Speakers

Dan di Bartolomeo, Northfield Information Systems

Dan di Bartolomeo is the founder and president of Northfield Information Services, Inc. Before starting Northfield, he held the position of Director of Research at a New York investment firm, where he was responsible for investment strategy and equity, fixed-income, and derivatives research. Dan writes and lectures extensively and frequently presents papers at academic and industry meetings. He teaches a course in Advanced Quantitative Techniques for the Boston Security Analysts Society. He received his degree in applied physics from Cornell University.

James Bevan, CCLA Investment Management Limited

Before joining CCLA in November 2006, James was the Chief Investment Officer at Abbey. Prior to Abbey, James was Chief Investment Officer for Barclays Stockbrokers and Barclays Personal Investment Management, having joined BZW in 1988, following post graduate research in applied economics and asset allocation at Cambridge University.

Sebastian Ceria, Axioma

Before founding Axioma, Dr. Sebastián Ceria was an Associate Professor of Decision, Risk and Operations at Columbia Business School from 1993 to 1998. He was honored with the prestigious Career Award for Operations Research from the National Science Foundation, which is given annually to the two best researchers and teachers in the area. While at Columbia he was also recognized as the "best core teacher" by his students and the school. Additionally, Ceria has served as administrator for the Computational Optimization Research Center and as co-principal investigator in two National Science Foundation research projects.

Ceria is the author of many articles and has been featured regularly in a variety of publications including Management Science, Mathematical Programming, Optima and Operations Research. He has also been an editor for Optima, and a regular referee for a number of publications in the area. Past speaking engagements include international corporate and academic conferences.

Ceria completed his PhD in Operations Research at Carnegie Mellon University's Graduate School of Industrial Administration.

Randy Cohen, Harvard Business School

Max Darnell, First Quadrant

Ed Fishwick, Blackrock

Ed Fishwick is a Managing Director, and Head of Equity Risk & Quantitative Analysis, at Blackrock. He has worked in quantitative finance for over 20 years in London, New York, and Boston. Previously he was Head of Risk Management & Investment Process Development at AXA Investment Managers, and Director of Research at QUANTEC. He studied undergraduate and postgraduate economics at the universities of Liverpool and Cambridge respectively. He is a frequent speaker at finance conferences, is the author of a number of papers, has served on the Board of Trustees of the Global Association of Risk Professionals, and serves on the Editorial Board of the Journal of Asset Management.

Jason MacQueen, Alpha Strategies

Jason MacQueen founded QUANTEC in 1980, which was the first firm to develop risk models for equity markets outside the USA. In the 1980s QUANTEC launched the first global asset allocation model and were also the first to develop reverse optimisation as an efficient and practical technique for rebalancing portfolios. In the 1990s QUANTEC developed the first truly global risk model, and a global stock selection model, both incorporating global common factors.

He is currently developing Multi-factor Stock Selection Models and Customised Hybrid Risk Models for institutional investors, and works with Apollo Advisors, which uses a proprietary Risk Management Overlay system to eliminate the unwanted risks in actively-managed funds and enhance their skill-based returns.

He was educated at Oxford and London Universities, where he read Mathematics and Theoretical Physics. He is a Visiting Professor at Tokyo University’s Center for Advanced Research in Finance, as well as being an Honorary Lecturer in Finance at Lancaster University and Brunel University.

Christopher Polk, London School of Economics

Christopher Polk is a Professor of Finance at the London School of Economics and Political Science. Before coming to the LSE in 2006, Polk was for eight years on the finance faculty at Northwestern University's Kellogg School of Management. He is the author of numerous articles appearing in prestigious finance and economics journals. Several of his papers have won research awards, including winning the 2002 Jensen prize for paper of the year at the Journal of Financial Economics. Professor Polk received his B.S. in Physics and Economics (with honors) from Duke University, graduating Phi Beta Kappa in 1990, and completed a Ph.D. in Finance at the University of Chicago in 1998, where he studied under Professor Gene Fama. Polk is an expert on the behavior of security prices and investment strategies with research covering a wide range of topics including stock-market efficiency, behavioral finance, and corporate investment decisions.

Keith Quinton, Fidelity Investments

Keith Quinton is a vice president and portfolio manager for Fidelity Investments, the largest mutual fund company in the United States, the No. 1 provider of workplace retirement savings plans and a leading online brokerage firm. Mr. Quinton manages Fidelity Disciplined Equity Fund, Fidelity Tax Managed Stock Fund and Fidelity Advisor Tax Managed Stock Fund.

Since joining Fidelity in 2001, Mr. Quinton has managed several funds for institutional investors and fund available exclusively to overseas investors. He began managing Fidelity Tax Managed Stock Fund and Fidelity Advisor Tax Managed Stock Fund in February 2004. In October of 2006, Mr. Quinton assumed responsibility for Fidelity Disciplined Equity Fund.

Prior to joining Fidelity, Mr. Quinton was a vice president and quantitative analyst at MFS Investment Management. From 1997 to 2000, he was a senior quantitative analyst at Santander Global Advisors responsible for co-developing via back testing and statistical analysis an international quantitative stock selection process based on sector-relative and country-relative models. From 1995 to 1997, Mr. Quinton was senior vice president in the quantitative equity research department at Putnam Investments. From 1988 to 1989, he was an equity strategist for Eberstadt Fleming. From 1989 to 1995, Mr. Quinton served as a vice president at Falconwood Securities Corporation, where he was responsible for all aspects of investment management for a $100 million trust fund. Mr. Quinton began his career in the financial services as a senior quantitative analyst at Drexel Burnham Lambert in 1983.

Born in 1958, Mr. Quinton earned a bachelor of arts degree in Russian from Dartmouth College in 1980 and an MBA from the Amos Tuck School of Business Administration at Dartmouth College in 1982. He is a Chartered Financial Analyst charterholder.

Stephen Satchell, Cambridge University

Stephen Satchell is Academic Advisor to Alpha Strategies and numerous other financial organisations, a Fellow of Trinity College, Cambridge, and the Reader in Financial Econometrics at Cambridge University. Stephen is one of the most highly regarded academics within the UK investment industry. He has Ph.D.s from Cambridge University and the LSE.

Dimitri Vayanos, London School of Economics

Dimitri Vayanos is a Professor of Finance at the London School of Economics. He received his undergraduate degree from Ecole Polytechique in Paris and his PhD from MIT in 1993. Before coming to the LSE in 2004, he was a faculty member at Stanford and MIT. Vayanos has published in a number of leading economics and finance journals on topics such as: liquidity and asset pricing, delegated portfolio management, information in markets and organizations, and behavioral economics. He is the Director of LSE’s Paul Woolley Centre for the Study of Capital Market Dysfunctionality, the Director of CEPR’s Financial Economics programme, a Member of NBER’s Asset Pricing programme, and current or past Associate Editor in a number of journals including the Review of Economic Studies and the Review of Financial Studies.