Next Generation Indexing Across Asset Classes: Identifying Premia and Managing Risk

Lingjuan Ma

Researcher

Bloomberg

Lingjuan Ma serves as a Quantitative Researcher at Bloomberg. Prior to joining Bloomberg, Lingjuan spent eight years as a research manager at FTSE Russell, where she was responsible for smart beta indices development, integrating ESG considerations into factor investing and investment research. Before joining FTSE Russell, lingjuan served for five years as a sell-side analyst at Citigroup Global Markets and Credit Suisse. She also spent three years at MSCI Barra where she developed equity factor risk models. Lingjuan holds a MSc degree in Econometrics and Mathematical Economics from the London School of Economics and a MA degree in Economics from the University of Saskatchewan.

Amine El Khanjar

Quantitative Research

BLOOMBERG/ 731 LEX

Amine El Khanjar is a quantitative researcher in the portfolio and risk analytics group at Bloomberg. His research focuses on fixed income analytics, credit selection strategies, liquidity along with risk modelling. Prior to joining Bloomberg in 2016, he was a senior researcher at Barclays Capital. Amine holds a Masters degree in Financial Engineering from New York University (NYU) and an Engineering degree from Ecole Polytechnique in Paris.

Zarvan Khambatta

Senior Researcher

Bloomberg

Zarvan Khambatta is the Co-Head of Systematic Strategies Research at Bloomberg. Zarvan's work has focused on topics such as investing with risk premia-based investment strategies, tail-risk hedging, portfolio construction and strategy allocation. His clients include pension funds, foundations and endowment investors, as well as private banks and asset managers. Zarvan's group produces both white papers as well as investable indices that track the performance of specific investment strategies that span all major asset classes and geographies. Prior to joining Bloomberg, Zarvan worked at Barclays. He received an MBA from the University of Chicago Booth School of Business and is a CFA and CAIA charterholder.

Michael Donat

Quantitative Research

BLOOMBERG/ 731 LEX

Michael Donat, CFA, is a researcher on the Index and Portfolio Research team. His research includes tradeable alternative risk premia strategies and multi-asset portfolio construction. Prior to joining Bloomberg, Michael was a business manager at Barclays Capital within the Barclays Risk Analytics and Index Solutions business. He is a graduate of SUNY Binghamton's School of Management and is a lover of aviation and flightless birds (penguins).

Paul Salerno

Global Head of Sales and Relationship Management

BLOOMBERG/ 731 LEX

Paul Salerno is the Global Head of Index Sales and Relationship Management, a role he has been in since late 2019. He led both PORT and Index sales at Bloomberg following the acquisition of Barclays Risk, Analytics and Index Solutions for three years prior. At Barclays Investment Bank, he had served for eight years as Head of Index and POINT Sales and Marketing (Americas), and subsequently as Co-Head of Barclays Risk Analytics and Index Solutions. Before Barclays, he was a Senior Vice President in Research for Lehman Brothers until 2008. He started his career at Bloomberg in 1996. Paul graduated from Rutgers University in 1996 with a BS in Finance.

Vincent Denoiseux

Head of ETF Research and Solutions

Lyxor Asset Managment

Vincent Denoiseux has a 18-years’ experience in quantitative research, derivatives, structuring and portfolio construction.

Before joining Lyxor, Vincent was DWS’ Head of Portfolio Solutions. Within DWS he spearheaded the research initiatives of the Passive business about themes like ETFs vs Futures, market liquidity and quantitative investing. Previously he developed fund linked investment solutions at Exane Derivatives (BNP Paribas), focusing on hedge funds and liquid absolute return strategies. Prior moving to capital markets, Vincent was a Head of Quantitative Research, firstly at BNP Paribas Investment Partners and subsequently for Lehman Brothers Asset Management. Vincent has also been a Lecturer in Quantitative Portfolio Management at Ecole Centrale Paris from which he graduated.

Dave Gedeon

Head of Bloomberg’s Equity, Commodity and Strategy Index business

Bloomberg L.P.

Mr. Gedeon oversees the strategy and development of products and services for Bloomberg’s Multi-Asset Index business, including the commodity and alternatives index suite, multi-asset strategies, 3rd party calculation efforts, and the global equity expansion. Mr. Gedeon serves as head of Multi-Asset Product and co-head of Bloomberg Indices. He is a recognized industry leader in index design and implementation. Prior to joining Bloomberg in January 2020, Mr. Gedeon was the Global Head of Research & Development at Nasdaq and was responsible for index product management, development, and research of Nasdaq Global Indexes. During his tenure, he oversaw the launch of thousands of indexes and subsequent product growth.

Mr. Gedeon holds a B.A. in economics from Denison University, and enjoys biking, golfing, rugby, and spending quality time with his family.

Antonios Lazanas

Head of Portfolio and Index Research

Bloomberg L.P.

Antonios Lazanas is the head of Portfolio, Index and ESG Research at Bloomberg. His team is responsible for developing advanced multi-asset portfolio analysis and construction models, analyze risk premia across asset classes and embed them in customized index solutions, and synthesize ESG data into meaningful measures that are then deployed in portfolio and index construction in a disciplined fashion. Antonios has been involved in the quantitative portfolio and index research area for 20 years. His teams have introduced a number of innovative ideas such as using duration-times-spread in risk modeling and explaining the returns of alternative investments with a well-defined set of risk premia. Prior to joining Bloomberg, Anthony was the co-head of Barclays Risk Analytics and Index Solutions where he oversaw the successful transition of the Barclays Index and Portfolio business to Bloomberg in August 2016. He joined Barclays in 2008 after spending thirteen years at Lehman Brothers. Antonios holds a PhD and Masters in Computer Science from Stanford University. He began his career in 1993 at Salomon Brothers as an interest-rate modeler.