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Speaker Series '06-'07

September 8, 2006 (From Pittsburgh)
Laurie Brooks
PSEG
Chief Risk Officer
"Risk Management in the Energy Industry"

As Vice President - Risk Management and Chief Risk Officer for PSEG, Ms. Brooks refines and implements PSEG’s Enterprise risk management oversight, recommending methodologies for assessing and evaluating risk across all PSEG businesses. She is an integral member of the risk management committee which is responsible  for managing the company's exposure to commodity, credit, foreign exchange, interest rates and other financial risks. Ms. Brooks came to PSEG from PG&E Corporation, where she had been Vice President - Risk Management.  Previously, she held high-level positions at Deloitte & Touche, Equitable Resources, and at Southern California Gas Company. Ms. Brooks has Master of Science degrees from Carnegie Mellon University (Computational Finance) and Stanford University (Petroleum Engineering); and Master of Arts and Bachelor of Arts degrees from the University of Colorado (Mathematics).


September 22, 2006 (From Pittsburgh)
Charles Lenfest
Barclays Global
"Relative Value Trading"


Charles is a portfolio manager where he creates derivative strategies for the 3D Global Opportunities Fund, a multi-strategy fund employing a broad array of interest rate products including futures, mortgages and volatility.


October 6, 2006 (From New York)
Benjamin Bowler — Merrill Lynch

Managing Director and Co-Head of Global Equity Linked Research
"Equity Quantitative Research"

Mr. Bowler co-heads Merrill's global team responsible for equity derivative product and strategy research, including assisting in structured product design and development. Prior to this, he was head of the Americas equity derivatives strategy group beginning in August 2001, after spending two years in Japan managing Merrill's Asia Pacific and Japanese equity derivatives strategy team. Before joining Merrill Lynch Japan, Benjamin was an equity derivatives analyst for Merrill Lynch in London. Ben received his bachelor of science degree in both mathematical physics and industrial engineering and management science from Northwestern University and a master's degree in econometrics and mathematical economics from the London School of Economics.


October 13, 2006 (From Pittsburgh)
Terry Benzschawel — Citigroup

Head, Credit Modeling Group, Fixed Income Strategy and Analysis
"Using Structural Models for Corporate Credit Strategy"

Dr. Benzschawel holds a Ph.D. in experimental psychology and has held post-doctoral fellowships in optometry, ophthalmology, and engineering prior to embarking on a career in Finance. His financial career began in 1988 with Chase Manhattan Bank modeling corporate bankruptcy and his focus since then has been on risky debt of consumers, sovereign nations, and corporations. Terry joined the fixed income arbitrage group at Salomon Brothers in 1992 focusing on pricing models and risk management of emerging market cash and synthetic obligations until 1998 when he moved to fixed income strategy. Since then, his main focus has been on US corporate debt, with recent emphasis on credit models as applied to structured products, credit derivatives, and credit portfolio optimization. He currently heads the Credit Modeling group within Citigroup Global Markets.


October 27th, 2006 (From Pittsburgh)
Punyu Ho — Goldman Sachs
Vice President, Equity Derivatives
"Index Volatility Trading"


Mr. Punyu Ho is an equity volatility strategist at Goldman Sachs responsible for the firm's index volatility market making business. He started his career with Hull Trading Company in 1999 as a software developer. In 2003, Mr. Ho became a Financial Engineer/Strategist with Goldman Sachs until 2004, when he left for Citadel Investment Group, returning to Goldman in 2006. Additionally, he served as a managing member of Rightside Trading LLC, a proprietary trading firm in 2005.


November 3rd, 2006 (From Pittsburgh)
Harsh Shroff — Matlock Capital

Quantitative Trader
"Stock Price Algorithms"

Mr. Shroff works on developing and implementing stock price forecasting models at Matlock Capital. Prior to joining Matlock Capital, Harsh was a Vice President in the Algorithmic Trading group at Goldman Sachs.



November 17th, 2006 (From Pittsburgh)
Anthony Rodriguez — New York Federal Reserve
Senior Economist
"Estimating Discount Curves and Relative Value"


Dr. Rodriguez is a senior economist in the Capital Markets function in Research at the Federal Reserve Bank of New York. His research interests include empirical volatility and asset pricing models as well as models of the term structure. He is currently studying pricing regularities in the French and German government bond markets, term premia models for U.S. real and nominal bonds, and inflation expectations implied by the U.S. real and nominal term structures. Prior to joining the NY Fed, he taught at Fordham University. He received his Ph.D. in economics from the University of California at Berkeley and his B.S. from the Massachusetts Institute of Technology.


