CMCAS Presents:

Quantitative Trading Strategies:

Risk Perspectives and Considerations

 

Wednesday, September 26th 2018

HSBC, 452 Fifth Avenue, Tower 11, The Americans Room, New York, NY

Check-In: 5:15pm-5:45pm, Panel Discussion: 5:45pm - 7:00pm, Cocktail Reception 7:00pm-8:00pm

REGISTRATION IS CLOSED FOR THIS EVENT. NO ONSITE REGISTRATIONS WILL BE ACCEPTED.

 

Please Note: No onsite registrations will be accepted. You must pre-register by Monday.

 

 

 

Quantitative Trading Strategies represent one of the fastest growing segments of the Alternative fund universe but the rapid growth goes hand in hand with several challenges that require consideration from Risk professionals. Our distinguished set of panelists will provide perspectives from portfolio management, risk control and regulatory viewpoints.
 
Topics will include:
  • Intra Day Risk
  • High Frequency Trading
  • Crowded Trades
  • Impact and Spillover Effects Into Broader Markets
 
Confirmed Speakers:
 
 
Joseph Fusco, Managing Director, CIB Risk, JP Morgan
Joseph Fusco is a Managing Director with JP Morgan in the Corporate and Investment Bank.  He is North America head of Hedge Fund Credit Risk Management, North America head of Derivatives Clearing Risk Management, and Global Head of Securities Prime Brokerage Risk Management.  Joe is Chief Risk Officer for JP Morgan Securities, LLC (JPMS LLC), a US Registered Broker Dealer, Swap Dealer, and Futures Commission Merchant.
 
Joe started his career at Prudential Securities as an Analyst in the firm's Credit Department.  He subsequently joined Bear Stearns holding positions in various Credit functions, including Hedge Fund Credit.  He then joined ABN AMRO and was responsible for managing risk and credit for its Clearing and Execution Services businesses and then returned to Bear Stearns where he was responsible for risk management covering the Prime Brokerage business.  Joe joined JP Morgan through its acquisition of Bear Stearns in 2008 and was initially responsible for risk management of Securities Prime Brokerage, subsequently assuming additional responsibilities across Market Risk and Credit Risk. 
 
Joe holds a BS from St. John's University and an MBA from Pace University's Lubin School of Business in NY.
 
 

 

Professor Dr. Lourenco Miranda, Regional Head of Model Risk Management for the Americas, Société Genérale 

Professor Dr. Lourenco Miranda is the Regional Head of Model Risk Management for the Americas in Société Genérale. He joined the Bank in New York in February 2016 as Managing Director Head of Capital Planning, Assessment and Review (CCAR) in New York. Prior to that, within his 20+ years of financial industry experience, Lourenco has held multiple leadership roles in Risk Management and Finance at internationally active Financial Institutions in multiple regions and more than 70 countries and regulatory jurisdictions in 5 regions. On the academic world, for the past 25 years, Lourenco has held faculty positions in multiple academic centers worldwide in the field of Risk Management and Financial Mathematics and has been in the board of international professional institutions and a regular speaker at major international risk conferences. Currently, he is Adjunct Professor of Risk Management, Stress Testing, Machine Learning and Data Science at Fordham University in NYC. Besides that, Lourenco is a published author and his work can be found on shelves either as a writer of books in risk and finance or as an author of academic and professional articles in peer-reviewed journals. He is also a reviewer of professional and academic Journals in Risk as well as a regular contributor to the renowned Risk Magazine (Incisive Media) for more than 15 years; same magazine that nominated him for the Risk Manager of the Year Award in 2006 for implementing a Risk Innovation program in an international European Bank. Lourenco holds PhD in Statistical Physics and Financial Risk Measurement.

 

 

Rinku Sinha, Senior IT Risk, Federal Reserve Bank of New York

With over 16 years of regulatory and risk management experience, Rinku Sinha has supervised systemically important financial institutions globally across an array of risk disciplines.  She joined the Federal Reserve Bank of New York as a bank examiner in 2002 and over the years played a prominent role in evaluating payment system risks, operational risk management, and credit risk management.  In her current role as a Senior IT Risk Examiner, she assesses cybersecurity programs, business technology strategies, governance, and resiliency at supervised firms.  She evaluates complex electronic trading practices with a focus on the role of the business, independent risk management and internal audit in the identification, management, and oversight of risks in a business activity reliant on high speed execution. 

 

She holds BA from Bryn Mawr College and a MPP from University of Michigan.

 

 

 

 

Thank you to our 2018 PLATINUM SPONSOR: Fitch Solutions
 
 
 
 
 

REGISTRATION INFORMATION

 

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REGISTRATION FORM FOR THE SEPTEMBER 26th 2018 CMCAS PROGRAM (IF REGISTERING BY EMAIL OR FAX)

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REGISTRATION FEES:

 

CMCAS MEMBER RATE: $55

 

CMCAS NON-MEMBER RATE: $85

 

DISCOUNT RATE: RE-JOIN/JOIN AND ATTEND "QUANTITATIVE TRADING STRATEGIES" ON SEPTEMBER 26, 2018: $110

(If you join today, membership is valid until December 31, 2019.)

 

Cancelation Policy: Fee refunded with cancelation until close of business day by Monday, September 24th 2018.

Cancelations subsequent thereto and no-shows are liable for payment.

 

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