This market-leading two-day event brings together the entire Alternative Data ecosystem of Vendors, Investors, FinTech and Financial Services firms. Ideas are created, partnerships are formed, and future trends are not just imagined but turned into reality.
The Alternative Data Summit is a thought-leadership forum for the industry that relies on data for investment decisions. Neudata is uniquely placed to put on this event since we are an independent trusted advisor to all parties. Our strength is our objectivity and our convening power.
The inaugural Alternative Data Summit took place in London on 6 & 7 November 2018. The two-day event attracted 350 delegates largely comprised of senior attendees (CEOs and Managing Directors) representing the investment management community and belonging to the biggest names from the Hedge Fund and Asset Management world. They were joined by Investors and Alt Data Vendors.
Information on our 2019 events will be available in due course. Please register your interest below to receive updates.
Neudata is the premier source of information for Alternative Data. We provide due diligence on all manner of available alternative datasets globally, ranging from sentiment to social, weather to web-tracking, and exhaust to environmental. We work closely with the buy-side and the data vendors to understand their needs but - crucially - we do not take commissions or revenue shares. This independence and objectivity in our dealings means we retain arm's length integrity with all players in this space.
Agenda available upon request.
Scheduled 1-2-1 Networking - VCs and Investment firms interested in alpha-generating investment ideas meet One-on-One with alternative data providers at their tables (The private meetings are pre-planned and last 20 minutes each).
As head of Quantitative Equity and a member of APG's Developed Market Equities management team, Gerben is responsible for the systematically managed, listed equity portfolios at APG. The investments, on behalf of four Dutch pension funds, exceed €80 billion and include multiple global strategies that are both internally and externally managed. The portfolios are active, long-only and include emerging as well as developed markets. Currently, Responsible Investing, Quant Credit investing, innovation and alternative data keep Gerben busy.
Prior to joining APG in 2010, Gerben was employed by ING Investment Management and Robeco. Gerben earned his Master’s degree in Technical Mathematics from Delft Technical University and his Ph.D. from the Erasmus University Rotterdam. Gerben holds the Chartered Financial Analyst designation. In 2015 Gerben was awarded with a royal honor and appointed as a member of the Order of Oranje-Nassau.
Mark Carhart is the Chief Investment Officer and a founding partner of Kepos Capital. Kepos is a NYC-based systematic investment manager with over $3 billion in institutional assets. Kepos’ investment program includes proprietary short-term trading strategies as well as slower-moving risk premia strategies that capture dynamic exposure to a broad array of risk factors. Prior to founding Kepos in 2010, Mark was a Partner and the Co-Chief Investment Officer of the Quantitative Investment Strategies Group at Goldman Sachs Asset Management, and prior to GSAM he was an Assistant Professor at the Marshall School of Business at USC and a Senior Fellow at The Financial Institutions Center at The Wharton School. Mark’s publications include articles in The Journal of Finance, The Review of Financial Studies and the Financial Analysts Journal, and he received the FAJ’s Graham and Dodd Award in 2014. He is also a co-author of Modern Investment Management: An Equilibrium Approach. Mark earned a B.A. from Yale University in 1988, became a CFA Charterholder in 1991 and received his Ph.D. from the University of Chicago Booth School of Business in 1995. He serves on the MSCI Editorial Advisory Board and the boards of InTandem Cycling and The International Charter School of NY.
Thomas Kieselstein is co-founder and Chief Investment Officer of Quoniam Asset Management. As CIO, he oversees Quoniam’s Equity, Fixed Income and Multi-Asset investment teams. Prior to Quoniam, Thomas worked for DZ Bank and Dresdner Bank Investment Group. He has been developing quantitative investment processes for multi-factor equity strategies since 1994.
Thomas obtained his MSc. in Engineering from the University of Karlsruhe.
Tomas Morsing is currently Head of Quantitative Strategies at Second Swedish National Pension Fund -AP2, he has worked for AP2 since 2002. The Quantitative Strategies group at AP2 manage approximately USD 17 billion of the fund’s total USD 40 billion. The group has actively managed portfolios in developed and emerging market equities as well as in global credit bonds and domestic fixed income. The investment process relies on internally developed quantitative models.
Tomas has a MSc in mathematics from Uppsala University, later he did a research thesis in mathematical statistics at University of Gothenburg. The research was funded by AstraZeneca where he later become Head of Mathematical and Statistical Science. He left AstraZeneca 2002 to join AP2.
