Quant at the Intersection of Responsible Investment

Quant at the Intersection of Responsible Investment

Join the PRI and CAIA on Monday 29 January for a half day event in London, hosted by Man Group. The agenda includes two panel sessions that will explore the challenges and approaches to quantitative investing in responsible investment. While factor investing and smart beta products in the ESG space have seen significant investor demand, alternative approaches – from long/short equities models to CTA/macro strategies – continue working to establish best practices and define the scope of their relevance. 

For questions, please contact Jason Mitchell, Man Group. 

Agenda highlights

Welcome: Man Group – Jonathan Sorrell, President

Opening: PRI – Kris Douma, Director of Investment Practices and Engagements

Panel 1: Systematic and factor investing in responsible investment

  • Moderator: Andreas Hoepner, Professor of Finance, University College Dublin (UCD)
  • HSBC Pension Scheme – Mark Thompson, CIO
  • Bank J. Safra Sarasin - Dr. Jan Poser, Chief Strategist
  • Man Numeric – Rob Furdak, CIO
  • RobecoSAM – Ruben Feldman, Senior Quantitative Analyst
  • Hermes Investment Management – Louise Dudley, Global Equities Portfolio Manager
  • Redington - Tom Wake-Walker, Vice President, Manager Research

Panel 2: Alternative quant approaches to responsible investment

  • Moderator: Keith Black, Managing Director, CAIA
  • APG – Patrick Bronger, Head of Hedge Funds
  • LGT Capital Partners – Albertus Rigter, Partner (Head of Multi-Strategy)
  • AQR – Lukasz Pomoroski, Managing Director and Senior Strategist Global Stock Selection Group
  • Man AHL – Antoine Forterre, Co-CEO
  • Systematica Investments – Gregoire Dooms, Portfolio Manager
  • Albourne Partners – Avgustina Sarkizova, Partner, Dynamic Beta Analyst

Closing: CAIA Association – Bill Kelly, CEO

Please RSVP by email below.

AGENDA

08:30 Registration
09:00 Event begins
11:00 Networking reception and refreshments
12:00 Event concludes

Thank you to CAIA for organising this event and Man Group for kindly hosting.

Organiser

The PRI

Where

Man Group
Riverbank House
    2 Swan Lane
    London
    EC4R 3AD
    United Kingdom

When

29 Jan 2018 08:30 AM - 12:00 PM (GMT)

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