Master of Mathematical Finance Program
Feb 4-7, 2016 // Blue Mountain
We bring together industry leaders, visionaries, and leading researchers,
to share with us their insights on new trends, global perspectives and inspire us
in a rapidly changing world.
Group Head and CEO of Global Banking
and Markets // Scotiabank
Managing Director & Head of Global
Foreign Exchange // Scotiabank
Executive Vice-President & Co-Head
IT & Enterprise Technology // Scotiabank
As Group Head and CEO, Global Banking and Markets, Mike has responsibility for the overall management of Global Banking and Markets' operations worldwide. He was appointed Co-CEO in 2008 with specific responsibility for the Global Capital Markets business, and assumed full responsibility for the division in 2014.
Mike joined Scotiabank's Investment Banking division as a Senior Manager, Derivative Products, in 1993, before being promoted to Managing Director in 1996; Co-Head, Capital Markets Group in 2002; and Deputy Head, Global Capital Markets in 2007. During the past 20 years, Mike has been actively involved in the development, execution and management of Global Banking and Markets' strategy, risk, operations and human capital management. He also represents Global Banking and Markets on key internal Bank committees.
Mike completed a Ph.D. in Finance and Operations Research from Queen's University and a Bachelor of Commerce in Finance from St. Mary's University.
Mike is a member of the Advisory Board for Queen's School of Business and its Master of Management Analytics program.
Camilla has established an impressive career in the financial industry. She is currently Scotiabank’s global head of Foreign Exchange (FX). Previously to this position, Ms. Sutton worked as the Chief FX Strategist and Managing Director within Global Banking and Markets at Scotiabank. She writes and advises on the major (G10, etc.) currencies, with a mandate that includes recommendations on tactical positioning, investment strategies and FX hedging. Before joining Scotiabank, Camilla has worked for OMERS, BMO Capital Markets, and TD Securities, dating back to 1996.
Camilla holds a Bachelor’s degree in Development Economics and International Development from Dalhousie University and an MBA from Richard Ivey School of Business at Western Ontario. In addition she is a CFA charterholder and holds the CMT designation.
As Executive Vice President and Co-Head of Information Technology, Enterprise Technology at Scotiabank, Michael has shared responsibility for the advancement of Scotiabank’s technology strategy and for the oversight of the broader Information Technology function in support of the Bank’s business strategy. His mandate is to advance Scotiabank’s capability to develop, operate and protect the infrastructure, systems and applications that support all businesses and corporate functions globally.
Prior to joining Scotiabank in 2014 as Senior Vice President & Head, Risk Management Information Technology, Michael held senior positions in IT, including President and Chief Operating Officer at Algorithmics and Vice President, Risk Analytics at IBM.
Michael holds a Master of Science in Social and Economic Sciences in Commerce, a Master of Business Administration in Finance and a Doctorate of Philosophy in Economics.
Michael is married and has three children.
President and CEO // Canadian Centre
for Economic Analysis
Founder & M.D. // Coinsquare
Paul has over 25 years experience in financial/economic risk management, risk measurement practices and the mathematical modelling of systems. Since 2001, at the forefront of agent-based modelling, Paul has lead an interdisciplinary team of researchers in Canada focusing upon microsimulation modelling methods, multidisciplinary economic systems analysis, infrastructure evaluation, fiscal policy and population-health studies.
Over the past decade Paul has worked closely with over 50 Canadian clients (government, not-for-profit, industry) and over 400 subject matter experts. He has authored over 40 publications and has received several awards for his work in the microsimulation of systems.
Prior to establishing the Canadian Centre for Economic Analysis, Paul served as a leader of several high performing teams that bridged the divide between quantitative analysis and decision making, including executive level positions at RiskAnalytica, Algorithmics, KPMG and Australia’s third largest bank, the Australia and New Zealand Banking Group.
Paul has a Masters of Finance, Bachelor of Economics, Post Graduate Diploma in Investment and Finance, and is an Australian Chartered Accountant.
