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CAIA Zurich Educational Event: Spotlight on Alternative Risk Premia, Nov. 22
Date(s):
November 22, 2018
Note: All times listed are in local time
Venue:ZKB Auditorium
Neue Hard 9 Zurich, ZH 8005
Fee(s):Free Event
Description:
CAIA Zurich Educational Event about:
Spotlight on Alternative Risk Premia
Thursday, November 22, 2018 Join CAIA Zurich for this interesting event about Alternative Risk Premia (ARP). We will address the diverse approach to the Alternative Risk Premia space and the developing trends. Our expert panel will debate the hot topics in this area such as the impact of capital influx on performance expectations and characteristics, risk budgeting, benchmarking and the sustainability of fees.
Agenda:
18:00 - Registration 18:30 - Welcome by CAIA Zurich 18:35 - Speakers Introduction and Panel: Mathilde Franscini, Deputy Head Multiasset Institutional, Bank J. Safra Sarasin Patrick Hug, Director, Manager Selection and Controlling, Zurich Invest Gregory Hung, Senior Portfolio Manager, Swisscanto Invest by Zürcher Kantonalbank Duncan Moir, Senior Investment Manager, Head of Systematic Strategies, Aberdeen Standard Investments Stefan Mueller, Senior Portfolio Manger at LRI Invest S.A., part of the TAO Alternatives Team Moderator: Alessandro Petri, Head of Manager Selection, ZKB 19:45 - Aperitif and Networking (1 hour)
This event is complimentary. As there is a limited capacity for the event, we ask that you please register as early as possible to reserve your spot.
Date and Time Thursday, November 22, 2018 6:00 PM - 8:45 PM CET Venue ZKB auditorium (Hard E) Neue Hard 9 8005 Zurich
Thank you to our sponsor:
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Mathilde Franscini is Deputy Head of Multi Assets Institutional at Bank J.Safra Sarasin. Previously, Mathilde worked for Quaero Capital where she ran a long short equity quantitative hedge fund strategy. Mathilde started her carrier in the industry (energy trading) in 2002 and served later different head of research and senior investment management positions for alternative asset managers and a family office. Mathilde holds an MSc. in Finance [MBF] and an MSc. in Business Administration from the University of Lausanne. She is FRM and FAME [Financial Asset Management Engineering] certified.
Patrick Hug
Job Title: Investment Controller / Investment Consultant
Organization: Complementa AG
Patrick Hug joined Zurich Invest Ltd. in 2015 as a senior Investment Analyst and is a member of the Manager Selection and Controlling Team. He has longstanding capital market experience with a focus on Alternative Investments and pension fund consulting. He holds an M.A. HSG in Banking und Finance from the University of St. Gallen.
He is a father of 3, an outdoor enthusiast, and passionate mountaineer.
Gregory Hung
Job Title: Chief Investment Officer
Organization: Zuercher Kantonalbank
Gregory Hung is a Senior Portfolio Manager in the Alternative Investments team at Swisscanto Invest by Zürcher Kantonalbank (ZKB), where he is responsible for hedge fund and alternative risk premia investments. Previously he worked at UBS Global Asset Management in the Alternative & Quantitative Investments department (A&Q) as a hedge fund analyst with a focus on trading and quantitative strategies. Gregory is a CAIA charterholder and received his M.A. in Banking and Finance from the University of St.Gallen (HSG) and earned a B.A. in Banking and Finance at the University of Zurich.
Duncan Moir
Organization: Aberdeen Asset Management, Inc.
Duncan Moir is a Senior Investment Manager at Aberdeen Standard Investments (ASI) and Head of Systematic Strategies on the Alternative Investment Strategies team. Duncan leads ASI’s alternative risk premia offering and is also responsible for research of systematic macro and managed futures strategies. ASI was formed in 2017 through the merger of Aberdeen Asset Management and Standard Life. Duncan joined Aberdeen Asset Management in 2008 as a graduate before transferring to the Alternative Investment Strategies team and has previously covered long/short equity, global macro and event driven strategies. Duncan graduated with a BA (Hons) in Economics from the University of Strathclyde. He is a CFA® and CAIA Charterholder.
Stefan Muller
Job Title: Senior Portfolio Manager
Organization: LRI Invest S.A.
Stefan Müller is a Senior Portfolio Manger at LRI Invest S.A. and has been working as an integral part of the TAO Alternatives Team for over three years. After completing his degrees in theoretical mathematics and quantitative finance as well as economics, Stefan was able to fully internalise the investment principles of the TAO Alternatives strategy. In order to meet the growing demands placed on risk management techniques, Stefan successfully completed his training as a Financial Risk Manager (FRM) and has since been an active member of the Global Association of Risk Professionals (GARP). Stefan is a specialist in global relative value transactions, which are a central component of the TAO Alternatives investment approach.
Alessandro Petri
Organization: Zurich Cantonal Bank
Alessandro Petri is Head of Manager Selection of Zürcher Kantonalbank. Alessandro is based in the CIO-Office of the bank and has overall responsibility for the analysis and recommendation of investment funds and ETFs, which are used for discretionary and advisory mandates. He is in this role since 2008, is a member of senior management and leads a team of experienced fund analysts. Prior to this, Alessandro worked as portfolio manager and analyst with HSBC and 3i. Alessandro holds a M.A. in Business Administration and Economics from the University of Zurich. He is a CFA charterholder and he holds the CAIA and FRM designations.
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