Mr. Mussalli is Managing Director, Head of Equity Research, and Chief Investment Officer of Equity Investments at PanAgora. He is responsible for the oversight of the firm’s Dynamic and Stock Selector Equity strategies, as well as the Equity Trading & Implementation, Data Science, and Portfolio Strategy teams. He is also a member of the firm’s Investment, Operating, Risk, and Directors’ Committees.
As the Chief Investment Officer of Equity Investments, Mr. Mussalli directs innovative equity research used in the development of models implemented in PanAgora’s equity strategies. Mr. Mussalli’s current focus is centered on combining fundamental and quant investing using big data. As a leader in the field, he was appointed to the Editorial Board for The Journal of Financial Data Science as well as the AI and Data Science in Trading Advisory Board.
Prior to becoming Managing Director and Chief Investment Officer of Equity Investments, Mr. Mussalli served as Head of PanAgora’s Stock Selector strategies. His work focuses on combining fundamental insights with sophisticated quantitative techniques to develop proprietary models designed to analyze companies across many dimensions. In addition to overseeing the management of the firm’s Stock Selector strategies, he has significantly contributed to the proprietary pool of equity research leveraged across the entire firm during his tenure.
Before joining PanAgora, he was a Portfolio Manager on the Putnam Investments Structured Equity team, where he was responsible for Structured Equity portfolios. He contributed to quantitative research and analysis that supported all equity strategies, including International and Global strategies.
Prior to joining Putnam, Mr. Mussalli worked as a Senior Investment Analyst at John Hancock Funds.
Sylvain is a young engineer passionate about Artificial Intelligence. He loves creating new products and bringing teams together around more than just work. As co-founder and CEO of SESAMm, Sylvain and his team had the opportunity of creating an entirely new way of analyzing emotions to forecast stock market evolutions. These technologies are now used by funds and major assets managers all across the world.
Tony Guida is a Quantitative Portfolio Manager and researcher. Tony’s work is focused primarily on extracting market inefficiencies from different sources from traditional fundamentals, market signals, alternative data, and machine learning. His expertise is in mid to low frequency in equities. Tony started his career at Unigestion in 2006 where he joined the quantitative equity low volatility team to work as a research analyst. He evolved into a member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients. In 2015, he moved to Edhec Risk Scientific Beta as a Senior Consultant for Risk allocation and factor strategies before going to a major UK pension fund in 2016 to build the in-house systematic equity, co-managing 8 billion GBP as a senior quantitative portfolio manager. He joined RAM-Active Investments in January 2019.
Tony holds a Bachelor and Master degrees in Econometry and Finance from the University of Savoy France, is the editor-in-chief for the Journal of Machine Learning in Finance.
Tony co-wrote and edited the book “Big Data and Machine Learning in Quantitative Investment” Wiley 2018 and co-wrote “Machine Learning for Factor Investing” Chapman and Hall/CRC 2020.
He is an advisory board member for the Financial Data Professional Institute and a machine learning lecturer for the CQF Willmott Institute.
Frederic Desobry is with Systematica Investments where he leads the quantitative equity research effort for market neutral and alternative risk premia products. He has spent over a decade researching and trading global markets through the systematic lens and has previously worked at BlueCrest Capital Management amongst others.
Frederic has a background in statistical signal processing and holds a PhD in machine learning from the University of Nantes / IRCCYN.
Matin founded Quantxt in 2013 specializing in Search and Natural Language Processing offering solutions for advanced discovery in unstructured content for financial, legal and healthcare clients.
Matin started his career in as a scientist at BBN Technologies (also known as Raytheon BBN Technologies) where top world scientists in the fields of Speech Recognition and Machine Translation were pushing the boundaries of the technology on DARPA funded projects. He moved into finance and joined BlackRock, working on high-performance analytics systems used by traders and asset managers, and after that Thomson Reuters building advanced systems for analysis of financial content using Machine Learning techniques.
Matin holds an MS in Electrical Engineering from Northeastern University.
Tommaso Sanzin is a senior researcher within UBP Asset Management. He joined in 2014 and is based in London with responsibility for research of systematic strategies as well as liquid alternative solutions in the volatility, risk premia and alternative data space. Before joining UBP, he was partner, risk manager and head of quantitative research at Hermes BPK, the alternative investment boutique founded in partnership with Hermes Fund Managers and seeded by the British Telecom Pension Scheme. Prior to that, Tommaso headed the quantitative research and risk analysis team at Pioneer Alternative Investments, Unicredit fund of hedge fund business. He holds a degree (magna cum laude) in Finance from Bocconi University in Milan and is a CAIA designee.
