The Axioma London and New York Financial Analytics Summits: Learnings From the Best of the Best

Wanna hang with an intense group? More than 500 portfolio managers and risk management professionals attended Axioma’s yearly quant conference series on Oct. 4th in New York and Oct. 10th in London. Industry leaders from around the world discussed new approaches to portfolio management, trends in regulatory and risk management, and the latest in investment technologies. Axioma also showcased use cases that demonstrated how Axioma’s solutions solve practitioners’ most pressing challenges, such as constructing indices with ESG data and overcoming fixed income data challenges.

The Big Apple
Charles Gabriel, President of Capital Alpha, keynoted the event and unpacked how risk in the age of Donald Trump is impacting markets. He offered politically-driven examples such as rising international tensions, failed US healthcare reform, and the Republican party’s inability to unify. Kent Daniel, Professor of Finance at Columbia Business School, explored his research findings that examined hedging the sources of risk in the Fama and French (2015) five-factor portfolios.

In order to provide some diverse perspectives, we hosted panels on the state of risk management and on investment technologies. “A Decade After the Recession, What’s the State of Risk Management” featured Attilo Meucci, Founder of ARPM, Yury Dubrovsky, CRO of Lazard Asset Management, and Barry Schachter, Partner and CRO of Light Sky Macro. They tackled the role of technology in changing risk and portfolio management as well as new opportunities for performing analytics at scale. The second panel debated technology trends impacting buy-side firms, namely AI, machine learning, and the growing prevalence of cloud computing. This panel featured Jana Eggers, CEO of Nara Logics, Fabien Couderc, CTO at Axioma, Jay Wolstenholme, Senior Analyst at Celent, and Vasant Dhar, Professor at NYU Stern School of Business. Jay Kutler, Editor of GARP Risk Professional Magazine, moderated the discussion.

The Big Smoke
Axioma offered a different lineup in London. Tom Leake, Head of Systematic Trading Strategies at Goldman Sachs, keynoted. He presented trends in institutional investor use of systematic strategies, notably investor challenges, benefits, new tools, techniques and approaches to aid end-investors.

In the morning session, factor investing took center stage. A panel moderated by Chris Woida, Axioma’s Managing Director of Index Solutions and featured Siebert Kruger, Head of Investment Strategy, Equities at Credit Suisse, Jan-Carl Plagge, Head of Applied Research at STOXX, and Aniket Das, Senior Investment Strategies, Index & Factor-Based Investing at LGIM, debated organizational approaches to factor investing. Spyros Mesomeris, Global Head of Quantitative & Quant Investment Solutions at Deutsche Bank, then presented on factor construction, portfolio construction and timing in the context of factor investing.

Due to popular demand, we held another technology panel. The key discussion points included the impact of legacy technology, technical debt and how to solve these impediments. The consensus was that API-centric approaches and cloud tech would go a long way in solving these technology constraints. Moderator Paul Sinthunont, Analyst at Aite Group, led the discussion with panelists Michael Cooper, CTO at BT Radianz services, Global Banking & Financial Markets, Fabien Couderc, CTO at Axioma, and Andy Moniz, Chief Data Scientist, Global Markets at Deutsche Bank.

Multiple tracks for multiple interests
Separate afternoon tracks at both events gave attendees the chance to hear from a wide range of industry experts on a variety of subjects, which included new approaches to portfolio management, trends in regulatory and risk management, and Axioma solutions.

If you missed the 2017 Summit, sign-up to be notified about our 2018 Summits in both New York and London. We’ll announce the dates later this fall.

Steve Mann

Steve Mann is Chief Marketing Officer at Axioma. Steve was most recently Chief Marketing Officer and a Collaborating Consultant at Adjuvi, a boutique management consultancy. Before that he was Chief Marketing Officer for LexisNexis in North America from 2011 to 2014, where he built a new marketing organization focused on enhancing inbound and outbound efforts to drive marketing effectiveness.