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.
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, Smart Beta Analyst
Closing: CAIA Association – Bill Kelly, CEO
|11:00||Networking reception and refreshments|
Thank you to CAIA for organising this event and Man Group for kindly hosting.