Vice President dedicated to equity dispersion. He also ran the equity execution desk for PIMCO and helped advise portfolio managers on equity-related strategies and trades. Before joining PIMCO, Jason was a Managing Director at Och-Ziff and a Partner at Onyx Capital. He started his career at J.P. Morgan and worked on both the equity derivatives and municipal derivatives desks.

Jason graduated magna cum laude and received a dual degree in Math and Economics from Claremont McKenna College.

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Nick Granger

Portfolio Manager, Quantitative Analytics

PIMCO

Mr. Granger is a managing director in the Newport Beach office and leads PIMCO’s quantitative portfolio management team. He is the lead portfolio manager of PIMCO’s flagship quantitative hedge fund strategy, along with oversight and portfolio management responsibilities across PIMCO’s range of systematic funds. Prior to joining PIMCO in 2020, Mr. Granger was based in London as chief investment officer and head of research at AHL, the systematic division of Man Group. In this role he was also portfolio manager of the firm’s quantitative multi-strategy fund, and a specialist in systematic volatility strategies. Prior to Man Group, he was an equity derivatives strategist at J.P. Morgan. He has 19 years of investment experience and holds a bachelor’s degree in mathematics from Oxford University, a master’s degree in philosophy from Kings College London, and a Ph.D. in mathematical logic from the University of Manchester.

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jason hedberg

Global Head of UBS Equity Derivatives Flow Sales

UBS

Jason Hedberg is a Managing Director in charge of Equity Derivatives Flow Sales. He is responsible for the coverage of over 1000 clients worldwide from Sales teams based in New York, Hong Kong, Sydney, London, and Zurich. Structures range from vanilla listed options to complex Risk Premia solutions and customers span Hedge Funds, Asset Managers, Insurers, Pensions, Family Offices….

Mr. Hedberg joined UBS in November 2013. Prior to this he was the Head of Derivative Sales for Societe Generale from 2006-2013. He began his career in finance trading Convertible Arbitrage with the Greenwich, CT hedge fund Amaranth. He is a military veteran having served in the United States Navy as an Intelligence Officer for seven years.

He holds a Bachelor of Science from the United States Naval Academy and a Masters in Business Administration from INSEAD in Fontainebleau, France. He is married with four children and lives in New Jersey. His wife, Mikie Sherrill, is a Congresswoman in the United States House of Representatives for the 11th District of New Jersey.

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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.

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John Holton

Assistant Vice President

Wilshire Advisors

John Holton is an Assistant Vice President with Wilshire Advisors, LLC and a member of the Alternatives Manager Research team. John joined Wilshire in 2015 and currently has nine years of industry experience. He earned a Bachelors Degree in Economics from Pepperdine University in Malibu, California, and is a Chartered Alternative Investment Analyst®.

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Jessica Janowitz

Head of Americas Equity Derivative Sales and head of Americas Asset Managers in Equities

Goldman Sachs

Jessica is head of Americas Equity Derivative Sales and head of Americas Asset Managers in Equities. She is responsible for delivering tactical and strategic derivatives solutions as well as working across products to optimize solutions across asset managers in the Americas. Jessica is co-chair of the Goldman Sachs & Co LLC Listed Options Best Execution Committee. 

Previously, she worked as a managing director on the Strategic Client Coverage team. In this role, Jessica oversaw senior coverage and strategy for many of the firm’s key institutional and hedge fund clients. Prior to that, she spent 14 years building the firm’s Equity Derivatives franchise within the institutional client base, predominantly focused on asset managers. Previously, she was co-head of the Goldman Sachs Women’s Network in 2016 and a Women’s Career Strategies Initiative champion. 

Jessica joined Goldman Sachs as an analyst in 2005, was named managing director in 2015 and partner in 2022. 

Jessica earned a joint BS and BA in Finance and Accounting, magna cum laude, from the McDonough School of Business at Georgetown University in 2005. 

