Managing Rate Hike & Inflation Risk in Equity Portfolios
We will cover the following topics:
- Rate & inflation sensitivity across countries and sectors
- Factor performance in various regimes
- Smoothing portfolio performance across regimes
Speakers
Kumar Gautam
APAC Quantitative Equity Strategist
Bloomberg
Kumar spent eight years as a senior quantitative analyst with Scientific Beta, a part of SGX and EDHEC Business School, in France. He worked on research and development of quantitative equity strategies for pension funds and asset managers in North America and Europe. His research focused on factor investing, Smart Beta strategies, ‘quantamental’ strategies and integration of ESG considerations into equity portfolios. He also led the development of bespoke quantitative strategies and analytics for the company’s institutional clients.
Kumar received his MSc in Finance from EDHCE Business School and was the winner of national level award for quantitative research given by CFA, France.
Claudio Fontana
Data Scientist
BLOOMBERG/ LONDON
Claudio is a data scientist focusing on quantitative equity strategies with a keen interest in systematic trading and factor investing. Prior to his current role, he's been supporting clients for several years with pricing cross-asset derivatives and risk analysis at Bloomberg. He also holds a Certificate in Quantitative Finance (CQF).
Andrew Barton
Data Scientist
Bloomberg L.P.
Andrew is a data scientist focusing on factor strategies and other systematic approaches in the equities space. Prior to his current role, he has worked as a research analyst at a buy side systematic equity shop and the Federal Reserve Bank of Boston. He is currently a CFA level II candidate.
Yves Tran
Quantitative Developer
Bloomberg L.P.
Yves Tran currently works as a Quant specialist covering the Singapore region where for the past three years, he helped the buy-side industry to generate investment ideas through quantitative solutions with the Bloomberg platform.
He previously worked as rapid application developer in Societe Generale Corporate and Investment Bank in New York and Hong Kong, as well as a technical lead of SGCIB in-house order management system in Montreal.
Yves has a Masters degree in Financial Engineering from the Ecole Superieure d'ingenieurs Leonard de Vinci.