Virgile holds a Ph.D. in Mathematics from Laval University and a Master of Mathematical Finance from the University of Toronto. After graduation, he worked as a financial engineer and software developer for a financial risk management software company. After that, he was a hired by a Canadian bank as a subject matter expert for working on a high-end application used for pricing and risk profiling financial derivatives. This is during that time that blockchains and cryptocurrencies came on his radar. Their technological advancement and potential to revolutionize our financial system inspired him into founding and building Coinsquare.
Coinsquare is a digital currency negotiation platform combining forex, precious metals, bitcoin and other cryptocurrencies. It features advanced risk management controls, full order books, coin-to-coin instant transactions, cutting hedge account security and a custom-built C++ trade matching engine. Coinsquare is the direct result of Virgile’s software development, financial risk management, computer security and blockchain technology expertise all put together in one product.
Virgile also provides consulting services on selected projects focused on blockchain and decentralised networks.
Richard Kang has the experience of over 25 New York Stock Exchange listed ETF launches since May 2009. Richard was one of three founders and Chief Investment Officer at Emerging Global Advisors LLC based out of New York City which issued and managed ETFs with underlying exposures in emerging and frontier markets.
Over his 20 years of buy-side experience, Richard has had senior roles at a hedge fund, fund-of-hedge fund, investment counseling firm, index provider and ETF issuer/manager.
Mr. Kang has earned the Financial Risk Manager designation from the Global Association of Risk Professionals and has recently taught the "Fundamentals of Portfolio Management" course at NYU's School of Professional Studies. He sits on FTSE's Country Classification Indexing Committee as well as the editorial board of Institutional Investors' The Journal of Index Investing, the only academic journal for the indexing and ETF industry.
Managing Director - R&D - Derivatives
Products // National Bank Financial Products
Chief Compliance Officer // ITG Canada Corp & Triact Canada Marketplace LLP
Founding Partner & CEO // Active Asset Allocation
Pierre joined the National Bank of Canada in January 2007 and currently is in NBC’s Financial Markets (NBCFM) Group as Managing Director of the Equity and Commodity Derivative Products R&D team. His duties mainly consist in developing and implementing quantitative alternative investment strategies for the bank and its clients. In 2012, one of his team’s strategies won the William F. Sharpe Indexing Achievement – Most Innovative ETF Award. Mr. Laroche is also in charge of NBCFM’s Rotation Program.
Before joining NBCFM, he was Managing Director, Financial Engineering, at Desjardins Global Asset Management (2002 – 2006) and professor of Finance at HEC Montréal (1989 – 2002) where he primarily taught Derivatives, Risk Management and Financial Engineering.
He authored and co-authored several research papers, articles and four books. He headed HEC’s Finance Department from 1999 to 2002 and co-founded HEC’s M.Sc. in Financial Engineering in 1997. Shortly after, he implemented and ran HEC’s Trading Room, the first full-featured trading room in a Canadian business school. While teaching, he was also a consultant for financial institutions, corporate treasuries and governmental entities.
Kuno serves as Chief Compliance Officer for both the IIROC Broker ITG Canada and its affiliate marketplace known as MATCHNow. He serves on numerous IIROC & IIAC committees, including the IIROC Market Rules Advisory Committee, Compliance & Legal Section Executive Committee & the Ontario District Council.
Mr. Tucker received his BA, Honours from Bishop’s University, MA from York University, LLM Securities La from Osgood, and ICD.D from Rotman University of Toronto.
Prior to ITG Mr. Tucker has served as an Institutional Compliance officer at Canaccord Genuity, Surveillance & Trade Desk Review Officer at RS (now IIROC), and Supervisor of Trading at E*Trade (now iTrade).
Mr. Tucker volunteers on Advisory Boards and has been VIP Fundraising Captain for three years of ITG’s annual Ride For Heart cycling team.
He lives in Oakville with his wife and two daughters.
