BNP Paribas Quant Forum 2019

Speakers

Jeffrey Juan

Head of EQD Sales, Greater China, Global Markets APAC, BNP Paribas

Based in Hong Kong, Jeffrey leads the institutional sales team with a focus on selling multi-asset structured products to Institutional investors and distributors. He brings with him more than 20 years of experience in finance, with more than 14 years sales experience selling multi-asset retail structured and cash products to banks, life insurance, securities and asset management companies in Asia. Prior to joining BNP Paribas in November 2017, Jeffrey worked for Barclay Capital’s Global Markets division for 12 years, where he was Head of EFS Sales, Asia ex-Japan and worked with institutional clients in Korea, China, Hong Kong, Taiwan, Singapore and Australia.Earlier in his career, Jeffrey worked in Capital Markets for firms like CTBC Bank Co., Ltd. and Citibank, N.A.

Jeffrey holds a Master of Business Administration (MBA) in Finance and a Bachelor of Business Administration in Statistics from National Chengchi University in Taipei.

Timothy Parker

Head of Cross Asset Solution Sales, SE Asia & Australia , BNP Paribas

Timothy Parker leads our Investment Solutions team across South East Asia and Australia.

Tim joined BNP Paribas in 2006 as part of the fund derivatives structuring team. Responsible for the creation, development and marketing of fund-linked investment products he was integral in securing numerous flagship transactions executed with funds of hedge funds and family offices. Between 2009 and 2013 Tim spent four years within the Global Structuring Group designing and developing structured investment solutions for retail and institutional clients across Europe, with a particular focus on long-term savings solutions. Tim moved to the Institutional Sales team in 2013 and over the past 6 years led the growth of our solutions business with Asset Managers and Pension Funds in the UK, Ireland and Middle-East.

Tim joined BNP Paribas Singapore platform in June 2019 to lead the growth and development of our investment solutions business with institutions across South East Asia and Australia . He holds a degree in Mathematics from Imperial College, London.

Gregoire Loeper

Professor, Sch of Mathematical Sciences, Monash University


Gregoire Loeper is a Professor of Mathematics at Monash University since September 2015. He completed his PhD in mathematics in 2003, then was appointed Assistant Professor at Claude Bernard Lyon 1 University. He then moved to the finance industry where he worked during 9 years for Global Equity and Commodity Derivatives within BNP Paribas.

He occupied there several positions, as a quantitative analyst, then as head of Structured Products Pricing in London, and finally head of Systematic Strategies and Hybrids Quantitative Research. Since his arrival at Monash, he is the director of the Master of Financial Mathematics, and the director of the Centre for Quantitative Finance and Investment Strategies.

His areas of research are: Non Linear PDE's, Stochastic Control, Mathematical Finance, Fluid Mechanics, Optimal Transport.

Adam M. GRABOW

Institutional Business Development, Asia & Middle East

Adam Grabow is responsible for the institutional business development efforts throughout Asia & the Middle East for Morningstar’s regulated and investable solutions. As the principal specialist for Morningstar, he has been instrumental in a sizable number of high-profile financial product launches that have gained mainstream adoption. In 2016, he brought Morningstar’s index capabilities to Asia. From a base of zero he grew the business such that as of 2019, 1 in 8 products linked to a Morningstar index globally are issued from Asia or the Middle East.

He was transferred to Asia from his previous role at Morningstar headquarters in Chicago where he was responsible for Institutional Equity Research sales throughout the midwestern United States. Prior to joining Morningstar he was head of Midwest Institutional Sales at DeMatteo Monness (DM), a boutique broker/dealer. He joined DM in 2006 via a lift-out of the Investment Management Research Services division at Round Table Group, where he was co-founder and Managing Director. In other previous roles, Grabow worked with JP Morgan & Co. (Private Bank), Merrill Lynch Asset Management and spent nearly 4 years in the former Soviet Union where he helped start several businesses.