December 1st, 2006 (From New York)
Bernd Scherer — Deutsche Asset Management

Managing Director
"Portfolio Construction Techniques"


Dr. Bernd Scherer heads the Advanced Applications Group in Europe and the Middle East at Deutsche Bank's Asset Management division, offering cutting edge investment solutions to a sophisticated institutional client base. Before joining Deutsche Bank, Dr Scherer globally headed fixed-income portfolio research at Schroder Investment Management in London. During his 10-year career in asset management he has held various positions at Morgan Stanley, Oppenheim Investment Management and JP Morgan Investment Management. He publishes widely in relevant asset management industry journals and investment handbooks and is a regular speaker at investment conferences. Dr Scherer's current research interests focus on asset valuation, portfolio construction, strategic asset allocation and asset liability modelling. Dr Scherer holds MBA and MSc degrees from the University of Augsburg and the University of London, and a PhD in finance from the University of Giessen.


December 8th, 2006 (From New York)
Edward Merrinan — JPMorgan Securities

Managing Director, North America Credit Strategy
"
Credit Event Risk and Capital  Structure Trading Opportunities"

Edward B. Marrinan joined JPMorgan Securities in March 1993 as the Head of European Fixed Income Credit Research based in London. In 1997, Mr. Marrinan was appointed European Credit Strategist, and in 2000, to head up the firm's European Financial Institutions Markets business. In April 2003, he was appointed as the Director of North America Credit Strategy. Before joining JPMorgan, Mr. Marrinan spent seven years with the investment banking and advisory boutique Keefe Bruyette & Woods/BankWatch, the last two years as the head of the firm's London office. Mr. Marrinan holds a BA in Economics from Union College and an MBA from New York University. He has enjoyed top rankings in investor surveys conducted by various business periodicals, including Institutional Investor, EuroMoney, Global Investor and Credit Magazine.


January 19th, 2007 (From New York)
Jonathan Nash — ABN AMRO

Senior Vice President, Head Market Risk Analysis
"
Risk Management of Mortgage Portfolios"

Mr. Nash has been with ABN AMRO for 4 years working in Market Risk. He assumed the role of Head of Market Risk Analysis North America in October 2005 and is currently a SVP. Mr. Nash received his BA from Columbia College in 1989 in Computer Science and his MBA from Columbia Business School in 1991. He has worked for various Wall Street firms, including Credit Suisse First Boston and UBS, in fixed income research, sales and trading roles, focusing on Mortgage-Backed Securities. Immediately prior to joining ABN AMRO, Mr. Nash was Director for US E-Commerce Development at Barclays Capital.


February 16th, 2007 (From New York)
Peter Lee — Lehman Brothers 

Head of U.S. Equity Volatility Quantitative Analytics
"Variance Swaps and 3rd Generation Vol Products"

Peter Lee has been head of US Equity Volatility Quantitative Analytics at Lehman Brothers since 2003. Prior to joining Lehman, he earned a PhD in Theoretical Physics from the California Institute of Technology. Peter has published on the topic of basket pricing and credit modeling in Risk and in the International Journal of Theoretical and Applied Finance.
 

March 23rd, 2007 (From New York)
Mark Mueller — GMO
Director of Research, Algorithmic Trading
"Active Currency Management"

Mark Mueller is the director of research for the Algorithmic Trading division and a partner at GMO. Since joining GMO in 1997, he has also served as the director of research for the Global Fixed Income group. Prior to joining GMO, he worked at Goldman Sachs in the fixed income proprietary trading group, and earlier at Morgan Stanley as a quantitative analyst in equity derivatives. Dr. Mueller holds a B.S. in Physics from the Massachusetts Institute of Technology and a Ph.D. in Physics from Stanford University.


April 13th, 2007 (From New York)
Greg Hopper — Goldman Sachs 

Managing Director for Quantitative Analytics - Credit Department
Greg Young — Goldman Sachs 
Managing Director for Global Hedge Fund Counterparty Risk
"Quants and Non-Quants: Let's Talk"

Greg Hopper is a Managing Director at Goldman Sachs, responsible for the quantitative analytics group within the Credit Department. Greg Hopper's responsibilities include quantitative credit risk methodology and strategy, quantitative hedge fund risk management, and regulatory policy. Greg holds a Ph.D. in Economics from the University of Virginia. Greg has been with Goldman Sachs since 2004. Before coming to Goldman he was an executive director at Morgan Stanley and a senior economist with the Federal Reserve Bank of Philadelphia.

Greg Young is a Managing Director at Goldman Sachs, responsible for global hedge fund counterparty risk. Greg is a 1993 graduate of the Kellogg Graduate School of Management. Before joining Goldman Sachs in 1993, Greg was a Captain in the U.S. Army.

Greg and Greg work together extensively in a variety of ways, including assessing complex hedge funds, derivatives product companies, risk quantification and risk/reward analysis.

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