Adina has an actuarial degree and 17 years experience in different finance fields, quantitative modeling being one of them. Asset Allocation specialist, she started her career as a derivatives trader. She then joined BNP Paribas AM where she was product manager, fund manager and head of ALM. She joined in 2007 a spin-off of the EDHEC-Risk Institute to develop the Dynamic Core Satellite approach.
During her career, Adina advised numerous asset managers and institutional investors on designing and managing multi-asset portfolios, including hedge funds.
In 2010 she co-founded Active Asset Allocation, a financial Engineering company specialized on risk based asset allocation.
Adina is also member of the IPE awards jury.
// Fields Institute
General Counsel // Sigma Analysis &
Prior to joining Sigma in 2015, Megan spent 10 years as a securities lawyer at DLA Piper in New York and San Francisco before joining an early-stage finance company as the Head of Legal and Compliance.
Her legal practice focuses on advising hedge funds, financial firms and executives on regulatory change and risk, compliance matters and corporate development. Megan has federal and state trial experience and has written and presented on the impact of the Dodd-Frank Act on U.S. and foreign entities. Megan earned her JD, cum laude, from St. John's University School of Law, and her B.A., cum laude, in English, History and Honors, with a French minor, from Villanova University.
Megan is admitted to the New York bar.
Chair of Mathematical Finance // Universität München
Professor Zagst conducts research in the field of applied financial mathematics with the goal of modeling financial markets, evaluating financial products and quantifying the risks of financial projects. His research activities focus on financial engineering, risk management and asset management.
After studying business mathematics at the University of Ulm he received a doctorate in 1991 from the same university for his work on stochastic dynamic optimization. He subsequently pursued a career in the financial industry. He was head of new product development in the Institutional Investment Management Division of HypoVereinsbank, head of consulting at Allfonds International Asset Management, and managing director of RiskLab – Private Research Institute for Financial Studies.
He has lectured and acted as a visiting professor at the Universities of Augsburg, St. Gallen, Munich, Ulm and Singapore. He received his postdoctoral teaching qualification (habilitation) in 2000 from the University of Ulm for his work on applied mathematics and finance.
In 2001 Professor Zagst joined Technical University Munich where he holds the chair of Mathematical Finance.
Dan was the co-founder and Chief Executive Officer of R2 Financial Technologies, acquired by S&P Capital IQ, Inc. in 2012. Prior to founding R2 in 2006, Dr. Rosen had a successful ten-year career at Algorithmics. Dr. Rosen was inducted in 2010 a fellow of the Fields Institute for Research in Mathematical Sciences and currently serves in the Board of Directors of the Institute, as well as in the Advisory Board of the International Association of Financial Engineers (IAFE).
He is also one of the founders of PRMIA (Professional Risk Management International Association) and of RiskLab, an international network of research centers in Financial Engineering and Risk Management, initiated at the University of Toronto.
He is an adjunct professor of Mathematical Finance at the University of Toronto. In addition to working with numerous financial institutions around the world, he lectures extensively on risk and portfolio management, counterparts credit risk, economic and regulatory capital, as well as valuation of derivatives, fixed income and structured finance. He has authored numerous risk management and financial engineering publications, several patents, and serves in the editorial board of several industrial and academic journals.
He holds an M.A.Sc. and Ph.D. in Chemical Engineering from the University of Toronto.
Regional Chief Auditor Europe // Scotiabank
President & Co-Founder // Quantitative Brokers
Bonham Chair in International Finance // Professor - Finance // Rotman School of Management // University of Toronto
Alyson is responsible for the audit coverage of Scotiabank’s activities in the UK, Ireland and the rest of Europe and the Middle East. Since taking over the role in 2013 she has implemented a new audit plan, and built out a team of local auditors that provide coverage to the Global Banking and Markets and Group Treasury activities within the region. Ms. Bailey-Flynn has worked on a range of audits in the role including Base and Precious Metals, Fixed Income, Prime Services, Treasury and Liquidity as well as Human Resources, Finance and Anti-Money Laundering/Anti-Terrorist Financing Compliance.
