Devin Anderson is a Director in equity derivative sales at Deutsche Bank, specializing in advising and facilitating asset manager and hedge fund trading. He works closely with clients to develop hedging programs, express market views, and interpret market sentiment from equity derivative implied prices. He has extensive experience in synthetic equity products & options, as well as over-the-counter volatility, dividend, and correlation derivatives. Devin joined Deutsche Bank in 2006. He holds a Bachelors of Finance from the University of Pittsburgh and an MBA from Carnegie Mellon University.
Mark Higgins, Managing Director, is an FX Options trader at JPMorgan. Previous to this, he co-headed JPM's Investment Bank Quantitative Research group. Prior to joining JP Morgan in 2006, Mark was Vice President at Goldman Sachs where he worked as a currency strategist, responsible for providing pricing, modeling and risk management support to the currency derivatives franchise. Before that, he was the lead financial engineer at Contango Energy, a risk management consulting and software firm, where he designed risk management systems for the electricity and natural gas markets. Mark has a B.Sc. in Engineering Physics and a Ph.D. in Astrophysics from Queen's University, Kingston, Ontario, Canada.
Dave Korpi is an interest rate derivatives trader at Goldman Sachs. Prior to joining Goldman Sachs, he was at Deutsche Bank for nine years, where he traded a variety of interest rate products, including options, callable agency debt, and swaps. Korpi holds a Bachelor of Science degree in Computational Finance from Carnegie Mellon, and has provided advice on trading to students at Carnegie Mellon since 2011.
Michael Mendelson, Principal, is Director of Global Trading Research at AQR Capital Management, a Greenwich-based quant investment management firm. AQR’s investments span from aggressive high volatility market-neutral hedge funds to low volatility benchmark-driven traditional products. Prior to joining AQR in 2005, Michael worked at Goldman Sachs where he was MD and Head of Quantitative Trading and served on the Equities Division Risk Committee and as co-chair of the Systems Risk Taskforce. Michael received an MS in Chemical Engineering from MIT along with an BS in Chemical Engineering, and BS in Mathematics, and a BS in Management. Michael has his MBA from the University of California at Los Angeles.
Scott Morris is President of Morris Consulting, LLC which develops quantitative models and automated trading strategies, and advises clients on regulatory relations, risk management, and recruiting. Scott has served as CEO of the Boston Options Exchange, Managing Director at Goldman Sachs, Partner at Hull Trading Company and Head of Quantitative Research at Ronin Capital. He has spoken at numerous industry events including those sponsored by the Futures Industry Association, Security Traders Association, Markets Media, OptionCity, the Options Industry Conference and the High Frequency Traders Leadership Forum. He is a graduate of the University of Chicago with an AB degree in Economics and an MBA in Finance and Statistics.
Giles Nugent is EVP and head of front office technology for PIMCO in their New York office. Prior to joining PIMCO in 2011, Giles owned his own software development company. Previously, Giles worked for twenty years in research and technology organizations on Wall Street. Most recently, he was head of structured products technology at Bank of America for six years where he also worked on the bank's mergers with Countrywide and Merrill Lynch. For eight years prior to that, he worked at Goldman Sachs in mortgage research, developing applications and supporting the mortgage trading desk, and at Salomon Brothers for five years in mortgage research. Giles holds an MBA from Duke University and a BA in mathematical sciences from the University of North Carolina.
Sanjay Reddy is a Managing Director and the Head of the New York Finance Desk at Citigroup, with responsibility for firm funding and matched book repo trading in U.S. Treasuries, Agency MBS and Debentures, Corporates, Emerging Markets, ABS and Municipals. Sanjay joined Salomon Brothers in 1988 after obtaining a BS in Electrical Engineering from Stanford University. He spent three years developing risk management software before joining the department and has served Citigroup in both London and New York.
Paul Russo is Global co-COO of the Equities Franchise at Goldman Sachs, serving on the Firmwide Risk Committee, Firmwide New Activity Committee and Securities Division Executive Committee. Paul joined Goldman in 1989 in US Equity Derivatives where he was responsible for the Portfolio Trading and the Index Volatility businesses. In 1997, Paul moved to Hong Kong to run non-Japan Asia Equity Derivatives. In 2000, he transferred to co-head the Fixed Income, Currency and Commodities Division in non-Japan Asia and in 2002, moved to the Equities Division in London to head the Equity Derivatives business in Europe. Paul was named Partner in 2000. Paul earned an MBA from the Univ. of Chicago in 1990 and a BS from Carnegie Mellon in 1986.
David Vener is a Director on the Credit Structuring and Bank Solutions Desk at BNP Paribas. David's transactional experience includes collateralized loan obligations, mortgage re-securitizations, structured funding and various types of credit derivatives including corporate synthetic collateralized debt obligations. David has a BS in Applied Mathematics and Physics from Georgia Tech and a Ph.D. in Applied Mathematics from the Massachusetts Institute of Technology.