Session 1:
ARP: Return Enhancer or Risk Transfer Instrument ?
Spyros MESOMERIS
Global Head of Quantitative and Global Solutions
Deutsche Bank
Sandrine UNGARI
Head of Cross Asset
Quantitative Research
Société Générale
Stephan KESSLER
Global-Co Head of Quantitative Investment Strategy Research
Morgan Stanley
Nassim ENNSEIRI
Head of EMEA QIS
Client Solutions
Citi
Alejandro BONILLA
Managing Director
LumRisk
Boiken ALIMERKO
Investment strategy
& asset allocation
Fideuram Investimenti SGR, Intesa Group
Thibault DUFOUR
Global Co-Head of Structuring - EQD and x-asset QIS
Credit Suisse
MODERATOR
Nils TUCHSCHMID
Professor of Finance
School of Management Fribourg (HEG-FR)
MASTER OF CEREMONIES
Emilie RAFFO
Crypto-Finance Consultant
and Public Speaker
Session 2:
ARP - Institutional Panel
Guido BOLLIGER
Co-Head of Quantitative Investment Solutions
SYZ Asset Management SA
Sebastine GYGER
Head of Discretionary Portfolio Management, Banque Pâris Betrand SA
Valentin ROUTIER
Portfolio Manager
Swiss Life AM
Fredrik von AMELN
Portfolio Manager/Strategist
Publica
Aurèle STORNO
CIO
LO Pension Fund
MODERATOR
Serge LEDERMAN
1959 Advisor
Session 3:
ARP and Dynamic Allocation: Time or not to Time?
Antti ILMANEN
Principal Global Head of Portfolio Solutions
AQR Capital Management
Jérôme TEILETCHE
Head of Cross Asset Solution
Unigestion
Julien TURC
Head of the QIS Lab
BNP Paribas
Giulio ALFINITO
Head Of Dynamic Strategies Structuring EMEA
UBS
Nick BALTAS
Head of R&D—Systematic Trading Strategies
Goldman Sachs
Hitendra VARSANI
Factor Strategist
MSCI Inc
MODERATOR
Efi PYLARINOU
Fintech Advisor
cofounder of DailyFintech
Session 4:
Machine Learning in Portfolio Management:
Will Machines Replace Humans?
Ekaterina SIROTYUK
Investment Manager
Credit Suisse
Rado LIPUS
Founder CEO
Neudata
Amit GOYAL
Professor
University of Lausanne
Philippe ZIEGLER
Investment Manager
Systematica Investments
MODERATOR
Serge KASSIBRAKIS
Head of Quantitative AM
Swissquote Bank