Gareth is a partner at G Squared Capital (G2), a leader in the application of machine learning and artificial intelligence to equity investing (specifically fundamental stock selection). He is an engineer by training and has a PhD in expert systems (a branch of artificial intelligence). He is a CFA Charterholder and has 15 years experience in risk and asset management.
Before entering finance he developed knowledge acquisition software to tackle classification problems in epidemiology. He was awarded a UN Assoc. triple-bottom line award and was granted a World Economic Forum Fellowship (WEF/Davos), completing a Masters degree with Columbia University, London Business School and INSEAD.
Matt leads Consumer Markets Business Development for the AWS Data Exchange by helping customers more easily find and connect to new data sources. Prior to AWS, Matt managed Data Distribution for 1010data (2016-2019) and was a Business Developer for Two Sigma’s Alpha Capture Strategy (2007-2016).
Dr. Camilo Gomez leads the Quantitative Research effort at CreditRiskMonitor. Prior to joining the Company, Dr. Gomez was a principal at Lone Pine Mesa LLC, where he consulted with companies in the area of specialty finance. Prior to that, he was a Managing Director at Standard & Poor’s Risk Solutions group. Before S&P, Dr. Gomez was co-founder and Group Head for Financial Analytics for the Center for Adaptive Systems & Applications (“CASA”), a company spun off from the Los Alamos National Laboratory where he had been a researcher. Formed in collaboration with Citibank, CASA provided quantitative analytical consulting services to Fortune 500 companies. A major focus at CASA was to develop scoring and economic response models covering different regions of the globe. Dr. Gomez earned a B.S. and a Ph.D. from the Massachusetts Institute of Technology.
Andreas Zagos is one of the founders and management partners of the German Intracom Group. He holds a degree in Chemical Engineering, and is nominated as Guest Professor in several universities/research centres. Since 1995 Andreas’ research field has been the management of intellectual property rights (IPRm), ie patent valuation. He has published several research papers and one patent application. He has led several national and European joint research projects in the area of IPR.
Stephen Roberts is the Royal Academy of Engineering / Man Group Professor of Machine Learning at the University of Oxford. He is a Fellow of the Royal Academy of Engineering, the Royal Statistical Society, the Institute of Physics and the Alan Turing Institute. Stephen is Director of the Oxford-Man Institute of Quantitative Finance, founding-Director of the Oxford Centre for Doctoral Training in Autonomous Intelligent Machines and Systems (AIMS) and co-founder of the Oxford spin-out company Mind Foundry Ltd., which pioneers principled automated machine learning at commercial scale. Stephen’s main interest is in machine learning for complex, large-scale problems, especially those in which noise and uncertainty abound. He has published widely, having some 350 publications which have accrued over 21,000 citations.
M. Berkan Sesen, PhD, is a quantitative researcher and portfolio manager in the Quantitative Beta Strategies group at JPMAM. Besides systematic investing, his focus areas are machine learning, alternative data, and efficient trade execution. Prior to JPMAM, Berkan worked as an algorithmic trading quant at Citigroup, designing machine learning models for electronic market-making and sales of credit instruments. He also co-led the global data analytics working group within the quantitative analysis department at Citigroup. Berkan holds a doctorate in Artificial Intelligence and Medical Informatics from the University of Oxford and specializes in the applications of machine learning and statistics to finance.
Ciprian Marin is a Director of Quantitative Research and Portfolio Manager/Analyst on Lazard's Equity Advantage team. He began working in the investment field in 1997. Prior to joining Lazard in 2008, Ciprian was a Senior Portfolio Manager at State Street Global Advisors (SSgA), managing European, UK and Global funds. He was also responsible for quantitative research on the European team of the Global Active Equity Group. Prior to joining SSgA, Ciprian was a Quantitative Analyst at Citigroup where he focused on developing stock selection models, statistical arbitrage trading strategies and factor research. Previously, he was a quantitative research associate at Nikko Salomon Smith Barney. Ciprian has an MBA in Finance from the International University of Japan and a BS in International Economics from the Academy of Economic Studies Bucharest. Ciprian is a Certified Investment Adviser (UK). He holds FINRA (formerly NASD) Series 7 and JASDA Series 2 licenses.
