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Rethinking Risk: Real-World Tactics for a Surreal Industry

WATCH THE INTERACTIVE PANEL DISCUSSION

Understanding portfolio risks, exposures, and sources of performance requires detailed, high quality data and robust analytics. The great financial crisis prompted an even more thorough approach to risk management. From new data requirements to analytics, listen to our expert panel as they discuss the evolving industry and the practical solutions their firms have developed. 

Rethinking Risk Webcast-1

 

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Speakers

Moderator

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Alyx Flournoy

Director, Risk Product Strategy

FactSet

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Sebastian Ceria

Founder and CEO

Axioma

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Remco van Eeuwijk

Chief Risk Officer

Alberta Investment Management Corporation

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Boryana Racheva-Iotova

SVP, Director of Risk and Quantitative Analytics

FactSet

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Chandni Bhan

Head of Risk Management

Morgan Stanley Investment Management UK

Moderator

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Alyx Flournoy

Director, Risk Product Strategy | FactSet

Alyx Flournoy is Vice President, Director, Risk Strategy, for FactSet’s Analytics group. In this role, she is responsible for determining the roadmap of FactSet's risk solutions. Alyx joined FactSet in 2011 as a Consultant in San Francisco covering investment management clients across the western United States. In 2013, she began working in FactSet’s Quantitative Analytics team where she developed technical workflow solutions for pension funds, hedge funds, institutional asset managers, and private wealth firms around quantitative research, portfolio construction, and risk management. In 2016, Alyx relocated to New York where she is now further specializing in FactSet’s multi-asset class risk and portfolio optimization solutions. 

Alyx graduated from the University of California, Berkeley with a dual Bachelor of Arts in Economics and Statistics and she is a CFA charterholder.

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Sebastian Ceria

Founder and CEO | Axioma

Sebastian Ceria is Chief Executive Officer of Axioma and founded the company in 1998. Prior to Axioma, Sebastian was an Associate Professor of Decision, Risk and Operations at Columbia Business School from 1993 to 1998.

Sebastian has worked extensively in the area of robust optimization and its application to portfolio management. He is the author of many articles in publications including Management Science, Mathematical Programming, Optima and Operations Research. He has co-authored numerous papers on the topic, including, “Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction,” published in the Journal of Asset Management, “To Optimize or Not to Optimize: Is That the Question?” published in the Oxford Handbook of Quantitative Management, and “Factor Alignment Problems and Quantitative Portfolio Management,” published in the Journal of Portfolio Management. He is a recipient of the Career Award for Operations Research from the National Science Foundation.

Sebastian completed his PhD in Operations Research at Carnegie Mellon University’s Tepper School of Business and his undergraduate degree in Applied Math at the University of Buenos Aires, Argentina.

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Remco van Eeuwijk

Chief Risk Officer | Alberta Investment Management Corporation

Remco is the Chief Risk Officer and a member of the Executive Committee at AIMCo, the Alberta crown corporation responsible for managing C$115 billion in assets for more than 30 Alberta pension funds, endowments and government funds. He joined AIMCo in 2016 from MN, the Dutch fiduciary manager responsible for managing C$175 billion in assets for Dutch and British pension funds, where he was Managing Director UK, responsible for founding and growing MN’s proposition to UK pension funds.

During his 20-year career in investment and risk management, Remco has held various other roles, including Global Head of Risk & Performance at ABN Amro Asset Management in London, Managing Director EMEA for the Analytics division of Wilshire Associates in London, and European Head of Risk & Performance at ING Investment Management in The Hague.

Remco is a CFA charterholder and holds a Ph.D. Candidacy and MA in Economics from the University of Michigan and a BA (Honours) in Economics from the University of Alberta. He is married with two mini-dachshunds, Ms. Jansen and Dr. Snuggles.

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Boryana Racheva-Iotova

SVP, Director of Risk and Quantitative Analytics | FactSet

Boryana Racheva-Iotova, co-founder of FinAnalytica and former Global Head of Risk at BISAM is now Senior Vice President in charge of Quantitative Analytics at FactSet. She has over 15 years of experience in building risk and quant portfolio management software solutions. Before founding FinAnalytica, Boryana led the implementation of a Monte-Carlo based VaR calculation to meet the Basel II requirements at SGZ Bank, as well as the development of six patented methodologies for FinAnalytica.

In 2018, Boryana received Risk Professional of the Year Award from Waters Technology based on her achievements building risk management software solutions and translating the latest academic advancements in practical applications to meet the needs of financial industry practitioners. 

Boryana holds a Master of Science in Probability and Statistics at Sofia University, and a Doctor of Science, magna cum laude from Ludwig Maximilian University of Munich.

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Chandni Bhan

Head of Risk Management | Morgan Stanley Investment Management UK

Dr. Chandni Bhan is the Head of Risk for Morgan Stanley Investment Management (MSIM) UK. Her team’s responsibilities include managing investment, liquidity, counterparty, and operational risk of the business, as well as the overarching enterprise risk. In addition, Chandni leads several strategic global risk solutions for the division as part of the Global Risk and Analytics group.

Chandni's career spans both the sell side and buy side, and her previous roles include leading the EMEA stress testing framework for Morgan Stanley for over 4 years, cross risk portfolio risk management and risk inputs into the firms ICAAP, RST and ILAAP. She has also held several quant positions covering credit and commodities prior.

Chandni has a PhD in Statistics and Probability from Michigan State University and a Masters Degree in Statistics from the Indian Statistical Institute. 

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