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CHRISTIAN KOBER

Managing Director, Head of Global Product Strategy

CAPULA INVESTMENT MANAGEMENT

Christian Kober is a managing director at Capula Investment Management LLP having joined the firm in July 2019 as a derivatives strategist. As head of global product strategy, Christian focuses on derivatives strategy in the context of Capula’s crisis alpha products and works closely with the firm’s investment, strategy and investor relations teams. He was previously the head of European equity derivative strategy in Barclays’ Pan European equity research in London from 2010 to 2019 where he was ranked #1 in the 2016 and 2017 Extel survey. Earlier in his career, Christian worked at Morgan Stanley as lead analyst for European equity derivative strategy and in quantitative equity prop trading. Christian began his career at SG Securities in 2001 where he was an equity research analyst, covering the transportation sector.


BBA, University of Saarbrücken, 1998
MBA, Leipzig Graduate School of Management, 2001
Chartered Financial Analyst (CFA)

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Marko Kolanovic

Chief Global Market Strategist and co-Head of Global Research

J.P. Morgan

Marko Kolanovic is the Chief Global Market Strategist and co-Head of Global Research for J.P. Morgan. His team is responsible for Asset Allocation, Cross-Asset research, Equity Strategy,
Derivatives and Quantitative Strategy, as well as AI/Big Data research. His team currently holds a number of top rankings in the Institutional Investor surveys in the US, Asia and Europe.
Marko individually ranks #1 in the Equity-Linked Strategies and Thematic Research categories, and was inducted in 2020 to the I.I. Hall of Fame, following 10 consecutive years of #1 rankings.
Prior to joining J.P. Morgan, Dr. Kolanovic was Global Head of Derivatives and Quantitative Equity Strategies at Bear Stearns and a derivatives research analyst at Merrill Lynch. Dr. Kolanovic’s work is frequently quoted in the financial press, and for his timely and accurate short-term forecasts of stock market returns, the media dubbed him ‘The Man who moves Markets’ (CNBC) and ‘Gandalf’ (Bloomberg). Marko graduated from New York University with a PhD in theoretical high-energy physics. He has developed a number of scientific theories/models, and has authored top-cited research publications. He currently resides in New York City.

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John Lake

Partner

Mercer

John Lake is a Partner with Mercer and a Senior Portfolio Manager for Hedge Funds. In this capacity, he is a portfolio manager for some of Mercer’s North American based discretionary hedge fund offerings, as well as an advisor for clients’ dedicated hedge fund portfolios.Prior to its acquisition by Mercer in 2018, John was a senior member of Summit Strategies Group’s Manager Research team where he was responsible for leading all efforts in hedge fund due diligence, manager selection, portfolio construction and monitoring. Prior to joining Summit in 2002, John worked for Banc of America Capital Management where he was a portfolio manager and research analyst for the Nations MidCap Growth Fund.John earned a bachelor’s degree in history from Marquette University and a master’s degree in business administrationfrom Washington University’s John M. Olin School of Business. John is a CFA charterholder and a member of theCFA Society of St. Louis.

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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. 

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Roger McAvoy

MD, Head of Business Development – North America

HKEX (U.S.) LLC

Roger McAvoy joined HKEX in August 2017 and currently leads HKEX’s business development team covering North America. He was previously head of HKEX’s Singapore branches as Head of ASEAN Business Development, and is responsible for education, marketing and promotion of HKEX markets, products, and services.

Before joining HKEX, he was responsible for Asia institutional sales and relationship management of Deutsche Boerse’s 360T OTC FX electronic trading technology, data and analytics. In prior roles, he led MSCI’s Equity Index Benchmark Data and Portfolio Management Analytics businesses in Asia Pacific and the EMEAI regions, and had spent his earlier career leading institutional client coverage and commercial product management teams at Thomson Financial and Tradeweb, helping buy-side customers with their investment management and trading technology, data and analytics.

Mr. McAvoy holds a Bachelor of Arts in Economics from Boston College, and a Masters of Business Administration from the New York Institute of Technology. He has been a member of the FIX Global Trading Community’s Asia Pacific Education & Marketing Committee and the Global OTC Products Committee. He is also a member of the Singapore Institute of Directors, and ACI – The Financial Markets Association of Singapore.