Grabow is an Honorably Discharged Officer in the United States Navy and a graduate of the University of Colorado (B.S.) and the University of Chicago Graduate School of Business (M.B.A.). He grew up in Colorado and is an avid outdoorsman / angler. He currently resides in Singapore.

With nearly 30 years of experience that is both deep and broad, Adam he is frequently requested to speak at conferences throughout the region where he shares insights on topics such as strategic asset allocation, rules-based investment solutions, multi-asset strategies, smart beta, ESG and more.

Somlak Tinmanee

Chief Executive Officer, Thailand

Somlak Tinmanee has been in Corporate Banking for over 20 years with extensive experience in relationship management for both local corporates and multinationals companies. She works closely with product partners to ensure we deliver the best solutions for our corporate clients. Somlak joined BNP Paribas in June 2004. Her present responsibilities include overseeing the relationship management of the branch corporate portfolio and leading the Coverage Team in Bangkok office. She has been appointed Managing Director, Head of Corporate Banking Bangkok Branch. She has appointed a new role of Chief Executive Officer in Bangkok Branch on October 1, 2019.

Prior to joining BNP Paribas, she spent 3 years at HSBC Bangkok Branch in Corporate and Institutional Banking (CIB). As a Team Head, she covered a number of sectors including Oil & Gas, Petrochemicals, Transport & Logistics, auto/auto leasing, and Japanese clients. Somlak started her banking career at The Chase Manhattan Bank (now JPMorgan) where she spent 7 years in Corporate Banking covering a diverse group of clients.

Somlak holds an MBA from the University of Ottawa, Canada. She speaks Thai and English fluently.

Inès Galichon

Manager, ENEA Hong Kong

Inès joined ENEA in 2013 as a consultant in the field of environmental and social performance. She is now strongly involved in the development of ENEA in the financial sector and in Asia-Pacific region.

Inès has worked on forward-looking studies, commercial & sustainable development strategies, innovation roadmaps, impact management methodologies, sustainable products and services development and provided support to entrepreneurs.

During the course of her consulting assignments at ENEA, Inès has managed projects for utilities, industrial players, public and private investors. Inès has also worked with several entrepreneurs to define their growth strategy, including in Sub-Saharan Africa and India.

Since her arrival at ENEA, Inès has developed expertise on environmental and societal differentiation strategies, green and sustainable finance, impact management, and energy access. With her academical background and her experience at ENEA, Inès has acquired hybrid skills combining policy/regulation, business and finance components in the energy sector.

She previously worked in a consulting firm in Chile where she was involved in the development of societal acceptance and commitment strategies for energy and mining projects, to the intention of local stakeholders (mainly the indigenous communities).

Inès graduated with a Masters Degree in Public Affairs from Sciences Po Paris, with a focus on energy and the climate. She also studied at the University of Chile. She speaks fluent English, French and Spanish.

Karen Chen

Vice President, Client Coverage, MSCI

Karen Chen joined MSCI coverage team in Apr 2019 as Vice President, Client Coverage for Asia. Based in Taipei, she is majorly responsible for promoting MSCI’s indexes and ESG Research suite to clients in the region.

Karen was formerly an ETF fund manager in Taishin financial holding since joining in 2018.

She has over 15 years of experience in the financial sector and has spent more than 10 years in equity derivatives. In her previous role, she was responsible for the sales and marketing for equity derivatives products and index related products.

Karen has a Bachelor of Finance from National Cheng Chi University in Taiwan and a Master of Finance from National Cheng Chi University in Taiwan.

