BNP Paribas Quant Forum 2019

Melbourne

Positioning for a challenging 2020

Full Day Seminar
Venue: Grand Hyatt Melbourne, The Residence, Level 8
123 Collins Street, Melbourne, VIC 3000, Australia

Tuesday 10 December 2019
Time	Description
08:45-09:00	Welcome coffee & Registration
09:00-09:15	Opening remarks James Hayes Head of Global Markets Australia & New Zealand, BNP Paribas MC: John Keith Managing Director & Head of Financial Institution Coverage, Australia, BNP Paribas
09:15-10:00	Designing Allweather Overlays Gregoire Loeper Professor, Sch of Mathematical Sciences, Monash University
10:00-10:45	Positioning defensively for a challenging 2020 Etienne Grisey Head of Equity Derivatives Structuring, APAC Global Markets, BNP Paribas Presentation: Please contact Etienne Grisey, email: etienne.grisey@asia.bnpparibas.com
10:45-11:00	Coffee break
11:00-11:45	Assessing Climate Transition Risks Anna Skarbek Chief Executive Officer, ClimateWorks Australia Presentation: Click here Related reading: Click here
11:45-12:30	Risk premia outlook Michael Sneyd Head of Macro Quant & Derivative Strategy, BNP Paribas London Branch Presentation: Click here Related reading: Q1 2020 - Positioning for the tide
12:30-13:30	Lunch
13:30-14:15	Utility driven portfolio construction Timothy Parker Head of Cross Asset Solution Sales, SE Asia & Australia , BNP Paribas Presentation: Please contact Timothy Parker, email: timothy.parker@asia.bnpparibas.com
14:15-15:00	Factor investing in the Bond Market Julien Turc Head of QIS Lab, BNP Paribas Presentation: Click here
15:00-15:15	Closing remarks James Hayes Head of Global Markets Australia & New Zealand, BNP Paribas
15:15-16:00	Networking Drinks

Contact

Conference General Enquiries
Cecile Leung • T +85231973570