Prior to moving to London, she managed the Counterparty Credit Risk (CCR) and Credit Value Adjustment (CVA) projects and analytics for the trading floor. She was responsible for the roll-out of a new counterparty credit risk system across the Bank for Potential Future Exposure (PFE), CVA and Capital.
Since joining Global Banking and Markets in 1999, she has worked on new business and technology initiatives for Securities Finance, Interest Rate Derivatives and helped to design the Credit Derivatives trading infrastructure for Global Banking and Markets.
She holds a Master’s of Mathematical Finance from the University of Toronto, and a BSC in Physics & Math from Saint Mary’s University.
Robert, co-founder of Quantitative Brokers, providing agency algorithmic execution and cost measurement in futures and fixed income, also Fellow in the Mathematics in Finance Program at New York University and adjunct instructor in the Master of Science in Computational Finance at Carnegie Mellon University.
Until 2008, Dr Almgren was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group of Bank of America.
From 2000-2005, he was a tenured Associate Professor of Mathematics and Computer Science at the University of Toronto, and Director of its Master of Mathematical Finance program. Before that, he was an Assistant Professor of Mathematics at the University of Chicago and Associate Director of the Program on Financial Mathematics.
Dr. Almgren holds a B.S. in Physics and Mathematics from the Massachusetts Institute of Technology, an M.S. in Applied Mathematics from Harvard University and a Ph.D. in Applied and Computational Mathematics from Princeton University.
He has an extensive research record in applied mathematics, including papers on optimal trading, transaction cost measurement, and portfolio construction.
Tom holds the Bonham Chair in International Finance and is Professor of Finance at Rotman (with a cross-appointment to the Department of Economics).
He is the Founder & Director of the BMO Financial Group Finance Research and Trading Lab, and has been an Associate Fellow at the CIRANO Research Institute (Montreal), and an Associate Editor for the Journal of Financial Econometrics.
Recent research includes forecasting correlations; real-time identification of structural breaks and model changes; jump and crash risk; and simulation-based learning.
He is the co-founder of the RIT market simulator package which includes more than 40 simulation cases which are currently being used at international competitions and by many universities around the globe.
Associate Professor - Statistics and Actuarial Science // University of Waterloo
While a graduate student at the University of Toronto, David was an associate member of the Quantitative Research group at Algorithmics Inc., a leading provider of software for financial risk management. He worked on numerous projects including mutual fund ratings, applications of optimization duality to pricing derivative securities, stochastic programming for risk management, and the development of software for a general system for solving financial stochastic optimization problems (a joint project with the University of Cambridge).
After graduation, Professor Saunders was CLR Chair in Corporate Finance and deputy director of RiskLab Cyprus (a financial risk management research laboratory) at the Cyprus International Institute of Management, as well as a research fellow at the HERMES European Center of Excellence on Computational Finance and Economics at the University of Cyprus. He then joined the faculty of the Department of Mathematics at the University of Pittsburgh, where he served as director of the department's Professional Science Masters Program in Mathematical Finance, and supervised numerous collaborative projects between students and financial institutions including RiskMetrics (default boundaries and inverse problems in credit risk), Toronto Dominion Bank (calibration of credit risk models, optimal capital allocation, fast pricing of Bermudan swaptions), PNC Bank (default correlation and CDO pricing, statistical methods for operational risk), and Mellon Bank (mathematical models for operational risk).
Professor Saunders has served as a consultant for many financial institutions including the Bank of Nova Scotia (efficient computation of value at risk for Bermudan swaption portfolios), the Ontario Teachers' Pension Plan (interest rate risk management), the Cyprus Development Bank (credit portfolio management, equity risk management), and the Central Bank of Cyprus (market risk management). He is also a Senior Research Consultant at S&P Capital IQ.
Professor Saunders is the author of many articles on the subjects of risk management, portfolio optimization and derivatives pricing.