Susan Lin

Managing Director, Deputy Head of Information Services, Asia Pacific, London Stock Exchange Group

Susan Y. Lin is the Deputy Head of Information Services, Asia Pacific, London Stock Exchange Group (LSEG). This division provides products including FTSE Russell Indexes, Yield Book analytical system, and data solutions such as Sustainable Investments. LSEG acquired the Yield Book and Fixed Income Index businesses from Citigroup Inc. in 2017.
Prior to this integration, Susan had been with Citigroup for 26 years. She joined the firm in New York in 1991 and continued her tenure in Asia from 2003 when she set up the Yield Book and Fixed Income Index businesses in Hong Kong. As part of the global expansion plan for the group, she established a new team in Taiwan in August of 2009. Susan led the team to develop and sell analytical technology and had responsibility for the family of fixed income indexes.
After becoming part of LSEG, her role in Asia Pacific is expanded to cover more products. She is currently leading the expansion plan to grow Taipei office to a global strategic hub.

Distinguished Professor George KUO

Department of International Business, National Chengchi University

George Kuo has been a professor with Taiwan’s National Chengchi University’s Department of International Business for more than 21 years. He has published numerous research papers, the most recent being “Do Superstitious Traders Lose Money?” in Management Science and “Trader Types and Fleeting Orders: Evidence from Taiwan Futures Exchange” in the Journal of Futures Markets. Kuo holds a PhD in Financial Economics and a Master of Philosophy in Finance from Cambridge University’s Department of Economics. He also has a Master of Business Administration and a Bachelor in Civil Engineering from National Taiwan University.

Mr. Michinori Kanokogi

Portfolio Manager, AQR International Ltd. Tokyo Branch

MichinoriKanokogi is a portfolio manager within AQR’s Japan office.

Prior to AQR, Michinori was a senior client portfolio manager with Russell Investments Japan, where he was responsible for evaluating external asset managers and portfolio construction of multi-manager, multi-asset portfolio. 

He also worked at UBS Global Asset Management as a portfolio manager of equities group. He also worked for PwC and Deloitte as management consultant.

Michinori earned his MBA from INSEAD, his Master of Engineering in applied systems science from Kyoto University and his Bachelor of Engineering in mathematical engineering and information physics from the University of Tokyo. Michinori is a CFA charterholder.

Robert Ronneberger, CFA

Asia Lead Strategist for ETF Model Portfolios and Defined Contribution Solutions, BlackRock

Robert Ronneberger, CFA, is Lead Strategist for Model Portfolios and Defined Contribution Solutions in Asia. He is responsible for developing, assembling and managing solutions involving multiple strategies and asset classes. Prior to this, he was a member of the firm's Corporate Strategy group and defined corporate-level strategic priorities while partnering with senior business leaders in strategy formulation and execution. In 2017 and 2018, the Financial Times ranked him #3 and #6 globally on the Outstanding Future Leaders list.

Prior to BlackRock, Robert was a fixed income Research Analyst with Allianz Global Investors with focus on Emerging Market debt. Here he was awarded the Lipper Best Team in Bond Award in 2013 and 2014, amongst others. Before joining Allianz and prior to attending university, Robert founded an online gaming company which grew, over a period of six years, into a pan-European industry leader with more than 120 related staff.

Robert is a CFA Charterholder, holds a BSc (First Class Honours) in Business and Management from Bradford University School of Management, and a Postgraduate Certificate in Mandarin Chinese from the University of Hong Kong. He is fluent in Mandarin Chinese, German and English.

Thomas Bord

Structurer, Global Markets APAC, BNP Paribas

Thomas Bord is a structurer for Global Markets, BNP Paribas. He is currently responsible for designing structured solutions specifically for private banks, corporates, financial institutions and retail banks. He joined the bank in 2007.

In 2011 he relocated to Asia and started working within the structuring team of Global Equities & Commodity Derivatives (GECD) structuring team as a multi-asset structurer. Prior to moving to Asia, Thomas held various positions across structuring in Paris covering mutual funds, commodities, stocks and indices desks.

Thomas holds a double Msc. degree from Institut National Agromique Paris-Grignon and ESCP-EAP.

Mr. Masayoshi TSUDA, CMA

Director, Member of the Board Executive & Director, Co-Chief Investment Officer, Nissay Asset Management Corporation

Masayoshi is Director, Member of the Board, Executive Director and Co-Chief Investment Officer and has led the Investment Division since 2014.