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John Marshall

Head of Derivatives Research

Goldman Sachs

John is Head of Derivatives Research at Goldman Sachs. He 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 more than 4,000 tactical trade ideas in collaboration with equity analysts, credit analysts and macro strategists over the past 17 years. John’s recent quantitative studies focus on estimating directional asymmetries across markets in order to construct more efficient multi-asset portfolios. Prior to his derivatives research roles, John was on the Technology Equity Research Team at Goldman Sachs. 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. John earned a BA in Economics from Johns Hopkins University and an MA in International Relations with International Law and International Finance concentrations from the Johns Hopkins University School of Advanced International Studies. 

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Diego Parrilla

Principal

36 South Capital

Diego Parrilla is Principal at 36 South Capital, a $2 billion hedge fund with a 21 year track record in long volatility and tail risk strategies headquartered in London. Diego has over 25 years of investment and senior management experience across macro and commodity markets at industry leaders JP Morgan, Goldman Sachs, Merrill Lynch, BlueCrest Capital, Dymon Asia, Old Mutual Global Investors, and Quadriga Asset Managers between in London, New York, Singapore, and Madrid.

Diego is the co-author of best-seller “The Energy World is Flat” (Wiley, 2014), “The Anti-Bubbles” (2017), and selective contributor to leading financial media Financial Times (including two FT Insight Columns), WSJ, Reuters, CNN, Bloomberg, Hedgeye, MacroVoices, Real Vision, The Felder Report, El Mundo, and publishes the monthly newsletter “The Anti-Bubble Report” (25k subscribers).

Diego holds a MSc in Mineral Economics from Colorado School of Mines (USA), MSc Petroleum Economics from French Institute of Petroleum in Paris (France), MS Mining Petroleum Engineering Polytechnic University of Madrid in 1997 and completed JP Morgan Markets Training Program in New York in 1998. Diego is married and a father of 3 children, passionate about sports (former competitive football and tennis player), foreign cultures and languages. He is fluent in Spanish, English, French and keen student of Italian and Mandarin Chinese.

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Michael Pintar

Managing Director and Head of US Flow Strategy & Solutions

Société Générale

Michael Pintar is a Managing Director and Head of US Flow Strategy and Solutions at Societe Generale. In this capacity he works with Societe Generale’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.

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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.

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Adam Shukovsky

Managing Director and Portfolio Manager

PIMCO

Mr. Shukovsky is a managing director and portfolio manager in the Newport Beach office, focusing on volatility and relative value trading strategies. Prior to joining PIMCO in 2019, he was a managing director and head of interest rate derivatives trading at Credit Suisse. He also held prior roles heading U.S. interest rate exotics trading at Deutsche Bank and U.S. interest rate hybrids trading at Morgan Stanley. He has 19 years of investment experience and holds an MBA from Columbia University and a bachelor’s degree in engineering from Princeton University. 

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Dmitri Smolansky

Head of Portfolio Management

secor

Dmitri is the Head of Portfolio Management at SECOR and the lead portfolio manager for its equity hedging strategies. Dmitri started his career in asset management at GM Pension Plan in 1998, where he managed a multi-billion global asset allocation program and a multi-asset Balanced Fund. Between 2005 and 2016, Dmitri managed global macro portfolios for Citigroup and Man Financial, and then founded Bleecker Street Capital, LLC – a global macro CTA. Dmitri joined SECOR in 2016 and has been managing the current version of its equity hedging program for institutional clients since 2017.  Dmitri received a B.S. in Statistics from the University of Illinois and earned an M.B.A. from New York University, Stern.

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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 25 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.

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Victoria Vodolazschi

Senior Investment Consultant

Towers Watson

Victoria Vodolazschi joined Towers Watson in August 2015 as a senior member of the Liquid Diversifiers and Equity Research teams.  She also acts as a portfolio manager in the WTW U.S. Delegated Portfolio Management Group and serves as a member of Macro and Hedge Fund Investment Committees.

