February 24, 2012 (From New York)
Greg Tell – MetLife Investments
"Financial Engineering and the Financial Crisis"
Gregory Tell is a Managing Director and the Head of the Structured Solutions Unit within the Investment Department of MetLife. Mr. Tell joined MetLife in 2008 to lead this unit in working with Portfolio Management and other areas of MetLife to design and source derivative products and other structured assets to meet specific liability objectives as well as using structured products to more efficiently hedge risk. Before joining MetLife, Mr. Tell spent 12 years in various derivative trading and structuring roles at Anchorage Capital, Barclays Capital, Citigroup and Merrill Lynch where he was responsible for managing risk positions in credit derivatives and interest rate and foreign exchange products in both the developed and emerging markets. In addition to his role at MetLife, Mr. Tell lectures part-time at Rutgers University where he is part of the Economics faculty. In the past he has also been a part-time lecturer for Carnegie Mellon as part of the Master of Science in Computational Finance Program. Mr. Tell has an MBA from the MIT Sloan School of Business with a concentration in Financial Engineering and an undergraduate degree in Mathematics and Economics from Rutgers University.
January 27, 2012 (Broadcasted to Pittsburgh & New York)
Dr. Anatoly Schmidt – ICAP Electronic Broking
"Market Microstructure and Trading Strategies"
Dr. Anatoly (Alec) Schmidt holds MS and Ph.D. in Physics from Latvian University. He has been working as a quantitative analyst in financial industry since 1997. Currently Dr. Schmidt is with ICAP Electronic Broking and teaches Market Microstructure & Trading at master's program in Financial Engineering of Stevens Institute of Technology. His current research interests include agent-based modeling of financial markets, market microstructure, and algorithmic trading. His experience in these fields is reflected in several publications and two books: "Quantitative finance for physicists: an introduction" (Elsevier, 2004) and "Financial markets and trading: introduction to market microstructure and trading strategies" (Wiley, 2011).
December 9, 2011 (From New York)
Gary Katz – International Securities Exchange
President and Chief Executive Officer
"The International Securities Exchange: A Model of Market Structure Innovation"
Gary Katz is president and chief executive officer of the International Securities Exchange and a co-founder of the options platform now controlled by Eurex. Katz became president and CEO of ISE and a member of its board on Jan. 1, 2008. Katz was previously chief operating officer of the ISE and the ISE Stock Exchange. He is named as inventor or co-inventor on six patents that ISE has received or applied for relating to its proprietary trading system and technology. Before the ISE, Katz was president and co-founder from 1997-1998 of K-Squared Research, LLC, a financial services consulting firm. From 1986 to 1997, Katz served in the options and index products division at the New York Stock Exchange where he became a managing director. Katz was an actuary with the Equitable Life Assurance Company and is an associate of the Society of Actuaries. Katz has taught statistics at New York University and options strategies and pricing at the New York Institute of Finance. He has an M.S. in Statistics with Distinction from New York University and a B.A. from Queens College.
December 2, 2011 (From New York)
Ravi Bhagavatula – WFA Global Investments
Founding Partner and Managing Director
"Managing Convexity in Financial Portfolios"
Ravi’s experience over the past two decades spans financial management, restructuring, trading and quantitative risk management of equity, commodity and fixed income financial products and fund investments. Ravi is presently focused on emerging market investments, particularly into Asia, through a newly founded wealth management and advisory business. Prior to this, Ravi was a Managing Director at the UBS Investment Bank in the US where he created a new division to undertake production risk and quantitative model governance initiatives across the bank following the 2008 financial crisis. Before this, Ravi worked for ten years in a range of senior roles at AIG as well as at Sun Life. Ravi started his industry career with a collaborative research project with Morgan Stanley, after getting exposed to Computational Finance at Carnegie Mellon University as a postdoctoral fellow. Ravi graduated from IIT-Kanpur with an integrated master’s degree, and holds a Ph.D. in Statistical Physics. Ravi is also a CFA charter holder.
November 4, 2011 (From New York)
Glen Swindle – Credit Suisse
Managing Director and Head of Power Trading
"Challenges in Managing Energy Portfolios"
Glen Swindle is Managing Director and Head of Power Trading at Credit Suisse, where he was also formerly co-Head of Natural Gas and Power Trading. Previously, he was Managing Director at Constellation Energy, where he managed the strategies group. In addition, Glen has held tenured positions at the University of California, Santa Barbara, and at Cornell University, New York. Glen earned BS in mechanical engineering from Caltech, an MSE in mechanical aerospace engineering from Princeton University and Ph.D. in applied mathematics from Cornell University. Glen is a Member of GARP’s Energy Oversight Committee.
