Ed Fishwick is a Managing Director, and Global Co-Head of Risk & Quantitative Analysis at BlackRock. In addition he is a member of the European Executive and Global Operating Committees of the firm, and is a member of the Board of BlackRock Group Ltd.
He has worked in quantitative finance for over 25 years in London, New York and Boston. Previously he was Head of Risk Management and Investment Process Research at AXA Investment Managers, and Director of Research at Quantec.
He is a member of the Editorial Board of the Journal of Asset Management, and is the Chairman of the London Quant Group.
Jason MacQueen (Director)
R-Squared Risk Management Jason 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.
Trinity College Stephen 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.
Dan di Bartomoleo
Northfield Information Services 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.
Adam Olive is a Senior Investment Strategist at HSBC Global Asset Management where he works on new investment strategies and on asset allocation. He holds a PhD in Theoretical Physics from Cambridge and an MBA from UCLA. He has worked in quantitative research, trading and investing on both the buy and sell sides since 1987.
Prior to joining HSBC he worked for Banker’s Trust, Deutsche Bank, Bank of America and several small quantitative asset management firms.
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.
Federico De Vita is a risk manager at Credit Suisse and an advisor to the Earth Security Initiative. He was previously partner at Acacia LLP, an investment management company that span off from a London family office. He previously worked several years as a risk manager in Milan for Unifortune, a boutique hedge fund/fund of hedge funds. He holds a PhD in algebraic geometry from the university of Firenze.
James Sefton is Professor of Economics at Imperial College’s Business School and a Senior Visiting Fellow at the National Institute of Economic and Social Research. He is currently a Senior Quantitative Analyst at UBS, but previously worked as a Principal Scientist at Winton Capital. His first book was a set of Reconciled National Accounts for the UK and more recently he constructed the first set of Generational Accounts for H.M. Treasury. He has published widely in academic journals in areas as diverse as systems theory, econometrics, economics and finance. he was educated at Christ’s College, Cambridge from where he received a Ph.D. in Systems Theory.
Robert Macrae, CFA, is the Chief Executive of Arcus Investment, a hedge fund manager specialising in Japan. He has spent 20 years applying the engineering concepts of robustness and problem-solving to systematic value investment. Interests include risk control, regulation and whitewater kayaking.
Stuart is Deputy CIO at AXA Rosenberg Europe, based in London, with responsibility for the portfolio management of global equity strategies for European clients as well as the day-to-day portfolio construction of European portfolios. He was previously Director of Investment Models.
Prior to joining AXA Rosenberg in 2006, Stuart was Director of Quantitative Research and Risk Management at AXA Investment Managers. He has also worked on the sell-side at Credit Suisse in the Global Equity Strategy team producing top-down macro and bottom-up quantitative research; and at Barclays Capital as a trader and structurer in interest rate derivative products.
Stuart has a BA and a DPhil in Mathematics from Oxford University and an MSc in Nonlinear Mathematics from Bath University. After obtaining his doctorate, he worked for three years in the Engineering Faculty at Bristol University.
Frances is Director, Risk Consulting for R-Squared Risk Management Ltd.
She started her career as a research analyst in 1983 and soon began using risk-based techniques to derive arbitrage profits from a then immature market for equity futures and options, honing her skills in investment banking. The opportunity then presented itself to apply the same techniques to risk management and return enhancement of pension funds. In 1998 she moved to the UK and further developed her risk management skills at QUANTEC, consulting to investment management clients on the application of portfolio risk analyses and risk management and progressing to Head of Portfolio Risk at Morley Fund Management (now Aviva Investors) before specialising in risk management for derivatives and hedge funds, again at Morley. She then accepted the challenge at CCLA to set up the risk management function specifically for investments aimed at delivering income and total return in tandem, at the same time subject to various ethical and sustainability constraints which are frequent characteristics of foundation investment funds. From there she moved to her current position at R-Squared Risk Management.
Management Committee Elections
Directors and Management Committee members are elected by London Quant Members for a period of three years.
Any Member can stand for election to become a Director or a member of the Management Committee on nomination by an existing Member, including him- or herself, and by notifying the LQG Company Secretary at least 14 days before an LQG Annual General Meeting.