Prior to joining WTW, she spent eight years in the Northern Trust Alternatives group as a co-Portfolio Manager of the fund of funds products as well as bespoke wealth management mandates. Prior to Northern Trust, she had hedge fund due diligence and portfolio management responsibilities at Bainbridge Partners, LLC. She started her career as an Investment Banking Analyst in the Financial Institutions Group at Bear Stearns and also worked in the Mergers & Acquisitions Group at JP Morgan.

Victoria received her BA in Economics and International Relations from Trinity College and her MBA from the Stern School of Business at New York University. She holds the Chartered Financial Analyst designation and is a member of the CFA Institute and New York Society of Security Analysts.

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Gerlof de Vrij

Senior Portfolio Manager

CAPSTONE INVESTMENT ADVISORS

Gerlof de Vrij is a Senior Portfolio Manager leading a macro volatility portfolio and running the Amsterdam office. Gerlof enjoys working at Capstone for the combination of having his feet in the mud and being able to help with improving the overall investment strategy with the help of the Amsterdam-based team. Gerlof joined Capstone in 2017 from Blenheim Capital Management where he was Chief Investment Officer. While at Blenheim, Gerlof continued developing and deploying strategies initiated when he was Managing Director of Absolute Return Strategies at APG Asset Management. Prior to APG, Gerlof was Head of Strategy and Research at PGGM Investments and Philips Pension Fund. Gerlof also worked for ABN AMRO’s Economics Department, asset management division and the dealing room as an Assistant Professor at Radboud University.

Gerlof received a degree in Monetary Economics from Tilburg University.

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Mandy Xu

Vice President and Head of Derivatives Market Intelligence

Cboe Global Markets

Mandy Xu is Vice President and Head of Derivatives Market Intelligence at CBOE. She produces actionable insights and analysis on derivatives market themes and flows, with a focus on CBOE’s leading suite of volatility products. Prior to her current role, she was Managing Director and Head of Equity Derivatives Strategy at Credit Suisse. Mandy is frequently cited in the financial media, including the Wall Street Journal, CNBC, Financial Times, and Bloomberg News. Mandy graduated with honors from Harvard University with a B.A. in Economics and is a CFA charter holder. 

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 investors’ long term portfolio returns.

www.36south.com

Barclays

Barclays is a transatlantic consumer and wholesale bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US. With over 325 years of history and expertise in banking, Barclays operates in over 40 countries and employs approximately 83,500 people. Barclays moves, lends, invests and protects money for customers and clients worldwide.

www.cib.barclays

BNP Paribas

BNP Paribas is the European Union’s leading bank and key player in international banking. It operates in 68 countries and has more than 193,000 employees, including nearly 148,000 in Europe. The Group has key positions in its three main fields of activity: Retail Banking for the Group’s retail-banking networks and several specialized 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, corporates and institutional clients) to realize 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 retail-banking model across several Mediterranean countries, Turkey, Eastern Europe as well as via a large network in the western part of the United States. 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.

About BNP Paribas in the USA

BNP Paribas has built a strong and diversified presence in the United States to support its client base. The bank employs close to 14,000 people and has had a presence in the USA since the late 1800s. Bank of the West serves over 2 million individuals and small & businesses through a network of around 600 branches and business centers. Large corporate and institutional clients are serviced by BNP Paribas’ Corporate & Institutional Banking franchise that has a presence in the main US cities, in addition to a global reach through a network of offices in EMEA and APAC. The bank also offers asset management services through BNP Paribas Asset Management as well as Real Estate and Fleet Services through partnerships.

usa.bnpparibas

BofA Securities, Inc

Regarded as one of the world’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.

www.bofaml.com

CAPSTONE INVESTMENT ADVISORS

Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $9.2 billion of AUM and 236 employees as of June 1, 2022, Capstone was established in 2007 and is headquartered in New York with offices in London, Amsterdam, Stamford, Boston and Los Angeles, as well as a new office opening in Hong Kong in mid-2022. 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.

