All attendees are encouraged to attend the Quantitative Finance Seminar immediately following the reception.

Speakers Will Include:

• Attilio Meucci, Advanced Risk and Portfolio Management
• Fabio Mercurio, Quantitative Analytics, Bloomberg

Panel Biographies:

Margarita Glot is a front office quant at RBC Capital Markets specializing in commodities. Margarita joined RBC in 2012 as an analyst in Quantitative Risk Analytics team in GRM (Group Risk Management). In this role Margarita got an exposure to commodities markets though the development of Counterparty Credit Risk calculator for commodities business line. Later Margarita joined GRM Market Risk team which oversights commodities trading. Margarita holds a Masters of Mathematical Finance degree from the University of Toronto and BMath in Financial Analysis and Risk Management from the University of
Waterloo. In addition, Margarita is CFA (Chartered Financial Analyst) charterholder.

Fabio Mercurio is global head of Quantitative Analytics at  Bloomberg LP, New York. His team is responsible for the  research on and implementation of cross-asset analytics for  derivatives pricing, XVA valuations and credit and risk  management. Fabio is also adjunct professor at NYU, and a  former CME risk committee member. He has jointly  authored the book 'Interest rate models: theory and  practice' and published extensively in books and  international journals, including 16 cutting-edge articles in  Risk Magazine. Fabio holds a BSc in Applied Mathematics  from the University of Padua, Italy, and a PhD in  Mathematical Finance from the Erasmus University of  Rotterdam, The Netherlands. 

Attilio Meucci is the founder of Advanced Risk and  Portfolio Management® (ARPM), under whose umbrella he  designed and teaches the six-day “ARPM Bootcamp®”.  Attilio Meucci was the chief risk officer at KKR; the chief  risk officer and director of portfolio construction at Kepos  Capital; the global head of research for Bloomberg’s risk  and portfolio analytics platform; a researcher at Lehman  POINT; a trader at the hedge fund Relative Value  International; and a consultant at Bain & Co. Meucci is the  author of “Risk and Asset Allocation” – Springer and  numerous publications in practitioners and academic journals.  In addition to the ARPM Bootcamp®, he taught at Columbia- IEOR, NYU-Courant, and Bocconi University. Meucci earned  a BA summa cum laude in Physics from the University of  Milan, an MA in Economics from Bocconi University, a PhD in  Mathematics from the University of Milan and is a CFA  charterholder. Mr Meucci is fluent in six languages. 

Dr. Dan Rosen is a FinTech Entrepreneur and Quant. He is  currently the first Director of the Centre for Financial  Industries at the Fields Institute for Research in Mathematical  Sciences, as well as an Adjunct Professor of Mathematical  Finance at the University of Toronto. Dr. Rosen was the co- founder and Chief Executive Officer of R2 Financial  Technologies, a successful risk and portfolio management  technology firm acquired by S&P Capital IQ. Prior to starting  R2 in 2006, he had a successful career over a decade at  Algorithmics Inc. He has worked with numerous financial  institutions around the world over two decades, has authored  numerous risk management and financial engineering  publications, and serves in the editorial board of various  industrial and academic journals. He holds an M.A.Sc. and  Ph.D.in Chemical Engineering from the University of Toronto.

Neil Simons is the architect and has been the Portfolio  Manager of Northwater’s liquid alternatives products since  their inception. Neil has conducted extensive research on  alternative investing and portfolio management with topics  including: alternative risk premia, commodities, risk parity,  hedge fund strategies, hedge fund replication, portfolio  hedging, risk measurement, operational risk and tactical asset  allocation. Before joining Northwater in 2006, Neil acquired  experience in financial risk management at the Royal Bank of  Canada. Neil holds a Ph.D. in Electrical Engineering from the  University of Manitoba and a Master’s in Mathematical Finance  from the University of Toronto.