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CAIA Virtual Chapter Webinar on Cat Bonds
Date(s):
June 20, 2017
Note: All times listed are in local time
Venue:N/A
Fee(s):Free Event
Description:Caleb Wong is a Vice President and Senior Portfolio Manager with 20 years of experience at Oppenheimer. He serves as the portfolio manager of the Cat Bond Strategy, the Oppenheimer Active Allocation Fund, and the Oppenheimer Global Multi Strategies Fund. He holds an M.A. in Economics from the University of Chicago as well as B.S. degrees in Computer Science and Management from the Massachusetts Institute of Technology. Join CAIA and Oppenheimer Funds for a discussion of insurance-linked securities and catastrophe bonds. When diversifying a portfolio, investors are seeking to find returns that are uncorrelated to stock and bond markets. Investors in insurance-linked securities are investing in other risk factors, providing reinsurance against events such as earthquakes, windstorms, and extreme mortality. The returns and risk of catastrophe bonds will be discussed, as will the low correlations to other asset types.
Agenda 25-35 min Presentation on Cat Bonds
10-15 min Discussion between Keith Black and Caleb Wong
10 min Q&A
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Caleb Wong
Job Title: Vice President, Senior Portfolio Manager
Organization: Oppenheimer Funds
Caleb Wong is Portfolio Manager for the Cat Bond strategy, as well as the Oppenheimer Active Allocation Fund, an asset allocation fund that is part of the Oppenheimer Portfolio Series. He is also Portfolio Manager for Oppenheimer Global Multi Strategies Fund, a quantitative, multi-strategy market-neutral fund. He has also previously served as the chief quantitative analyst investment strategist for OppenheimerFunds' Fixed Income department, responsible for the assets managed across a number of Oppenheimer fixed income products, including Oppenheimer Global Strategic Income Fund and Oppenheimer International Bond Fund.
Caleb joined the firm in 1996 as senior quantitative analyst. He was director of quantitative research between 1997 and 1999 and was primarily responsible for risk management and performance measurement for the investment departments. He previously held a financial analyst position at Merrill Lynch Capital Markets Group.
Caleb holds an M.A. in economics from the University of Chicago and a B.S. in computer science, as well as a B.S. in management from the Massachusetts Institute of Technology.
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