www.capstoneco.com

Capula

Capula is a global fixed income specialist firm located in London with affiliated entities in Greenwich (CT), Jersey (Channel Islands), Hong Kong and Tokyo. Co-founded in 2005 by Yan Huo, managing partner and CIO, the firm manages absolute return, enhanced fixed income and tail risk strategies. The core investment team consists of ten trading partners with over 190 years of collective experience. Several of the senior trading team were members of the J.P. Morgan proprietary trading group and have focused on interest rate markets for the majority of their careers. Over many years, individual members of the team have refined discretionary trading and risk management techniques in the focus markets and over the last 20 years have managed through all major market crises, including 1998 and 2008.

www.capulaglobal.com

Cboe Global Markets

Cboe Global Markets (Cboe: CBOE) provides cutting-edge trading and investment solutions to market participants around the world.

The company is committed to defining markets through product innovation, leading edge technology and seamless trading solutions.

The company offers trading across a diverse range of products in multiple asset classes and geographies, including options, futures, U.S., Canadian and European equities, exchange-traded products (ETPs), global foreign exchange (FX) and volatility products based on the

Cboe Volatility Index (VIX Index), recognized as the world’s premier gauge of U.S. equity market volatility. Cboe’s subsidiaries include the largest options exchange and the third largest stock exchange operator in the U.S. In addition, the company operates one of the largest stock exchanges by value traded in Europe, and owns EuroCCP, a leading pan-European equities clearing house. Cboe also is a leading market globally for ETP listings and trading.

The company is headquartered in Chicago with a network of domestic and global offices across the Americas, Europe and Asia, including main hubs in New York, London, Kansas City and Amsterdam.

www.cboe.com

III Capital Management

III Capital Management (“III” pronounced “triple eye”), 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. III manages approximately $4.8 billion across four primary strategies: fixed income relative value ($1.1B), convexity/tail ($1.4B), long only credit ($1.8B), and long/short credit ($508M). 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.

www.iiicm.com

CME Group

As the world's leading and most diverse derivatives marketplace, CME Group enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – 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 Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing. With a range of pre- and post-trade products and services underpinning the entire lifecycle of a trade, CME Group also offers optimization and reconciliation services through TriOptima, and trade processing services through Traiana.

www.cmegroup.com

Domincé

Founded in 2003 in Switzerland, Dominicé 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.

www.dominice.com

Eurex

Eurex stands for the leading European derivatives exchange and – with Eurex Clearing – one of the leading central counterparties globally. Being architects of trusted markets characterized by market liquidity, efficiency and integrity, we provide our customers with innovative solutions to seamlessly manage risk.

On the trading side, we mastermind the most efficient derivatives landscape by pioneering ingenious products and infrastructures as well as by building ‘smart’ into technology. We are the center of European equity & equity index markets, offering a global product range, operating the most liquid fixed income markets in Europe and featuring open and low-cost electronic access.

As central counterparty, Eurex Clearing builds trusted relationships with and amongst market participants, enabling effective risk management and delivering high efficiencies to clients.

Our strengths lie within …

  • our unique pioneer DNA and track record of re-defining and shaping the market
  • our scale & liquidity as the European leader
  • our highly competent and collaborative team that builds relationships
  • our fully integrated eco-system – without frontiers
  • and our innovative products to drive continuous growth

Our vision is to be the globally trusted leading architect of trading, clearing and risk management. Driving the industry with an extensive offer of innovative products.

Our mission is to create better markets.

www.eurex.com

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.

www.goldmansachs.com

Graham Capital Management

Graham Capital Management, L.P. (“Graham”) is an alternative investment manager 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 firm’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.

www.grahamcapital.com

Hong Kong Exchanges and Clearing Limited (HKEX)

Hong Kong Exchanges and Clearing Limited (HKEX) is a publicly-traded company (HKEX Stock Code:388) and one of the world’s leading global exchange groups, offering a range of equity, derivative, commodity, fixed income and other financial markets, products and services, including the London Metal Exchange. As a superconnector and gateway between East and West, HKEX facilitates the two-way flow of capital, ideas and dialogue between China and the rest of the world, through its pioneering Connect schemes, increasingly diversified product ecosystem and its deep, liquid and international markets. HKEX is a purpose-led organisation which, across its business and through the work of HKEX Foundation, seeks to connect, promote and progress its markets and the communities it supports for the prosperity of all.

