Planes, brains and automobiles – learning how to improve financial decision-making with simulation
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Regulators are using simulation models to guide policy around stress tests, redemptions and liquidity; consultants are using simulation to help investors make better decisions; and managers are using simulation to deliver targeted risk exposures and more transparent risk reporting. In this short morning session, we will hear from two speakers who will share their hands-on experience in this innovative and fast-developing field.
0830 Registration and Breakfast
0900 Andrew Clare, Professor of Asset Management at Cass Business School
Welcome and introduction
0905 Paul Richards, Head of Governance & Decision Research, Redington
Why is simulation valuable in the investment decision-making space?
What are the key benefits?
What are the challenges?
0930 Robert Hillman, Chief Investment Officer, Neuron Advisers
Operationalising simulation from a practitioner perspective
Innovations & challenges in building useful simulation models
Case study example: rise of risk-mitigation and the Feb 2018 market correction
1000 Discussion and Q&A - Led by Thomas Deinet - Executive Director of the Standards
Board for Alternative Investments
From innovation to industry standard; key motivations for institutional investors embracing simulation
About the Speakers
Paul Richards - Head of Governance & Decision Research, Redington
Paul is responsible for helping Redington’s clients make more effective decisions. Prior to joining Redington, he held a number of senior industry roles including Head of Investment Manager Research at Aon, Head of UK Institutional Business at Friends Ivory & Sime (now BMO) and was a Managing Director of Goldman Sachs & Co.
Robert Hillman – Chief Investment Officer, Neuron Advisers
Robert is CIO at Neuron, responsible for all aspects of research, strategy design and management. He started his career at the Bank of England before moving into the hedge fund industry in 2003, where he has since been creating and managing systematic global macro trading models and teams. Robert is a passionate advocate for the use of computer simulation and agent-based modelling approaches in trading and risk management.
Thomas Deinet – Executive Director, Standards Board for Alternative Investments
Thomas Deinet was appointed Executive Director of the Hedge Fund Standards Board (HFSB) (now called Standards Board for Alternative Investments (SBAI)) in September 2008. Before joining the SBAI, Thomas was a senior manager at Oliver Wyman, the management consulting firm, where he worked extensively with major financial institutions in Europe in both asset management and corporate and investment banking. He joined Oliver Wyman in 2002 after working as an analyst in energy trading for a major commodities trading firm. Thomas is a regular speaker at alternative investment and regulatory conferences and represents the SBAI at the International Organization of Securities Commissions (IOSCO). He is a holder of a Master Degree in Industrial Engineering from the Karlsruhe Institute of Technology (KIT), Germany and an MSc from Purdue University, USA. Thomas is a CFA charterholder.
Registration for this event is recommended
Cass Business School, Aldersgate site
200 Aldersgate Street, Second floor, London EC1A 4HD, Great Britain (UK)
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