Masayoshi joined Nissay Asset Management Corporation (“Company”) in March 2006 as Chief Portfolio Manager, Fixed Income Investment and has been material in reinforcing and growing businesses in various areas including investment planning, insurance asset management and strategic investment. He was Deputy General Manager, Investment Planning and Administration (2009-10), General Manager, Insurance Asset Management (2010-11) and General Manager, Insurance Asset Management Dept. and General Manager, Strategic Investment (2011-2014).

He became an Executive Director of the Company in March 2014 and also assumed responsibilities as a Director, Member of the Board in March 2015.

He has been leading the Investment Division since 2014 and was Co-Chief Investment Officer (2014-15), Chief Investment Officer (2015-2017) and has become Co-Chief Investment Officer since 2017.

Before joining the Company, he had taken various key roles in the investment field at Nippon Life Insurance Company which he joined in 1990, including asset allocation of Nippon Life’s investment portfolio at finance & investment planning and managing treasury & capital markets. He was Assistant Manager, Senju Branch (1990-91), Manager, Finance Planning & Management (1996-2001), Manager, Treasury & Capital Markets (2001-02), Manager, Finance & Investment Planning (2002-04) and was Deputy General Manager, Finance & Investment Planning (2004-06).

He had also worked at Nippon Life Insurance group’s think tank NLI Research Institute (Tokyo) and was a member of the Economic Research team (1991-96).

He holds a Bachelor of Science from Tokyo Institute of Technology (Tokyo, 1990) and is a Chartered Member of The Securities Analysts Association of Japan (CMA).

Ryutaro Kono

Chief Japan Economist, BNP Paribas

Ryutaro Kono is Head of Global Markets Research Japan, responsible for analyzing and forecasting macroeconomic and policy developments in Japan.

Prior to joining BNP Paribas, Ryutaro was a senior economist at Dai-Ichi-Life Research Institute in Tokyo, where he was in charge of analyzing the macro economy and monetary policy. After graduating with a degree in economics from Yokohama National University, Ryutaro did a stint with Sumitomo Bank (currently Sumitomo Mitsui Banking Corporation) before joining Daiwa International Capital Management (DICM) as an economist working on FX and interest rate forecasts and the US and Japanese economies. While at DIMC, Ryutaro went to New York as senior economist (in charge of analyzing the US economy and monetary policy) and then returned to Tokyo to become the senior portfolio manager (in charge of Pension Management Department).

Ryutaro has deep expertise in monetary and fiscal policy, and has worked as a member on various government panels dealing with fiscal affairs. Ryutaro is a frequent commentator on economic issues in the local press and television and has been repeatedly recognized as one of Japan’s top economists (voted No.1 four consecutive years, 2012-2015 and seven of the last twelve years by Nikkei Veritas) and named top 5 forecasters for FY 2005, 2007, 2012, 2014 and 2015 by ESP Forecast (which has been currently operated by Japan Center for Economic Research).

KY Leung

Executive Director for Investment Team, BOCI Asset Management

KY is the executive director at BOCI Asset Management (BOCIAM), overseeing the investment team there. Before BOCIAM he worked at Citic Securities Int’l Investment Management as portfolio manager, focusing in HK/China equities. His research coverage span across most sectors in the HK/China market as well as domestic Chinese companies listed in Shanghai/Shenzhen and other international companies listed overseas. Before Citics, KY was portfolio manager at BOCI-Prudential Asset Management.

Michael Sneyd

Head of Macro Quant & Derivative Strategy, BNP Paribas London Branch

Michael Sneyd is Head of Macro Quant & Derivative Strategy, a new team to established to provide evidence-based and quantitative-based analysis. Michael was previously Global Head of Foreign Exchange Strategy and Cross Asset Strategist.