www.hkexgroup.com

Ionic Capital Management

Ionic Capital Management® LLC (“Ionic”) 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.

www.ioniccap.com

J.P. Morgan

JPMorgan Chase & Co. (NYSE: JPM) is a leading financial services firm based in the United States of America (“U.S.”), with operations worldwide. JPMorgan Chase had $3.7 trillion in assets and $280.7 billion in stockholders’ 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 world’s most prominent corporate, institutional and government clients.

www.jpmorgan.com

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 firm’s employees serve clients worldwide including corporations, governments, institutions and individuals.

For further information about Morgan Stanley, please visit

www.morganstanley.com

Optiver

Over thirty years ago, Optiver started business as a single trader on the floor of Amsterdam’s European Options Exchange. Today, we are a leading global electronic market maker, focused on pricing, execution and risk management. We provide liquidity to financial markets using our own capital, at our own risk, trading a wide range of products: listed derivatives, cash equities, ETFs, bonds and foreign currencies. Our independence allows us to objectively improve the markets and provide efficiencies for end investors. With over one thousand Optiverians globally, our mission to improve the market unites us. Thriving in a high performance environment, we pioneer our own trading strategies and systems using clean code and sophisticated technology. We achieve this by attracting, developing and empowering top talent, in order to sustain our future.

www.optiver.com

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.

Cega RV is a capital structure and convertible relative value fund that seeks to capture value through relative value trading within corporate capital structures. Cega RV seeks to generate returns by identifying pricing dislocations across an issuer’s capital structure (equity, debt, and relative derivatives) via this long volatility, long convexity strategy.

Corvus Delta is a global, diversified, systematic strategy that is uncorrelated to traditional investment benchmarks and is committed to trend and counter-trend following. Corvus Delta strives to profit from the mispricing of global assets resulting from large, dominant flows in liquid markets via its data-driven approach to trading.

Parallax Eclipse Digital is a Digital Asset strategy that seeks to capture value in the Digital Asset space through Relative Value Volatility Arbitrage in both listed and OTC options across multiple cryptocurrencies and crypto-related equities. The strategy captures value by monitoring options markets across multiple exchanges and executing trades when prices diverge relative to our proprietary models.

www.parallaxfund.com

Penso Advisors

Penso Advisors LLC, established in 2010, is a $1.5 Bn AUM New York based manager and advisory boutique specializing in discretionary macro and risk mitigating strategies. Our niche specialty is derivatives structuring/trading and systemic risk management. We manage discretionary global macro strategies as well as bespoke high convexity hedging portfolios for sophisticated institutional money managers and allocators. Our clients include some of the largest hedge funds, corporate and public pension plans, endowments/foundations, fund of hedge fund groups and family offices. The Penso team, led by Ari Bergmann, has been in the forefront of derivatives innovation and trading and helping investors and corporations deal with difficult to manage risks for over 25 years. Our business model is predicated upon delivering our expertise on a bespoke basis for sophisticated institutional clients. We offer solutions within discretionary global macro and risk mitigation, primarily across two different strategies: Negative Correlated Alpha (NCA) – An alpha based, high convexity risk mitigation strategy implemented on a bespoke basis for institutional investors. Global Macro Opportunities (GMO) – A high convexity, capital efficient, discretionary global macro strategy.

www.penso.com

PIMCO

PIMCO is a global leader in active fixed income with deep expertise across public and private markets. Our extensive resources, global presence and time-tested investment process are designed to help provide our clients with an edge as they pursue their long-term goals.

www.pimco.co.uk

Quantitative Brokers

Quantitative Brokers (QB) is a global financial technology company, provider of advanced algorithms and data-driven pre- and post-trade analytics to clients in the futures, options, and interest rate markets. The company is built on a research-driven culture, market microstructure know-how, and algorithmic engineering expertise. QB continually develops and innovates an evolving suite of products to reduce and measure implicit trading costs for its clients. Headquartered in midtown Manhattan, QB has branch offices in London, Sydney, and Chennai.