October 28, 2011 (From Pittsburgh)
Matthew Cushman – Citadel Investment Group
Senior Managing Director
"High Frequency Market Making"
Matthew Cushman is Senior Managing Director at Citadel Investment Group, where he coheads an automated, quantitative trading team. From 2002 to 2100, Cushman was head of the quantitative research team at Knight Capital Group, where he pioneered a systematic, algorithmic approach to market making to provide automated liquidity to the equity markets. He has also taught a course in market microstructure and quantitative trading at Rutgers University. Cushman graduated from Carnegie Mellon University in 1995 with an MS in Mathematics, a BS in Mathematics and Logic and Computation, and a minor in Computer Science. He earned his Ph.D. in Mathematics in 2000 from the University of Chicago.
October 14, 2011 (From New York)
Philippa Girling – Morgan Stanley
Managing Director, Operational Risk
"Implications of Regulatory Changes on Operational Risk"
Philippa Girling is a Managing Director at Morgan Stanley, Operational Risk. Previously, she headed the Banking and Financial Services practice at the law firm Garrity, Graham, Murphy, Garofalo and Flinn, P.C. Prior to that she was Global Co-Head of Operational Risk Management at Nomura. Before joining Nomura, Philippa spent nearly 10 years at Morgan Stanley in several roles including program director of the Operational Risk function and COO of the Global Financial Control Group. Philippa was selected as one of the top fifty faces of operational risk by Operational Risk and Compliance magazine.
October 7, 2011 (From New York)
John Hawver – Credit Suisse
Vice President, Fixed Income High-Frequency Electronic Market Making
“An Overview of High-Frequency Trading”
John is the Head Trader of Credit Suisse's High-Frequency Electronic Market Making (EMM) Desk in New York. The EMM desk provides liquidity to Credit Suisse clients in Fixed Income products. He joined Credit Suisse in 2010 to build the EMM business. Previously, he worked at Trading Machines, Morgan Stanley, and Citadel Investment group as a quantitative trader and market maker. John holds a Bachelors degree from the US Naval Academy in Electrical Engineering and a Masters in Computational Finance from Carnegie Mellon.
September 30, 2011 (From New York)
Osman Ali - Goldman Sachs
Vice President, Quantitative Investment Strategies
"Trends in Quantitative Asset Management"
Osman is a member of the research and portfolio management team within GSAM’s Quantitative Investment Strategies (QIS) group where he currently serves as the portfolio manager for the Goldman Sachs Asset Management's "Dynamic Allocation Fund." His focus is on research and portfolio management for the Fund as well as Japanese long-only and long/short equity portfolios. In addition, his responsibilities include researching and implementing optimal portfolio construction techniques. He joined Goldman Sachs in 2003 and joined the QIS group in 2005.
September 23, 2011 (From New York)
Greg Markouizos - Citigroup
Managing Director and Global Head of Fixed Income Finance
“Repos and the Shadow Banking System"
Greg Markouizos oversees fixed Income secured financing for Citigroup in London, both for the firm's own inventory and customer positions. Greg joined Citigroup in 1993 and worked as a repo trader until 1995 when he transferred to the European Government bond desk to trade French Government bonds. At the outset of the Asian crisis in 1997, Greg transferred back to the Finance desk to run risk as the senior trader where he became Head of the European and Asian Finance desk in 2002, a Managing Director in 2003, and Global Head of the business in 2010. Greg holds Bachelors and Masters degrees in Mechanical Engineering from Imperial College in London and an MBA from the Cass Business School.
September 16, 2011 (From Pittsburgh)
Allan Meltzer - Tepper School of Business
"Restoring Economic Growth"
Professor 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. Professor 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 16, 2011 (From New York)
Dmitry Sendersky - BlackRock Solutions
Director and co-head, Term Structure and Security Valuation
"Collateralized Loan Obligations"
Dmitry Sendersky is part of the Financial Modeling Group within BlackRock Solutions. Dmitry entered the financial modeling field in 2000, joining Kiodex, a start-up delivering commodity risk management services. In 2003, he moved to RiskMetrics where he worked on modeling structured instruments. In 2005, he joined BlackRock, becoming head of Corporate Credit Modeling. Current areas of responsibility are Corporate Credit, Emerging Markets and Structured Finance (CDOs/CLOs). Dmitry has a BS/MS in Applied Math from Kiev Polytechnic Institute, an MS in Math from the University of Cincinnati, and a Ph.D. in Applied Math from SUNY Stony Brook.