Michael’s team uses a unique system of analysis combining macroeconomic and quantitative tools. He pioneered the development of the Quant Strategy offering including BNP Paribas MarFA™ and BNP Paribas STEER™.

Michael joined BNP Paribas in 2011 as part of the FX Strategy team. He has worked in research and strategy in financial markets for over ten years, with his experience split between both buy-side and sell-side institutions. He holds an MSc in Econometrics and Mathematical Economics from the London School of Economics and is a CFA Charterholder.

Anna Skarbek

Chief Executive Officer, ClimateWorks Australia

Anna has led ClimateWorks since its inception in 2009, guiding ClimateWorks’ independent research and advisory work analysing emissions reduction opportunities and partnering with government and business to unblock barriers to implementation.

She brings considerable private and public sector knowledge to the role as an experienced non-executive director, investment banker, policy advisor and lawyer. Prior to ClimateWorks, Anna was Vice President, Advisory, at Climate Change Capital in London, working as an investment advisor dedicated to raising and deploying capital for low carbon activities. Previously in Australia, she worked as Senior Policy Advisor to the Victorian Deputy Premier and Minister for Environment, Water and Climate Change, and as an executive in Macquarie Bank's Investment Banking Group and a solicitor with Malleson Stephen Jacques.

Anna has held board roles for two decades in conjunction with her executive career. She is currently a Director of the Centre for New Energy Technologies, the Green Building Council Australia, and the Sustainable Melbourne Fund. Anna was an inaugural director of Australia's green investment bank, the Clean Energy Finance Corporation, for its first five years, and an inaugural director of the Carbon Market Institute. She previously served on the board of Amnesty International Australia for six years in roles including National Treasurer and Victorian President and was a director of The Big Issue Australia and the Linking Melbourne Authority.

Anna also serves on numerous advisory panels. She is a member of the Wentworth Group of Concerned Scientists and of the Grattan Institute’s Energy Program Reference Panel and the Australian Government's National Environmental-Economic Accounting Scientific Advisory Panel and Energy Industry Roundtable. Her previous panel roles include the South Australian Government’s Low Carbon Economy Expert Panel, the Victorian Climate Change Act Independent Review Committee, the Australian Government’s Energy White Paper Reference Panel and the former Australian Government Land Sector Carbon and Biodiversity Board and NGO Roundtable on Climate Change. She was also a member of UNSW-ACF's Leadership Forum for Energy Transition for Australia.

Anna holds First Class Honours Degrees in Commerce and Law from Monash University. She is a graduate member of the Australian Institute of Company Directors and has completed leadership studies at the Oxford University Said Business School and the University of Melbourne Business School. Anna was a double Finalist in the 2014 Victorian Telstra Business Women’s Awards in the Business Innovation and Community & Government categories. Under her leadership, ClimateWorks Australia has won the 2010 Eureka Prize for Innovation Solutions to Climate Change. In 2017 The Myer Foundation won Philanthropy Australia's Best Large Grant Award for the establishment of ClimateWorks Australia, acknowledging what it has thus far achieved.

Company website: https://www.climateworksaustralia.org


JASON S LUI, CFA

Head of East Asia Strategy & Head of Equity & Derivative Strategy, Global Markets APAC, BNP Paribas


As Head of East Asia Strategy, Jason leads our equity and rates strategists in Hong Kong and Tokyo to develop cross-asset themes and trade ideas. He is responsible for leveraging our strong domestic expertise in the East Asian markets to better serve our regional and global client base.

In addition to his role as Head of East Asia Strategy, Jason also serves as Head of Equity & Derivative Strategy for APAC at BNP Paribas, leading his team in generating trade ideas, thematic views, and bespoke analyses for the APAC equity markets. He is actively involved in the developments of equity derivative market with major exchanges in Asia by participating in industry working groups and panel discussions.

Prior to joining BNP Paribas in August 2017, Jason spent 11 years at Goldman Sachs as the APAC Equity Derivative Strategist, Growth Market Equity Strategist, and US Option Strategist in Hong Kong and New York.