Mark is a currently a Director in Point72’s Market Intelligence Data – Sourcing team and has been with the Firm since 2010. Prior to Point72, Mark spent 11 years at ESL Investments in Greenwich, CT, where he built out and managed ESL’s proprietary research team and oversaw technology, systems and infrastructure. Mark holds a Bachelor of Arts from New York University.
Reporting into Hermes Investment Management’s CEO, Leon Kamhi is responsible for developing and directing the programme for integrating responsibility across the Hermes group, overseeing its delivery and accountable for its success. This includes ensuring investment teams are aware of and integrate ESG performance in investment decisions and that engagement is effectively incorporated alongside investment activities. In addition, in this role he oversees and contributes to how the firm’s responsibility activities and performance are integrated into Hermes’ client relationship management and reporting, the delivery of its corporate citizenship programme and the development of responsible structures and processes for the firm. He also leads a number of corporate and public policy engagements. Previously at Hermes, Leon was responsible for the development and delivery of Hermes EOS’ global corporate and public policy engagement programme from 2012-2016 and acted as its commercial director from 2009-2012. Prior to that, Leon worked within the Hermes UK Large Cap Focus Fund for seven years, where he was responsible for executing the fund’s engagement programmes. He also has 12 years of strategy consulting and operational industry experience.
Magnus joined Jupiter in August 2016 and is Head of Investments, Alternatives. He is responsible for developing and expanding Jupiter’s capability in Alternative investments.
Magnus has experience in the alternatives asset management industry stretching back to 2002. Prior to joining Jupiter he was Head of Product at Fidante Partners (formerly Dexion Capital plc) from early 2015. His role there involved the development of a liquid alternatives investment management platform. Before that, Magnus was Chief Executive and Managing Partner of Dalton Strategic Partnership LLP from 2011-2014, a specialist equity firm which he co-founded in 2002. In this position, he developed the firm’s hedge fund, specialist equity fund and segregated account business aimed at both UK and international clients.
Minkyu is Head of Data and Analytics in the Active Quantitative Equity (AQE) team at State Street Global Advisors. He spearheads efforts to utilize new data and modeling techniques in AQE's investment process while leading the evolution of AQE's proprietary computing infrastructure. Previously, he was a Senior Quantitative Research Analyst and continues to be a leading contributor to AQE research alongside the Head of Quantitative Research. Minkyu earned a Ph.D. and an S.M. in Electrical Engineering and Computer Science with a minor in Finance from Massachusetts Institute of Technology, as well as a B.S. in Electrical Engineering from Seoul National University.
Andrew Robson is President of Earnest Research. He joined Earnest after over ten years with Gerson Lehrman Group (GLG), the leading platform for professional expertise and insights. Andrew was a member of GLG’s executive team, most recently as Head of Business Development for the firm’s largest business unit. He held a variety of product, service, and business development leadership roles throughout his GLG tenure. He holds a MBA from Columbia Business School and a BS from Syracuse University.
David Lawlor has worked in the financial services industry since 1994. He started off his career working at ICAP as an FX broker and then at UBS as an Eurobonds and Foreign Exchange trader. David joined Reuters in 1998 and had various roles in the business division running strategy for Fixed Income and Foreign Exchange market data businesses. He joined Deutsche bank in 2004 where he ran the content business for Risk. He rejoined Thomson Reuters in 2006 taking up the role of Global Head of Content Management for market data. For the past two years David has specialized in regulation, starting with Dodd Frank and moving onto MiFID II. David joined TP ICAP in April 2017 brought in as the head of Regulatory Products.
André joined CFM in October 2017 as a Research Associate in the Alternative Beta team. Prior to CFM, André worked as a researcher in the Economic Research Department of Société Générale in Paris. Previous experiences include an analyst rotation as a fixed income analyst at Deutsche Bank, and an internship as business analyst in the Department of Management of the United Nations – both in New York. André holds a MSc. and MPhil. Economics from the Sorbonne in Paris along with a BCom. Law from the University of Pretoria.
Joel joined 2iQ Research in 2015 and is Head of Quant Research. He is responsible for the quantitative research related to 2iQ product offering. His team has successfully developed and is running 2iQ’s Insider model and Short Interest model.
Prior to 2iQ, Joel worked as Orbis Investment Advisory; Schroders as Head of Research Technology for QEP, and at State Street Global Advisors as Senior Quantitative Research Analyst. He holds a B.Sc. in Biology from the University of Geneva and a M.Sc. in Mathematical and Computational Finance from the University of Montreal.