quantitativebrokers.com

SECOR Asset Management

SECOR Asset Management, LP was launched in 2010 with offices in New York and London. Our firm offers clients innovative equity hedging, fixed income, and currency derivative overlay strategies – designed to help our pension, endowment, and insurance clients navigate increasingly complex investment challenges. As of December 31, 2021, SECOR Asset Management managed over $29 billion in derivative overlay solutions. Our plan sponsor heritage drives the evolution of our services - meeting the evolving needs of institutional plan sponsors.

www.secor-am.com

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 member.

www.spiderrock.net

Transtrend

Founded in 1991, Transtrend is a pioneer in active systematic trading with over 35 years of experience in researching markets and managing assets for our clients. We specialize in trend-based trading and currently have USD 5.8 billion under management (including notional funds). Our team is based in Rotterdam, the Netherlands, and consists of 75 professionals.

Transtrend's Diversified Trend Program (DTP) is an active and adaptive trading program attuned to the major developments in the world. The program has an absolute return objective and does not follow any benchmark or index. DTP is known for its broad investment universe consisting of over 500 futures, forwards and swap markets which are traded both outright and in ‘synthetic’ combinations, its focus on risk management and its demonstrated ability to generate ‘crisis alpha’. Its 30+ years track record is the result of a coherent, sustainable and proven investment process, which is kept in-sync with prevailing market dynamics by our research team.

www.transtrend.com

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 $1.7 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 investment returns and client service through fund products and separate mandates.

www.truepartnercapital.com

Société Générale

Société Générale is one of the leading European financial services groups. Based on a diversified and integrated banking model, the Group combines financial strength and proven expertise in innovation with a strategy of sustainable growth, aiming to be the trusted partner for its clients, committed to the positive transformations of society and the economy. Active in the real economy for over 150 years, with a solid position in Europe and connected to the rest of the world, Société Générale has over 147,000 members of staff in 67 countries and supports on a daily basis 31 million individual clients, businesses and institutional investors around the world by offering a wide range of advisory services and tailored financial solutions. The Group is built on three complementary core businesses:

1. French Retail Banking, which encompasses the Société Générale, Crédit du Nord and Boursorama brands. Each offers a full range of financial services with omnichannel products at the cutting edge of digital innovation;

2. International Retail Banking, Insurance and Financial Services to Corporates, with networks in Africa, Russia, Central and Eastern Europe and specialised businesses that are leaders in their markets;

3. Global Banking and Investor Solutions, which offers recognised expertise, key international locations and integrated solutions.

Société Générale is included in the principal socially responsible investment indices: DJSI (World and Europe), FTSE4Good (Global and Europe), Euronext Vigeo (World, Europe and Eurozone), four of the STOXX ESG Leaders indices, and the MSCI Low Carbon Leaders Index.

For more information, you can follow us on twitter @societegenerale

www.societegenerale.com

UBS

UBS convenes the global ecosystem for investing, where people and ideas are connected and opportunities brought to life, and provides financial advice and solutions to wealthy, institutional and corporate clients worldwide, as well as to private clients in Switzerland. UBS offers investment solutions, products and impactful thought leadership, is the leading global wealth manager, provides large-scale and diversified asset management, focused investment banking capabilities, and personal and corporate banking services in Switzerland. The firm focuses on businesses that have a strong competitive position in their target markets, are capital efficient and have an attractive long-term structural growth or profitability outlook.   UBS is present in all major financial centers worldwide. It has offices in more than 50 regions and locations, with about 30% of its employees working in the Americas, 30% in Switzerland, 19% in the rest of Europe, the Middle East and Africa and 21% in Asia Pacific. UBS Group AG employs more than 72,000 people around the world. Its shares are listed on the SIX Swiss Exchange and the New York Stock Exchange (NYSE).

www.ubs.com