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MSCF Speaker Series '10-'11

January 21, 2011 (From New York)
Nicholas Brophy - Citigroup
Managing Director for North American Rates Trading
"The US Rates Markets - Present Structure and Future Trends"

Nicholas Brophy is Managing Director for North American Rates Trading at Citigroup. He oversees trading for U.S. Governments, Agencies, mortgage pass through, and interest rate derivatives. Nick joined Citigroup in June 2009 from the Federal Reserve Bank of New York.  Nick spent most of his career at Merrill Lynch, from 1996 – 2008, where his responsibilities evolved from interest rate derivatives trading to management. He was named head of options trading in 2002 and became a Managing Director in 2003. In 2006, Nick was named head of derivatives trading and later in 2006 he was promoted to be co-head of rates trading. Nick received his B.A. in Economics from Princeton University in 1994.
 

December 3, 2010 (From New York)
PK Sinha - BNP Paribas
Director of FX Structuring for the Americas
"Structural Changes in Structuring"

PK Sinha has run the FX Structuring group for the Americas for almost four years.  The Structuring group develops, and helps to market investment solutions for asset managers and FX hedging solutions for liability managers.  The client base is primarily institutional accounts and corporations. Prior to working at BNP Paribas, PK traded FX and precious metals options for a European bank for seven years in New York and London.  He also spent a few years working as a Metallurgical Engineer for company located in the Pittsburgh area.  He holds a Bachelor of Technology, an MS in Metallurgical Engineering and an MSIA.


November 19, 2010 (From New York)
Matthew Tilove - Deutsche Bank
Director of Debt Capital Markets
"Topics in Cross Currency Swap Markets"

Matthew Tilove is a Director in Deutsche Bank's Debt Capital Markets group where he is responsible for structuring and marketing interest rate risk management solutions for corporate clients. He joined Deutsche Bank in 2003. Matt holds a BS in Economics and a BA in International Studies from the University of Pennsylvania.
 

November 5, 2010 (From New York)
Peter Cai - Morgan Stanley
Executive Director of Portfolio Risk Management
"Risk Management Lessons Learned"

Peter Cai is an Executive Director in charge of portfolio risk management at Morgan Stanley. Peter leads a global team aggregating, analyzing and stress testing Morgan Stanley's risk exposures, spanning all of Firm's businesses and operations. Previously Peter was a risk strategist at Lehman Brothers (subsequently Barclays Capital) Fixed Income Division, and also worked at Lehman’s corporate trading business as a risk manager. Prior to Lehman Brothers, Peter was the global director of consulting at Askari, a boutique risk solutions firm. Peter holds a Ph.D. degree in materials science from Pennsylvania State University. He has FRM (Financial Risk Manager) and PRM (Professional Risk Manager) certifications and has been a CFA (Chartered Financial Analyst) charterholder since 2002.
 

October 29, 2010 (From New York)
McKay Hyde - Goldman Sachs
Vice President
"Funding and Valuation"

McKay Hyde leads the Core Quant Strats team at Goldman Sachs. His team works with a wide range of structuring and trading teams globally. McKay joined Goldman Sachs in 2006. Before joining Goldman Sachs, McKay worked in academia, first as an NSF Postdoctoral Fellow in the School of Mathematics at the University of Minnesota, Twin Cities and then as an Assistant Professor of Computational and Applied Mathematics at Rice University. He received his PhD in Applied and Computational Mathematics in 2003 from the California Institute of Technology.


October 1, 2010 (From New York)
Giuseppe Nuti - Citadel Investments
Managing Director

"Algorithmic Trading and the Flash Crash"

Dr. Nuti runs the algorithmic trading desk within Citadel Securities. The Algorithmic Trading team develops, implements and runs trading strategies in both a market-making and a proprietary setting. The market-making algorithms developed are primarily aimed at inventory management and P&L generation. Within the proprietary trading algorithms, most of the research is aimed at high-frequency strategies, inventory management and flow analysis. Prior to Citadel, Giuseppe ran the Rates Algo Trading desk at Deutsche Bank. Dr. Nuti teaches mathematical finance and algorithmic trading components of the Financial Computing course at University College London and supervises PhD students at both University College London, and the Cass Business School. Dr. Nuti's research interests are in trading probability in exchange driven markets, the interaction between market participants in price-setting microstructure (both in simulated and real life environments, and market-making algorithms within different auction methods.
 

