Event Profile

CAIA Vancouver with Qdeck present Today's Risk Management - Why It Works and Why It Doesn't

Date(s):
February 3, 2021
Note:
All times listed are in local time
Venue:
Webinar
 
Fee(s):
Free Event
Description:
CAIA Vancouver with Qdeck present
 Today's Risk Management - Why It Works and Why It Doesn't

Registration Link

Key Takeaways:
- Volatility is path dependent; Consider an ensemble approach.
- Classic VaR measures; Inadequate representation of risk.
- How to manage asset class diversification issues.
- Can diversification be a disadvantage? Coordinated market sell-offs.
Time & Date 
Tuesday, November 24, 2020
9:00 AM - 10:00 AM PST

Location
Qdeck Webinar
 
Thank you to our co-host

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Jason Buck
Organization: Mutiny Fund


Jason Buck is an entrepreneur and trader specializing in volatility, options hedging, and portfolio construction. After living through 2008 as a commercial real estate developer, Jason became focused on how investors could better manage their risk. He spent the following decade consulting on portfolio construction and building bespoke long volatility strategies for family offices and high net worth individuals. This experience in cross asset class trading spotlighted the need to create a diversified long volatility and tail risk fund designed to hedge the risks associated with economic downturns. A former D1 soccer player and IMG academy graduate, Jason currently resides in Napa Valley, California.


Benjamin Jang
Organization: Nicola Wealth Management


Ben joined Nicola Wealth in September 2012 with extensive experience working for several multi-billion dollar investment management firms focusing on global equity, GTAA and market neutral funds. Most recently, he was on the institutional portfolio management team of a Vancouver-based firm, and was responsible for quantitative strategies and optimization of portfolios. Ben holds a Bachelor of Science in Physics from the University of British Columbia, as well as the CAIA, CIM and DMS designations. He is an active member of the Vancouver chapter of the Professional Risk Managers’ International Association, and sits on the events committee.


Alexander Mende
Organization: RPM Risk & Portfolio Management


Alexander Mende is Senior Investment Analyst at RPM Risk & Portfolio Management AB. RPM is an investment manager providing customized multi-manager solutions in Managed Futures strategies based on managed account platforms. RPM has been active in the Managed Futures space since 1993 serving clients primarily in Asia and Central Europe and is located in Stockholm, Sweden. Alexander attained his doctorate (PhD) in economics at the University of Hanover, Germany, before joining RPM back in 2005. His research interests include the areas of foreign exchange trading, international finance, portfolio management, and alternative investments.


Lindsay Skinner
Organization: Rotella Capital Management


Lindsay joined the research team at Rotella Capital Management as a Quantitative Research Analyst in 2017. At Rotella her research activities have focused on volatility, dependency metrics and non-Gaussian price simulations. Her efforts have complemented the development of Rotella’s volatility strategies and have been additive to the firm’s move into machine learning and ESG. Prior to her work at Rotella, Lindsay completed a Masters in Mathematics at Western Washington University, where she specialized in representation theory and abstract algebra.