Dr. Saunders holds a Ph.D. in Mathematics from the University of Toronto.
Chief Research Officer // Sigma Anaysis & Management Ltd.
Ranjan’s role includes serving on a joint investment committee of a large institutional investor’s liquid alpha portfolio. Dr. Bhaduri conducts origination, due diligence, and hedge fund research. In addition, Dr. Bhaduri is part of the executive management team at Sigma Analysis. Dr. Ranjan Bhaduri was previously the Chief Research Officer at AlphaMetrix Alternative Investment Advisors where he designed, implemented, and led an institutional due diligence and research program. Dr. Bhaduri worked closely with institutional clients on portfolio matters. Dr. Bhaduri was a Vice President and on an Investment Committee at Morgan Stanley where he conducted due diligence and helped design customized portfolios of Alternatives. Earlier, he was at a Canadian Fund of Funds, and at a multi-billion dollar capital management firm where he was involved in all aspects of its fund of hedge funds and structured finance business. He has also worked with two major Canadian investment banks in the Financial Strategy Consulting Group and in Global Risk Management & Control, respectively. Dr. Bhaduri has held advisory roles at the East-West Center, a leading think tank on the Asia-Pacific region, and at ClassMouse, an early stage software company. He has taught finance and mathematics at several universities and lectured on Derivatives for the Montreal Exchange. He has done free-lance consulting. He has published papers on, and been invited to speak worldwide regarding hedge fund issues, and advanced portfolio and risk management techniques. In 2009, he was selected by the CME to be part of a delegation that spoke to regulators in Beijing and Taipei on hedge fund issues. Dr. Bhaduri holds both the CFA and CAIA charters. Previously, Dr. Bhaduri served as a member of the All About Alpha Editorial Board on the CAIA Chicago Chapter Executive.
Head of Financial Technology & Innovation
// MaRS Discovery District
Adam is the Head of the FinTech cluster at MaRS. Adam brings an extensive background in digital payments and financial technology infrastructure to MaRS, and is actively involved in Toronto’s startup, venture capital and accelerator communities.
Adam joined MaRS from MasterCard Canada, where as vice president of business development in emerging payments, he drove the company’s strategy and partnerships in the digital payment space. Additionally, Adam was a member of MasterCard’s corporate development and competitive intelligence groups where he was responsible for identifying Canadian-based startups within the financial technology vertical for investment and acquisition opportunities.
Prior to MasterCard, Adam held the position of Global Head of Social Networking Partnerships at BlackBerry. Spending a majority of his time in Silicon Valley, Adam was responsible for the overall strategic direction and relationship between BlackBerry and various global social networking companies including Facebook, Twitter and LinkedIn. Previously at BlackBerry, Adam led the eCommerce partnerships group, developing partnerships with Amazon, eBay and Visa.
Adam holds an MBA from Wilfrid Laurier University, and holds an honours engineering degree in computer and systems engineering from the University of Guelph.
Director // Scotiabank
Omar co-heads the Global Analytics and Financial Engineering group at Scotiabank, Global Banking and Markets. The team mandate is research and implementation of models used for valuation and risk of financial products across all asset classes. Front Office analytics for pricing, risk profile and strategy analysis are also delivered by the group.
Mr. Becerril joined Scotiabank in 1999 as a Senior Analyst in the Trade Floor Risk Management area gaining experience in interest rate, equity, energy and emerging markets derivatives products. He joined the Financial Engineering team in 2008 as Director responsible for equity derivatives analytic solutions.
Mr. Becerril holds a Masters of Mathematical Finance from the University of Toronto and a B.A. (Hons) Applied Mathematics degree from Instituto Tecnologico Autonomo de Mexico.
Managing Director & Head // Fluid Strategies Group
// Northwater Capital
Neil holds a Ph.D. in Electrical Engineering from the University of Manitoba and a Master’s in Mathematical Finance from the University of Toronto.
Before joining Northwater in 2006, Mr. Simons acquired significant practical experience in financial risk management and quantitative finance at the Royal Bank of Canada.
