Speakers

Raquel Pichardo-Allison

Editor
Global Pensions

Raquel Pichardo-Allison is Editor of Global Pensions magazine. She has been covering the asset management industry for various publications since 2005. She has a masters degree from Boston University.

Jordan Alexiev, CFA, Vice President, Head of Currency Research

Vice President, Head of Currency Research
State Street Associates

Jordan heads all currency research efforts within State Street Associates. His work focuses on quantitative portfolio allocation and risk management. He holds an MBA and an MSc in Finance degrees from Boston College. While at school he managed a portion of the Boston College endowment through the Centre for Asset Management, and was awarded the 2002 MVP Award and the 2003 Investment Management Awards

Gavin Francis

Managing Director Client Portfolio Management
Pareto Investment Management

Gavin is Managing Director of the Client Portfolio Management team at Pareto. Gavin developed Pareto’s performance attribution systems and has a keen interest in analysing the way risk is managed in portfolios. Previously, Gavin worked as Head of Research at Paribas Asset Management, where he developed a quantitative framework for global asset allocation and was a member of the Strategic Investment Committee. Prior to this, Gavin was an Assistant Director at County NatWest Investment Management. Having started his career in 1987 working on the Quantitative Equity desk, he moved to the Product Development Group, where he constructed a successful global bond model and worked on the application of neural networks to stock selection. Gavin is an associate member of the CFA Society of the UK.

Bilal Hafeez

Managing Director and Global Head of FX Strategy
Deutsche Bank

Bilal Hafeez joined Deutsche Bank in 2002. At Deutsche Bank, Bilal is Manager Director and Global Head of FX Strategy. Bilal is responsible for formulating the bank's global views on currencies, and manages a team that spans the primary trading centres. He has done extensive work on FX as an asset class, and creating benchmarks for currency returns. He has responsibility for developing trading models, which are traded by the Bank. Bilal has also developed indicators that provide insights into market dynamics, such as the Deutsche Bank Macro Pulse Indices and the Deutsche Bank Theme Radar. Prior to joining Deutsche Bank, Bilal was a Foreign Exchange Strategist at JP Morgan. Bilal read Economics (MA, Cantab) at St John's College, Cambridge.

Kristjan Kasikov

Director, Quantitative Investor Solutions
Citi

Kristjan Kasikov is a Director and member of the Quantitative Investor Solutions group. Kristjan informs European asset managers in quantitative FX alpha generation and optimal hedging strategies. He has a background in FX modeling from the Calyon Corporate & Investment Bank, where he worked as a Currency Strategist with quantitative focus and the Cardinal Global Macro Fund, where he was responsible for developing FX spot and volatility trading models. Kristjan holds a Bachelor of Economics degree from the Tallinn Technical University in Estonia and a MSc Economics degree from the London School of Economics and Political Science.

Malcolm Leigh

Principal
Mercer

Malcolm is a Senior Consultant within Mercer Manager Research focussing on Currency and Global Macro investment managers.
Malcolm has twenty five years experience within the fund management industry. Prior to joining Mercer he was the head of the Global Markets Strategies Group, Europe at Barclays Global Investors (BGI) responsible for the European Global Macro Long/Short Hedge Fund business and Currency Overlay Strategies
Malcolm has a BSc in mathematics and statistics from University College of Wales, Aberystwyth and an MA and MSc in mathematics from Trinity College, Cambridge. He is a Fellow of the Institute of Mathematics and its Applications

Diane Miller

Principal
Mercer

Diane Miller chairs the Currency/GTAA Investment Committee at Mercer and is lead researcher for currency. She joined Mercer in 2001 and is based in London. Diane is responsible for researching a number of product areas, with a primary focus on currency and GTAA/global macro. She has over 20 years of experience within the pensions and investment industry. Before joining Mercer, she was at Morley and its predecessor companies, General Accident and Provident Mutual, where she worked as a fund manager, specialising in UK equities and asset allocation for pension fund clients. Diane has a degree in mathematics from University College London, and is a Fellow of the Institute of Actuaries.

Thanos Papasavvas

Head of Currency Management
Investec Asset Management

Thanos is the Head of Investec Asset Management’s Currency Management team and has been tasked with the development and expansion of the company’s established currency management expertise. Previously, Thanos worked for Credit Suisse Asset Management where he was a Director and Head of Currency Management. He joined CSAM’s fixed income team in 1994 after two years as an economist for the UK Government Economics Service. Born and raised in Athens, Thanos graduated with a Master of Science in Economics at Birkbeck College London and holds a degree in Economics at Central London Polytechnic

David Poole

COO and Principal
ClientKnowledge

David joined ClientKnowledge in 2000, where he is responsible for consulting to customers and managing the business. He has extensive experience providing financial institutions with expert advice in sales, trading and associated technology. Previously, he built CAI's e-commerce platform and prime brokerage unit. Prior to this David spent 10 years at J.P Morgan where he built and managed the global eFX business.

Dale Thomas

Head of Currency Management
Insight Investment

Dale joined Insight in April 2003 following the acquisition of Rothschild Asset Management Limited (RAM). He is Head of Currency Management within the fixed income team with responsibility for currency allocation across all ex-UK funds. He is also responsible for research on the US economy. Dale joined RAM in 1995. Before joining RAM he spent six years at the Bank of England. Dale holds a BA honours degree in Mathematics from Kings College, Cambridge University, an MSc in Operational Research from Lancaster University and a Post-Graduate Certificate in Economics from London University.

Paul Chappell

Chief Investment Officer
C~View

Mr Chappell has been involved in the currency markets since 1976. Originally at Hambros Bank, in 1978 he joined Chemical Bank and became Chief FX Trader and subsequently Foreign Exchange Manager in Frankfurt.
In 1985 he joined Bank of America London and was appointed Head of Foreign Exchange Trading for Europe,. In 1994 he was appointed Global Manager for Foreign Exchange with responsibility for 23 FX Trading operations with more the 400 FX operatives worldwide.
In 1996 he established C~View Limited, which is an FSA registered Company. C~View acts as investment advisor to Currency Funds and Managed Accounts on behalf of major Financial Institutions and Institutional Investors. C~View runs Currency Overlay programmes alongside its other advisory business and has in excess of US$800mio under management

Jessica James

Managing Director, Global Head of Quantitative Investor Solutions
Citi

Dr. Jessica James is a Managing Director and Global Head of Quantitative Investor Solutions. The group informs clients on FX investment strategies, with a strong focus on systematic alpha model development. Jessica has been at the forefront of developing currency risk management models and overlay strategies, and pioneered the use of Extreme Value Theory to manage the risk of large FX moves. She also has a wealth of experience in the practical process of setting up currency overlay as a business, including trading strategy testing, design and marketing. Prior to joining Citigroup, Jessica headed the Currency Overlay team within Europe at Bank One. She is on the Board of the Journal Quantitative Finance, and the ICBI finance conference board. She has participated in several government Task Forces and is involved with the Institute of Physics as a member of their governing body and a member of their Industry and Business Board. Prior to her career in finance, Jessica lectured in physics at Trinity, Oxford.