Brandon began his data science career as a student of human behavior, earning a B.S. in Neuroscience from Stanford University and a Ph.D. in Cognitive Psychology from Yale University. Brandon joined Second Measure in 2017 to develop new ways to analyze consumer behavior, and to collaborate with clients, data scientists, journalists, and academic researchers using Second Measure's dataset of billions of U.S. consumer transactions. In addition to publishing some of these discoveries on the company's research blog, he also works with external journalists (at outlets such as The Wall Street Journal, The Economist, and The Financial Times) to help surface Second Measure's data in the press.
Erik Haines is the Managing Director and Head of Data Insights at Guidepoint. With nearly a decade of experience in strategic data sourcing and building innovative alternative data products for institutional investors and corporations, Erik is a recognized leader in the field. He joined Guidepoint through the acquisition of Quanton Data, an alternative data insights company where we was founder and CEO. Prior to Quanton, Erik was VP of Business Development & Head of Strategic Partnerships with Majestic Research and managed his group through the acquisition of Majestic by ITG, Inc. At Majestic (and subsequently ITG Investment Research), Erik was responsible for forging and managing the firm’s proprietary data partnerships across all sectors. Erik has been involved with several successful startups in the health-care, financial services and travel industries. Erik attended New York University and Columbia University for studies in Economics, Mathematics and Applied Physics.
Eugene is a Data Strategist at WorldQuant, and his primary responsibility is sourcing alternative data. Prior to this, Eugene was with Bloomberg in a variety of roles, most recently as an Equity and Derivatives Product Specialist advising clients on a broad range of advanced Bloomberg solutions and helping guide product development. Eugene holds an MBA from Columbia Business School, and an MA from Columbia University.
Dr. Jan Dutton is the CEO of Prescient Weather Ltd and ClimBiz Ltd. His career spans positions at Weather Ventures, Earth Networks, Storm Exchange, Schneider Electric, and DTN. Dr. Dutton’s career objective is to enable business decision making based on weather and climate information. He received a dual degree B.A. in Physics and Science and Technology Studies from Colby College in Waterville, ME in 1994. He received a Ph.D. from the Penn State Department of Meteorology in 2000. He also received an MBA from the Smeal College Business at Penn State in 2000. His dissertation focused on the simulation of interannual climate variability using regional climate models.
Michael Pisciotta is Head of Quantitative Sales at Morgan Stanley in London. Prior to joining Morgan Stanley in 2010, Michael spent 8 years at Rasini & C., a fund of hedge funds, where he was Director of Research. Michael holds a BS (cum laude) from the Stern School of Business, New York University.
Stewart Jardine serves as Director of Market Technology Sales for CME Group. He is responsible for sales and business development efforts for the company’s portfolio of data and technology products across all customer segments within the EMEA region. He is also CME Group’s FinTech lead for EMEA, responsible for driving commercial engagements across Artificial Intelligence, Alternative Data, Cloud, Blockchain and other emerging technologies.
Prior to joining CME Group in 2015, Jardine was Global Head of Business Development for TradeNet, a wholly owned subsidiary of TradingScreen. During his time at TradeNet, he helped launch the world’s first fully-automated financial extranet. Before TradingScreen, Stewart worked with BT Global Services where he held various roles including Head of UK Sales for BT Radianz.
Stewart holds a First Class Bachelor of Science Degree in Computing & Management Sciences from the University of Warwick.
Ben is Head of Data Insights and Research Innovation for the Schroders group, based in London. Prior to this, Ben was a fund manager for Schroders’ Global Climate Change strategy and a Global Sector Specialist with the Global Equity team, with responsibility for Energy. Ben founded the Data Insights Unit within Schroders in 2014 as a strategic solution to creating and sustaining an information edge advantage in active fund management, and the unit has since grown to over 25 people. Ben joined Schroders in 1999.
Peter is the head of data science at RavenPack. Since joining RavenPack in 2008, he’s been a pioneer in the field of applied news analytics bringing alternative data insights to the world’s top banks and hedge funds. Peter has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.
He holds a Master's degree in Quantitative Finance from Sir John Cass Business School along with an undergraduate degree in Economics from Copenhagen University. Peter is a recognized speaker at quant finance conferences on alternative data and AI, and has given lectures at some of the world’s top academic institutions including London Business School, Courant Institute of Mathematics at NYU, and Imperial College London.
Robin Wigglesworth is the FT’s New York-based US markets editor. He is in charge of the FT’s coverage of financial markets and asset management across the Americas. Before that he was the FT’s capital markets correspondent, and Gulf correspondent.
