SG QUANT CONFERENCE 2023 - NYC

Thursday, June 15, 2023,
8:30 AM - 6:30 PM

This event aims to gather Institutional experts interested in the latest innovations and developments in Quantitative Investment Space. There will be a full program of key note speeches, panels and workshops covering a wide spectrum of topics.

Speakers

Agenda

Thursday, June 15, 2023
Welcome/Introductory Remarks
8:30 AM - 8:45 AM EDT

Mike Clark – Head of Investor Solutions, Societe Generale
Fouad Farah - Head of Fixed Income Americas, Societe Generale 

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Don't fight the FED
8:45 AM - 9:15 AM EDT

Stephen Gallagher – US Chief Economist & Head of Research, Societe Generale

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From QE to QT, Strategies for a Tightening World
9:15 AM - 10:00 AM EDT

Andrew Lapthorne – Global Head of SG Quant Research, Societe Generale
Sandrine Ungari – Head of Cross Asset Quant Research, Societe Generale

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Around the World in a Morning – Macro Opportunities
10:00 AM - 10:30 AM EDT

Said Haidar - Founder & CIO, Haidar Capital Management
hosted by Michael Pintar – Head of US Flow and Strategy Solution, Societe Generale

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Break
10:30 AM - 10:45 AM EDT
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The Case for Commodities in the Diversified Portfolio
10:45 AM - 11:15 AM EDT

Greg Sharenow – Managing Director & Portfolio Manager, PIMCO
hosted by Ben Hoff – Global Head of Commodities Research, Societe Generale

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Risk Premia Manager Panel
11:15 AM - 12:00 PM EDT

Scott Burr – Portfolio Manager, FS Investments
Eric Alby – Partner, Andreessen Horowitz
hosted by Mike Clark – Head of Investor Solutions, Societe Generale

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Lunch
12:00 PM - 1:30 PM EDT
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Workshop 1
1:30 PM - 2:15 PM EDT
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Climate Resiliency as an Investment Factor
1:30 PM - 2:15 PM EDT

Dr David Schimel - Co-Founder and Chairman, Entelligent
Tapiwa Sikipa - Head of Strategy & Sustainability, World Bank
hosted by Marc Zieger - Investment Solutions Sales, Societe Generale

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Macro Investing using Systematic FX Strategies
1:30 PM - 2:15 PM EDT

Sandrine Ungari - Head of Cross Asset Quant Research, Societe Generale

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Using QIS for ALM
1:30 PM - 2:15 PM EDT

Yoni Epelbaum – EQD QIS Structuring, Societe Generale
El Mehdi Ibrahimi - FIC Structuring, Societe Generale


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Workshop 2
2:15 PM - 3:00 PM EDT
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AI for Alpha - Applied investment approaches
2:15 PM - 3:00 PM EDT

Beatrice Guez, Chief Executive Officer - AI for Alpha 
hosted by Nathanael Bienvenu - Head of EQD Structuring, Societe Generale

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Harnessing Natural Language Processing for Equity Investments
2:15 PM - 3:00 PM EDT

Chris Kantos, Head of Quant Research - Alexandria
hosted by Andrew Lapthorne, Global Head of SG Quant Research - Societe Generale

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All Weather Hedging: SG Defensive Framework
2:15 PM - 3:00 PM EDT

Sandrine Ungari - Head of Cross Asset Quant Research, Societe Generale
Prarthana Shetty - EQD QIS Structuring, Societe Generale

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Break
3:00 PM - 3:15 PM EDT
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Workshop 3
3:15 PM - 4:00 PM EDT
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Taxonomy of Commodity Risk Premia
3:15 PM - 4:00 PM EDT

Mayank Gupta - Quant Researcher, Fidelity Investments
Ben Hoff - Head of Commodities Research, Societe Generale

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Is it Spring? State of play for institutional Adoption of Digital Assets
3:15 PM - 4:00 PM EDT

Andy Baehr - Managing Director, CoinDesk Indices
Pete Janney - Head of Sales & Trading, NYDIG
hosted by Thomas Sullivan - Head of U.S. Market Access and Business Development for Digital Assets, Societe Generale

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Latest Advances in Systematic Volatility Strategies
3:15 PM - 4:00 PM EDT

Geoffrey Simmons – Head of QIS Structuring, Societe Generale

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Workshop 4
4:00 PM - 4:45 PM EDT
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Is the Trend your Friend? Look at multi asset, intraday and replication approaches
4:00 PM - 4:45 PM EDT

Sandrine Ungari - Head of Cross Asset Research, Societe Generale

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Latest in Regime Based Asset Allocation Methods
4:00 PM - 4:45 PM EDT

Dr. Solomon Tadesse - Head of Equity Quant Research Americas, Societe Generale

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Macro Investing using Systematic Rates Strategies
4:00 PM - 4:45 PM EDT

Michael Pintar - Head of US Flow and Strategy Solution, Societe Generale

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Cocktail
4:45 PM - 6:30 PM EDT
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Venue

SG Americas Headquarters, 245 Park Avenue, 10167 New York, United States