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

David Schimel

Co-Founder & Chairman
Entelligent

Said Haidar

Founder & Chief Investment Officer
Haidar Capital Management

Greg Sharenow

Managing Director & Portfolio Manager
PIMCO

Tapiwa Sikipa

Senior Portfolio Manager, Head of Strategy & Sustainability
World Bank

Beatrice Guez

Chief Executive Officer
AI for Alpha

Christopher Kantos

Head of Quant Research
Alexandria

Andy Baehr

Managing Director
CoinDesk Indices

Scott Burr

Portfolio Manager
FS Investments

Pete Janney

Global Head of Sales and Trading
NYDIG

Mayank Gupta

Quantitative Researcher, Alternative Risk Premia
Fidelity Investments

Fouad Farah

Managing Director, Head of Credit and Structured Financing, Head of Fixed Income
Societe Generale

Andrew Lapthorne

Global Head of SG Quant Research
Societe Generale

Sandrine Ungari

Global Head of the Cross-Asset Quantitative Research group
Societe Generale

Stephen Gallagher

US Chief Economist & Head of Research
Societe Generale

Geoffrey Simmons

Head of QIS Structuring
Societe Generale

Thomas Sullivan

Head of Market Access and Business Development for Digital Assets
Societe Generale

Solomon Tadesse, PhD

Head of Equity Quant Research, Americas
Societe Generale

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

Don't fight the FED

8:45 AM - 9:15 AM EDT

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

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

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

Break

10:30 AM - 10:45 AM EDT

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

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

Lunch

12:00 PM - 1:30 PM EDT

Workshop 1

1:30 PM - 2:15 PM EDT

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

Macro Investing using Systematic FX Strategies

1:30 PM - 2:15 PM EDT

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

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

Workshop 2

2:15 PM - 3:00 PM EDT

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

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

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

Break

3:00 PM - 3:15 PM EDT

Workshop 3

3:15 PM - 4:00 PM EDT

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

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

Latest Advances in Systematic Volatility Strategies

3:15 PM - 4:00 PM EDT

Geoffrey Simmons – Head of QIS Structuring, Societe Generale

Workshop 4

4:00 PM - 4:45 PM EDT

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

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

Macro Investing using Systematic Rates Strategies

4:00 PM - 4:45 PM EDT

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

Cocktail

4:45 PM - 6:30 PM EDT

Venue

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