He is the architect and portfolio manager of Northwater’s liquid alternatives strategies and continues to conduct research on these portfolios.
Managing Director, Head of Systematic Strategies
// Guardian Capital
Srikanth joined GCLP in 2001 to help lead the development and implementation of GCLP proprietary systematic strategies.
His career in the financial services industry began in 1995, when prior to assuming his role at GCLP, he joined Global Value Investors in Princeton, New Jersey, and was responsible for a variety of portfolio management and financial engineering roles.
Sri graduated from University of Bombay with a B.Comm and earned the Chartered Cost and Works Accountant (India) designation. He received an MBA in Applied Finance from Rutgers Graduate School of Management.
// Breton Hill Capital
Gideon is responsible for research and trade execution. He has 8 years of experience in macro strategies, and has managed equity, commodity, currency and other derivative strategies in private and exchange listed funds.
Gideon also designs and develops front office software and automated solutions including order management, portfolio reporting and data management.
Previously, Gideon worked at DGAM (now The Carlyle Group) as an Associate on the Multi-Strategy Fund.
Gideon holds a B.Sc. (Hons.) in Mathematics from Queen’s University and a Master’s in Mathematical Finance from the University of Toronto. Gideon is a CFA Charterholder.
Vice President, Investment Planning // Asset Mix & Risk // OTPP
Audrey is responsible for overseeing the Plan's asset-liability model and analysis. She plays a key role in investment planning particularly in the areas of liquidity management, capital planning, benchmarks, investment policies and planning any transitions. She also supports the Plan's efforts with the Partners regarding plan design to ensure long-term sustainability of the plan.
Ms. Gaspar joined Ontario Teachers' in 2005 and was most recently director, Investment Planning, Asset Mix & Risk.
She has more than 10 years of investment management experience.
A CFA charterholder, Ms. Gaspar earned a Masters of Mathematical Finance from the University of Toronto; and Master of Arts, Mathematics and B.A. (Hons.), Mathematics from Western University.
Portfolio Manager and Head of Algorithmic Trading // Maple Securities
Peter is a Portfolio Manager and Head of Algorithmic Trading at Maple Financial, a global financial services company, and has 17 years’ experience as a Portfolio Manager and Proprietary Trader.
Peter was a Managing Director with the Global Equity Derivatives group at National Bank Financial where he lead the development of the group's algorithmic trading platform that is used for trading, electronic arbitrage and market making, as well as managing a portfolio specializing in Statistical Arbitrage and US Convertible Arbitrage.
He founded Context Switch Consulting in 2009, a firm focused on developing algorithmic trading systems, and joined Maple in 2010, where he runs a proprietary trading desk focused on Statistical Arbitrage.
Peter received his Ph.D. in Physics from the University of Toronto in 1998.
VP Finance // TD Securities
Robert leads the implementation and execution of CCAR stress testing for the US operations of the TD Securities, and is a key executive involved in the operationalization of TD Intermediary Bank Holding Company in the US. He previously led Valuations and Capital reporting and initiatives for the Wholesale Bank. He was also responsible for Global Stress testing across the Wholesale Bank and led certain Volcker related initiatives at the Wholesale Bank and Enterprise level and the CFO various subsidiaries related to Private Equity and Asset Securitizations.
Prior to TD Securities, Robert held various positions at the Royal Bank of Canada including Head of Corporate Treasury Finance. He was responsible for enterprise derivative and hedge accounting and reporting, accounting and reporting of treasury related activities, including securitization. He also lead the IFRS transition for these areas. He had also held the position of Head, External Reporting at Royal Bank of Canada where he was responsible for the Annual and Quarterly Report toShareholders, ensuring compliance with Canadian and U.S. GAAP, securities law and Basel II. He held senior management roles in Group Risk Management leading enterprise credit provisioning and Basel II parameter estimation initiatives.