Jason graduated from Cornell University with a double major in Operations Research (Honors) and Computer Science. He is a CFA charterholder.

Bernardo Bravo

Senior Quantitative Finance Analyst, Yewno, Inc.

Bernardo Bravo is a Senior Quantitative Researcher at Yewno, Inc. He leads Yewno's research and development efforts on their Yewno Sustainability and ESG products.

Yewno is an AI company specializing in knowledge extraction from alternative data. Leveraging its proprietary Knowledge Graph, Yewno has developed multiple products including indices, data feeds and a front end platform for clients including NASDAQ, STOXX, and WorldQuant.

Bernardo has a MSc in Financial Engineering from Columbia University. He has published award-winning research on network based models for systemic risk, and has extensive experience in data science methodologies for finance, risk and central banking.

Company website: www.yewno.com

Etienne Grisey
Head of Equity Derivatives Structuring, APAC, Global Markets, BNP Paribas

Mr. Etienne Grisey is the Head of Equity Derivatives Structuring, APAC, for Global Markets. He joined BNP Paribas in 2002 and has held different positions across various countries within BNP Paribas’ Global Equities and Commodity Derivatives franchise.
After initially working in quantitative research and exotic pricing in Australia, Mr. Grisey moved to New York where he traded and priced exotic derivatives on Brazil, before expanding his coverage to the wider Americas region from 2003 to 2007, with a particular focus on Strategic Equity products.
In 2007 he relocated to Japan where he structured products and solutions for hedge funds, insurance, retail, private banking and corporates. Etienne has been working in Hong Kong since 2009 where he is in charge of BNP Paribas’ Equity Derivatives structuring group for the entire Asia Pacific region.
Mr. Grisey is a graduate of the Ecole des Mines de Paris.

Laurent Carlier

Head of AI Lab, BNP Paribas


After graduating from Ecole Centrale Paris and with a Master in Applied Maths to Finance from Dauphine University, Laurent joined BNP Paribas in its Tokyo office as a Quantitative Researcher for Global Markets.

He spent most of his career in Quantitative Research, between Tokyo, New York and London, developing Pricing and Risk Management models for trading activities. In 2016 Laurent moved back to Paris to run locally the Global Market Data and AI Lab whose mandate is to leverage recent Machine Learning and AI technologies mostly for the benefit of BNP Paribas’ Sales force and for the Quantitative Investment Strategy team.

Julien Turc

Head of QIS Lab, BNP Paribas


Julien Turc is a quantitative investment strategist heading the QIS Lab at BNP Paribas. He has 20 years of experience working on quantitative and systematic strategies in all asset classes. His research covers allocation processes, alternative risk premia and hedging. Julien used to be head of cross-asset quant strategy at Société Générale.

His team was awarded the ‘best quant team of the year’ title by Global Capital in 2014, and topped the quant league tables of the Euromoney survey in FX and credit. Julien teaches credit derivatives at Paris 6 University, and machine learning and quant strategies at Paris 7 University. He graduated from Ecole Polytechnique in 1997.

Youri Siegel

Head of EQD Sales and Structuring, Global Markets Japan, BNP Paribas


Youri Siegel is Head of EQD Sales and Structuring in Japan.

He is responsible for leading cross-asset solution business with Japanese institutional clients at BNP Paribas. Based in Tokyo, Youri currently oversees the teams in charge of providing cross-asset investment and hedging solutions to a wide array of Japanese institutional clients including banks, insurance companies, securities companies and asset managers.

Youri joined BNP Paribas in Paris in 2005 covering various management role within Global Market Structuring in Europe. He moved to Japan in April 2018. Youri has 20 years of financial markets and securities services experience. Prior to joining BNP Paribas, he held various structuring and sales roles in derivatives and quantitative investment management at Societe Generale (1998 to 2002) and JP Morgan (2002 to 2005).

Contact

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