Quantitative Investing
Moderator
Larry Pohlman
Director of Research and Co CIO
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ALR Quantitative Research and Investment Management
Mr. Pohlman was the Chief Investment Officer at BNP Paribas Quantitative Strategies. His team managed $3b in global quantitative equities and minimum volatility strategies. Before BNP he was responsible for the Quantitative Investment Group at Wellington Management. He and his team developed Wellington Managements quantitative models for a wide range of styles including US and International securities. His team also managed $26b pure quantitative portfolios. Prior to joining Wellington, Mr. Pohlman was the Director of Research at PanAgora Asset Management where he was responsible for overseeing all research, development and enhancements to PanAgora's quantitative models covering $12b. He also co-chaired PanAgora’s Investment Committee.
Mr. Pohlman holds his Ph.D. in Finance, Masters of Philosophy in Finance, MBA in Finance and Management Science, MS in Operations Research, and BS in Nuclear Engineering all from Columbia University. He is a member of the American Finance Association, Econometric Society, the Chicago Quantitative Alliance and MENSA.
Panelist
Ric Thomas
Global Head of Strategy and Research, Investment Solutions Group
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State Street Global Advisors
Ric is a Senior Managing Director of State Street Global Advisors and is Global Head of Strategy and Research for SSgA's Investment Solutions Group (ISG). Ric and his team offer extensive research services to clients, helping them address their most challenging problems. Actionable solutions include customized liability driven strategies, tactical multi-asset allocation, tail risk solutions, and
exposure management. Previously at SSgA, Ric was Head of Alternative Investments and also served as the Head of Global Enhanced Equity.
Prior to joining SSgA in 1998, Ric was a Quantitative Analyst in fixed income for Putnam Investments and an Assistant Economist at the Federal Reserve Bank of Kansas City. Ric holds an MBA from the University of Chicago, an MAin Economics from the University of Colorado, and a BA in Economics from Colorado State University. Ric also serves on the Investment Committee for the Colorado State University Foundation.
Quantitative Investing
Panelist
Eric Knutzen
Chief Investment Officer
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NEPCErik joined NEPC in 2008 as Chief Investment Officer. Erik is responsible for overseeing Investment Research at NEPC, a group of more than 45 professionals including dedicated teams focusing on Alternative Investments, Traditional Strategies, and Asset Allocation. Additionally, Erik is a member of the firm's Management Group. Erik has written white papers on topics as varied as Active versus Passive Management, Dynamic Asset Allocation and Opportunistic Credit Investing, and has been published in the ':Journal of Investing" and "Investments & Wealth Monitor".
Erik's career in the financial services industry began in 1986. Before joining NEPC he was Director, Institutional Strategies at River Source Investments, LLC. Previously, Erik worked at several investment firms including: Standish Mellon; Putnam Investments; Jeffrey Slocum & Associates, and First Chicago Venture Capital. Erik earned his M.B.A. from Harvard University and his B.A. from Williams College. He serves on the Board of Trustees of the Massachusetts Audubon Society, where he chairs the Investment Committee.
Panelist
Jason Hsu
Chief Investment Officer
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Research AffiliatesJason is at the forefront of the Smart Beta revolution, beginning with his pioneering work on the RAFI® Fundamental Index® approach. He has published numerous articles on the topic, including "A Survey of Alternative Equity Index Strategies," which won a 2011 Graham and Dodd Scroll and the Readers’ Choice Award from CFA Institute. In 2005, he won the William F. Sharpe Award for Best New Index Research. As CIO, he oversees research and investment management. Jason began his career working in derivatives research and trading at Taiwan's Far Eastern Securities. He has also been a consultant to Asian investment banks, securities dealers, and insurance companies on issues such as risk management, strategic asset allocation, and convergence trading.
Jason graduated summa cum laude with a BS in physics from the California Institute of Technology, was awarded an MS in finance from Stanford University, and earned his Ph.D. in finance from UCLA. He serves on the editorial board of the Journal of Index Investing and the Journal of Investment Consulting.
Quantitative Investing
Panelist
Amitabh Dugar
Partner
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ALR Investment Research
Amitabh Dugar was most recently the Business Development Director, North America at ERI Scientific Beta. Amitabh is a seasoned investment professional with over fifteen years of experience in developing and managing quantitative investment strategies. As Senior Portfolio Manager (Quantitative Strategies) at BNP Paribas Asset Management, he oversaw their active equity and managed volatility portfolios, and prior to that he managed US and international equity portfolios at Mellon Capital Management. Amitabh has been a Portfolio Manager at Geode Capital Management, where he managed the Fidelity Spartan International Index Fund and launched a quantitative enhanced international equity index fund. He has held similar previous roles at Panagora Asset Management, and Grantham Mayo van Otterloo (GMO) where he started his investment career as a Quantitative Analyst.
Amitabh received his Bachelor of Commerce degree with honors from the University of Delhi (India). He received Master of Science and Ph.D. degrees in Accounting & Information Systems from the Kellogg Graduate School of Management, Northwestern University.
Special Thanks
Hugh Crowther
Head
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Crowther Investment
Hugh is Principal of Crowther Investment where he is performing quantitative research, building and managing portfolio analytics, systems and models; creating training and education; evaluating, acquiring, integrating and marketing research and investment technology for asset management and vendor consulting clients. Prior to consulting, he developed and managed international portfolio analytics, risk management systems for Fidelity Management & Research. Before that he built and led the Quantitative Investment Research Systems group at Kidder, Peabody & Co. (now UBS). He began his investment career at Value Line, where he managed and marketed the Institutional Quantitative Equity Research business.
Hugh holds a BSBA (Finance