Robert has five years of experience in public accounting, with Coopers & Lybrand in Canada and the United Kingdom working primarily with Financial Institutions.
He holds a Bachelor of Commerce degree in Finance from McGill University and a Masters of Business Administration from the University of Toronto.
Professor of Finance // HEC Montreal
Director of Research // HRS Capital
Nicolas is Professor of Finance at HEC Montreal and Director of Research at HRS Capital.
Prior to joining HR Strategies in 2014, Nicolas was Senior Derivatives Strategist at the Montreal Exchange.
He also previously held the position of Director of Quantitative Research at Pavilion Financial Corporation where he worked with the Advisory Services team.
From 2006 to 2009, he was Director of Research at Desjardins Global Asset Management, where he was responsible for developing and implementing risk management, hedge fund replication and alternative beta strategies.
Nicolas’ research focuses on the performance and persistence analysis of alternative investments and on developing risk management tools for pension plans.
He has published articles in leading academic and practitioner journals and has presented his research at numerous conferences worldwide.
CEO & Chairman // Datifex, Inc.
Chris is a serial entrepreneur with a background as both an engineer and lawyer.
Datifex, his latest company, is building a revolutionary visual interaction environment for investigating data and controlling external systems. It combines advanced 3D and game engine technologies with a server platform that connects the visual environment to data, real-time monitoring and operational systems. The Datifex platform addresses the widening gap between existing visualization technologies and their ability to extract meaning from the increasing amounts and dimensions of data. It also gives users a new opportunity to take action as they are interacting in the visual environment. They are currently working with a broad range of companies including financial institutions, CPG, utilities, internet security, analytics, retail and airports.
Chris was the cofounder and President of 724 Solutions which developed the first mobile banking and payments platform. 724 Solutions went public on the TSX and NASDAQ eventually reaching a market cap of more than $10b. He has also started an number of other technology companies, and was a lawyer at Faskens.
Managing Director, AxiomSL
Don joined AxiomSL in 1998 and heads the Risk Management Practice.
Prior to joining AxiomSL, Don has 20 years of experience as a financial services executive, market participant and risk management specialist with JPMorgan Chase, Toronto Dominion and Credit Suisse.
Don spearheaded TD’s US entry, first into the US Energy Industry, followed by active derivatives market making, which included key technology decisions.
With CS, Don started the first Global Currency Options Unit, and while he was the Head of the bank’s Australia/New Zealand Region, acted as the Regional Chief Risk Officer.
Don has several published articles on Risk Management and holds undergraduate and MBA degrees in Finance from Miami University and The Ohio State University.
He is an active member of a number of professional organizations including GARP, PRMIA and IAFE.
Founder & CEO // Outside Intelligence, Inc.
Dan is the CEO and Founder of OutsideIQ.
Prior to OutsideIQ, he was a technical lead at Microsoft for the Bing Health search team and Health Solutions Search, as well as the Chief Architect at Medstory, a vertical search start-up acquired by Microsoft.
He holds an MSc from UC Berkeley and is the author of several search algorithm patents.
Portfolio Manager // Cubist Systematic Strategies
Gloria currently works as a portfolio manager at Cubist Systematic Strategies which is the quant subsidiary of Point 72.
She previously worked as a trader and research analyst at UBS and Morgan Stanley.
She studied systems design engineering at University of Waterloo before completing the MMF program at the University of Toronto.
Ms Tam was featured in the MMF Viewpoint Women in Finance issue.
She lives in New York with her husband and two children.
Sidney Wigfall (JD/Esq.)
Founding-Managing Partner & Consultant-Counsel
// SCA Compliance+Consulting Group
Sidney is the Chicago-based Founding and Managing Partner/Consultant & Managing Corporate Counsel of SCA Compliance + Consulting Group and SCA Corporate & Compliance Counsel Group, a multi-disciplinary compliance management and operations, strategic, legal and regulatory/compliance consulting group focused on advising asset management firms, other investment/securities firms, investment professionals, and buyers/sellers of investment firms, including private equity firms.