September 24, 2010 (From New York)
Ken Coulson - UBS Bank

Managing Director for Electronic Volatility Trading
"The Changing Face of Finance"

Ken Coulson is Managing Director in Electronic Volatility Trading at UBS Investment Bank. Ken joined UBS in 2003 to help build the electronic options market-making business. Today the business trades 1000 underlying securities across six options markets with little human intervention. Ken began building trading systems with one of the preeminent model and technology driven trading firms, Hull Trading, in 1998. He has studied and adapted electronic trading systems to major options market structures in Europe and Asia including warrants markets in Italy, Germany, and Switzerland for Hull and Goldman Sachs. At Goldman, Ken traded OTC and Exotic options for Goldman’s institutional and hedge fund clients while integrating these businesses with automated market making. Ken has a BS in Finance from the Leeds School of Business at University of Colorado. Ken is a musician, performing across the country and internationally. He has released five CD's.


September 17, 2010 (From Pittsburgh)
Dr. Allan Meltzer- Tepper School of Business

"Central Banks, Monetary Policy and Politics"

Dr. Meltzer has been a faculty member of Carnegie Mellon since 1957, serving as Acting Dean of the Business School, in the mid 70's. He has earned countless academic and professional awards and is a prolific writer, publishing hundreds of papers and articles. His best known work may be his exhaustive financial history of the United States entitled, A History of the Federal Reserve published in 2002. His most well-known, non-academic efforts may be as Co-founder of the Shadow Open Market Committee in 1973 (and, since 1989, as Chairman), a group of twelve 'shadow governors' that critique Open Market policy actions of the Federal Reserve, considering other policy choices that could lead to better outcomes. Dr. Meltzer has a BA in Economics, from Duke University, and an M.A. and Ph.D. in Economics for the University of California, Los Angeles.
 

September 10, 2010 (From New York)
Ken Abbott  - Morgan Stanley

Managing Director and Chief Operating Officer for Market Risk
"The Role of Market Risk in a Global Bank"

Kenneth Abbott is a Managing Director at Morgan Stanley, where he is the Chief Operating Officer for the Market Risk Department.  In addition, he also supervises the risk management of the Global Wealth Management and Investment Management businesses.  He is also responsible for legal entity risk management for Morgan Stanley's US broker dealer and  national bank.   In addition, he sits on the investment and valuation committees for the Morgan Stanley Private Equity and Infrastructure funds.  Previously, he ran market risk management for Bank of America¹s Investment Bank. He has over 25 years banking experience, including 14 years at Bankers Trust as an analyst, trader, and risk manager. Ken has a BA from Harvard in Economics, an MA from NYU in Economics and an MS from NYU/Stern in Statistics and Operations Research.  He is an adjunct faculty member at NYU, Rutgers, and Baruch  and sits on the GARP Board of Directors.
 

August 27, 2010 (From New York)
Stephen D'Silva  - Laurion Capital Management

Volatility Trader
"Natural Gas, Petroleum and Electricity Derivatives"

Stephen D'Silva is a member of Laurion Capital Management¹s volatility trading team focusing on energy options. From 2008-2009, Stephen worked in the Natural Gas Trading group at RBS Sempra Commodities, where he traded natural gas derivatives. From 2005-2007, Stephen worked at Lehman Brothers in the Quantitative Research Group, moving onto Lehman's natural gas derivatives desk in 2008. Stephen graduated from Carnegie Mellon University in 2005 with a PhD in Mathematics with a concentration in Mathematical Finance.

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