Augustin joined the Company as Head of Research Lab in July 2016. Augustin is also a Professor of Finance at HEC Paris. Prior to joining the Company, Augustin was a part-time Research Manager at Capital Fund Management (2012-2016), focusing on long-short equity strategies. Augustin taught Finance at New York University (2004-2009), at the University of Chicago (2002-2004), Harvard Business School (20016-2017) and was a Resident Scholar at the International Monetary Fund (2009).
His research is largely focused on behavioral finance, asset management and corporate finance, and his work was published in lead scientific Journals. He is the author of “Investing for Change”, a book on responsible investing, published by Oxford Press in 2009.
Augustin was awarded the 2014 “best French young economist” award. Augustin completed his PhD in Economics at the Massachusetts Institute of Technology in 2002, and graduated from Ecole Normale Superieure in Paris in 1998.
Lancelot Comrie is a Managing Director in Morgan Stanley's Institutional Securities Division. Lancelot is the global head of Systematic Advisory Services (SAS), which includes the marketing, sales and distribution of Morgan Stanley's quantitative assets - research, signals, strategies and services to our institutional clients.
Prior to his current role based in NY, he held a variety of roles including spearheading our Electronic Trading and HF startup teams in MS London and Japan.
Lancelot received his BSc in Electrical Engineering from Rensselaer Polytechnic Institute (RPI) and is a Chartered Engineer and Fellow at the IET.
Simon is responsible for YouGov’s new innovations including YouGov Finance, a financial transaction data tool; and YouGov Survey Direct, a self-service research tool allowing access to YouGov’s panel to return bespoke research within an hour. Simon also heads YouGov’s sales to the investment industry. Prior to joining YouGov, Simon was Chief of Staff to the UK Minister for Trade and Investment.
Nick Taylor is currently a Market Data Manager at Schonfeld were he primarily focuses on data sourcing for the firm’s quantitative teams. He joined Schonfeld in January 2018 after having worked at Guidepoint for a number of years, most recently as a Strategic Partnerships Associate within the Data Insights team.
Ed joined Woodseer in 2016 where he is responsible for partner and client relationships, overseeing growth and business development. Woodseer provide algorithm+analyst calculated dividend forecast data for over 20,000 securities globally. From offices in London and Vancouver the team services clients globally including investment banks, custodians, market makers and index providers.
Prior to Woodseer Ed spent 12 years in Shanghai where he co-founded a leading consumer data company, growing it from zero to a team of 50 and working with clients including Apple, Virgin, Gap and Disney. He holds an MA (Hons) in Spanish from the University of Edinburgh and regularly speaks to MBA classes at leading US and UK business schools about his business experience in China.
John has more than 20 years’ experience in telecommunications and technology, with a proven track record creating technology products. From tier 1 operators such has AT&T and Swisscom to data startups John has successfully launched a number of analysis product sets, as well as mobile and unified communication solutions. TMT are a market leader in IP registry and device data.
Monica is currently a freelance writer, editor and consultant, with a focus on asset and wealth management and a keen interest in all things ESG and fintech. She is the former Global Head of Content and PR at Legg Mason Global Asset Management, and Editorial Director of Thought Leadership at the Economist Group. There she managed research programmes on behalf of FS clients such as BlackRock, State Street, BNY Mellon, Barclays, Goldman Sachs, Lloyds, Aviva and HSBC, as well as the big four consultancies. She regularly chairs and presents at Economist conferences like the Future of Banking, as well as events such as the Innovate Finance Global Summit, Robo-Investing, the UN Annual Forum on Business and Human Rights, COP21 and COP22
Dr Linda Gruendken is Lead Scientist across a number of products at GAM Systematic Cantab. She is responsible for all areas of strategy making and portfolio construction for the firm’s Core Macro Fund and is leading the research effort into the firm’s credit strategies. Dr Gruendken covers the entire spectrum of quantitative options research, including building infrastructure for robust back testing, new strategy prototyping and design, as well as monitoring trading and performance of live strategies. Dr Gruendken's original background is in the field of Arithmetic Algebraic Geometry and Algebraic Number Theory. She obtained her Ph.D. from the University of Pennsylvania with a thesis titled “Higher Dimensional Class Field Theory of Varieties over Finite Fields” in 2011, and holds a Masters of Advanced Study (in Mathematics) (hons) from Cambridge University, St. John’s College, as well as an Sc.B. in Mathematics (Highest Honours, Magna Cum Laude) from Brown University. She is based in Cambridge.
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