In founding Braintrust Consulting-Counsel Group in 2001 as the predecessor firm to SCA Compliance & Consulting Group, Sidney launched one of the first multi-disciplinary compliance, consulting and counsel groups focused on the asset-fund management and investment sectors which combined integrated consulting, counsel, and related advisory services across investments-securities, business-operations, compliance, regulatory/legal counsel, finance, private equity/M&A and strategic consulting projects.
Sidney is a senior-level compliance adviser and counsel with 20-plus years of expertise and background in regulatory-compliance matters and asset-fund management matters. During his extensive career in varied legal, compliance, and consulting roles, Sidney has designed, developed, and administered the regulatory/compliance and risk management functions of investment firms of all sizes and ranges of assets under management (AUM).
Sidney has held senior level legal-compliance positions with asset management firms, including serving as senior vice-president and chief compliance officer (CCO), and chief regulatory officer for a New York-based multi-billion-AUM institutional asset management firm and affiliated investment funds group managing equity, fixed income, hedge/alternative, and private equity investments. He has also served as chief legal officer and chief compliance officer for a Midwest-based multi-billion-AUM multi-manager investment firm and funds group. Sidney has also had securities-corporate attorney roles with large corporate law firms, including global-100 law firm Morgan Lewis, which has one of the leading asset management, SEC, and investment funds practice group. Sidney was also with the SEC, having served as a managing counsel & branch chief with the SEC’s New York Office. He earned a BA in political science from the University of Rochester and a JD from Touro-Fuchsberg Law School (Long Island, New York).
Sidney is also a frequent speaker and writer in the field of investment management, and has spoken and written articles about numerous regulatory/compliance topics and the “business of asset management.” He has been a panelist for Institutional Investor, Opal Financial, Financial Research Associates/FRA conferences and also a frequent industry expert-commentator for FundFire-Ignites (Financial Times/UK-US), Emerging Manager Focus e-Magazine, The Monitor Magazine (Investment Management Consultants Association/IMCA), Financial Investment News (FIN), FINalternatives, Emerging Manager Monthly and other investment-business publications. He has also written and spoken on private equity/VC topics for national publications and private equity/VC groups, including American Venture Magazine and the Emerging Venture Network-EVN Group.
Sidney also is a member of and participates in a number of investment and regulatory/compliance institutes, associations and programs, including the Association of SEC Alumni (ASECA), Investment Advisers Association (formerly Investment Counsel Association of America), Asset Managers Forum, Investment Company Institute, Closed-End Fund Forum, Managed Funds Association, National Association of Investment Companies, Midwest-Chicago Chief Compliance Officers Group, National Society of Compliance Professionals, Securities Industry & Financial Markets Association, American Bar Association, and American Corporate Counsel Association.
Director, Portfolio Analytics // Sigma Analysis & Management Ltd.
Andrew is the Director of Portfolio Analytics at Sigma Analysis & Management.
Prior to joining Sigma, Andrew spent 5 years in multiple roles at State Street Corp working in mutual fund accounting. In these roles he managed staff and operations in support of client relationships with as much as $118 billion assets under custody.
Andrew graduated from Dartmouth College with BA in Economics, and is a CFA charterholder
Vice President // The Carlyle Group
Ryan joined the Liquid Markets division of The Carlyle Group in 2014 where he is Vice President of Operational Due Diligence. He works closely with the portfolio management team, assessing the operational strength of the external hedge funds and alternative investment opportunities and is proactively involved with the portfolio management team to identify and address operational considerations at underlying managers.
He began his career in the financial services industry in 2004 with the Ontario Teachers’ Pension Plan. Ryan spent 10 years at Teachers’ in various capacities, most recently as a Manager in the Operational Due Diligence group where he was responsible for conducting due diligence on hedge funds, managed account platforms and various service providers.
Ryan completed both a Bachelor of Commerce and Master of Finance at the Rotman School of Management, University of Toronto. He is also a CFA charterholder.