Event Speakers

CAIA New York Educational Event - Alternative Risk Premia

  • Date: September 25, 2017
  • Location: Club 101

Speakers

Daniel Barile
Organization: SkyBridge Capital


Daniel Barile is a Managing Director and Senior Investment Analyst at SkyBridge Capital, a global alternative investment firm that specializes in fund-of-hedge-funds products. He is responsible for hedge fund manager sourcing, research and due diligence across various strategies. Mr. Barile joined SkyBridge in 2010 via the acquisition of the Hedge Fund Management Group of Citi Alternative Investments (CAI). Prior to joining CAI, Mr. Barile covered traditional and alternative asset managers from a variety of perspectives at Fitch Ratings and Merrill Lynch Investment Managers (acquired by BlackRock in 2006). Mr. Barile received a B.S. in Management with a concentration in Finance from Binghamton University and holds the Chartered Financial Analyst (CFA) and Chartered Alternative Investment Analyst (CAIA) designations.


Ward Bortz
Organization: BlackRock, Inc.


Ward Bortz, Director, is a member of BlackRock's Factor-Based Strategies Group. He is responsible for communicating company's factor-based capabilities to both retail and institutional investors. Prior to joining Blackrock, Mr. Bortz was in portfolio management group at Dimensional Fund Advisors helping to manage more than $20bn of international large cap equities. His role also included communicating DFA's investment philosophy and process to investors. Prior to DFA, Mr. Bortz had various roles in the credit market including quantitative credit research, fundamental high yield credit research and high yield bond trading. Mr. Bortz earned a BA degree in economics from The University of Chicago and an MBA with a concentration in finance from Columbia Business School.


Rebecca Hellerstein
Organization: Investcorp


Rebecca Hellerstein joined Investcorp in 2014 and is a Managing Director and the Head of Cross-Asset Investments in the Alternative Investment Solutions group, setting top-down asset allocation views across its products, and Head and Portfolio Manager of its Alternative Risk Premia Funds. Before joining Investcorp, she was a Global Strategist and a member of the Investment Committee of the Global Multi-Asset Group at JP Morgan Asset Management, setting asset allocation views for its $120bn AuM and building out its cross-asset investment framework. Prior to that, she spent nine years at the Federal Reserve Bank of New York, most recently as a Senior Economist in the International Research Group. While at the Fed, she developed and published econometric models on such topics as the sources of exchange-rate volatility and the estimation of global term premiums and also contributed regularly to monetary policy briefings. A former adjunct associate professor at NYU’s Stern School of Business, Rebecca graduated Magna Cum Laude from Harvard College and obtained her Ph.D. in Economics from the University of California at Berkeley. Her articles on global macroeconomics and finance have been published in, among other journals, the American Economic Review and the Review of Economic Studies.


Apostolos Katsaris
Organization: Albourne Partners Limited


Dr. Apostolos Katsaris is the Head of Dynamic Beta at Albourne Partners, one of the world’s leading independent consultants on alternative assets. He joined Albourne in 2012, is a Partner and share option holder based in the London office. Since 2014, Apostolos has led a team of Dynamic Beta IDD Analysts, providing investment and portfolio advisory services on systematic alternative risk premia strategies. Before joining Albourne Apostolos spent seven years with Caliburn Capital Partners LLP in London, where he was the Head of Quantitative Research. Before that, he was a Lecturer in Finance at Cass Business School, City University, London, and at the ICMA Centre, The University of Reading (UK) while also working as a consultant with Schroders Investment Management Ltd. in London. He has published in several peer reviewed journals, such as the Journal of Business and the Economic Journal. Apostolos holds a PhD in Finance and an MSc in Finance from the ICMA Centre and an MSc and a BSc in International Economics from the Athens University of Economics and Business in Athens (Greece).


Scott Metchick
Organization: AQR Capital Management, LLC


Scott is a portfolio manager on AQR’s Global Alternative Premia team. He has nearly three decades of experience in alternative investments, having held senior positions at three fund-of-hedge-funds firms. Prior to AQR, he managed S.R. Metchick Associates, a hedge-fund consulting firm. Before that, Scott was chief investment officer at Tremont Capital Management, Twin Lights Capital and the EIM Group. Earlier, he analyzed alternative-investment funds for Evaluation Associates Capital Markets (now EACM Advisors). He began his career at Chase Manhattan Bank. Scott earned a B.S. in finance from Lehigh University.


Vijay Popat
Organization: Deutsche Bank AG


Vijay joined Deutsche Bank in 2010 as a Managing Director after a 17-year career at Goldman Sachs. He is responsible for Institutional Strategy and Structuring for the Americas. Vijay has spent the past decade working with CIOs of major institutional clients in both Europe and the Americas on issues related to Strategic Risk Management. Prior to his tenure at Goldman, Vijay was a Principal with Booz Allen Hamilton. Vijay has a B.Sc. and an M.Sc. in Economics from the London School of Economics and an MBA from the University of Chicago.