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High-Frequency Trading Leaders Forum 2011 Singapore

High-Frequency Trading Experts Workshop DVD Video Package



High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010
High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010

Speaker Profiles

  Adam Afshar is Hyde Park Global’s President and Chief Executive Officer. He has over two decades of financial industry experience including 12 years at Bear Stearns where he was a Managing Director, overseeing long/short multi asset portfolios for both onshore and offshore clients.
Hyde Park Global Investments is a 100% robotic investment and trading firm based on Artificial Intelligence (AI). The system is built primarily on Genetic Algorithms (GA) and other Evolutionary models to identify mispricings, arbitrage and patterns in electronic financial markets. Additionally, Hyde Park Global Investments has developed programs applying natural language processing and sentiment analytics to trade equities based on machine readable news. Hyde Park Global employs no analysts, portfolio managers or traders, ONLY scientists and engineers.
Mr. Afshar, featured in The Speed Traders, has a BA in Economics from Wofford College and received his MBA from the University of Chicago, Booth School of Business.
  Andre Bertolace is Research Analyst at Four Elements Capital Limited, based out of Zürich, Switzerland. Prior to that, he was Research Assistant at ETH Zurich, Junior quantitative analyst at EFG Financial Products AG, and Research Assistant at Schlumberger.
He holds a Masters in Science, with specialization in Finance, from Eidgenössische Technische Hochschule Zürich, and an Electrical/Telecommunications Engineering degree from Universidade de São Paulo.
  Benoit Raimond is the former Head of Currencies Trading and Commodities Trader with Nyenburgh, proprietary trading firm focused on arbitrage trading, with offices in Amsterdam, Singapore and Tallinn and participation on exchanges in Asia, Europe and the USA. Before that, he was commodities and ETFs trader with Susquehanna International Group, one of the largest privately held financial institutions in the world with more than 1,500 employees worldwide.
Mr. Raimond holds an MBA in Finance from the Thunderbird School of Global Management, and a Master degree in Computer Science & Robotics from Ecole Polytechnique Savoie.
  Professor Bernard Lee is Ph.D., CFA, is Visiting Practice Associate Professor of Economics and Deputy Director of the Sim Kee Boon Institute for Financial Economics at the Singapore Management University. He also co-teaches part of an Investment Management course offered in the Spring Term by the Graduate School of Business at Stanford University.
Prior to relocating to Singapore at the beginning of 2009, Dr. Lee was a Managing Director at BlackRock in New York City until Dec 2008, where he was the Global Co-Head for Multi-Asset Risk and one of its firmwide leaders in Alternative Risk. In that role, he led a “SWAT team” of mostly PhD-level quantitative analysts to support over $100bln of the firm’s most complex and sophisticated products, including various asset allocation products, single-strategy hedge funds, portable alpha, structured products and funds of hedge funds. To help manage these products’ exposures, the team built risk models using advanced statistics, with some of them being almost spot on during the credit crisis. This team was also well known among and respected by major sell-side dealers for its sophistication in constructing and analyzing complex trades to address specific portfolio issues, and in taking such ideas all the way through to trade execution. In Nov 2008, the structured products run directly by the team received Morningstar rankings of top 5% for 3 months and top quartile for 12 months. Finally, the team played key roles in successfully restructuring most of the firm’s prime-brokerage relationships to address cash, financing and counterparty issues, in delivering state-of-the-art analytics that were key client requirements for closing major client assignments, and in successfully pushing for the redemption from a multi-strategy hedge fund five months prior to its high-profile demise.
Dr. Lee has well over a decade of industry experience in designing cutting-edge quantitative analytics for the proprietary trading desks of leading investment banks, and for top-tier analytical vendors. Prior to joining Blackrock, he was a Principal and Head of Quantitative Research at Allianz Hedge Fund Partners, where he developed and successfully implemented groundbreaking analytics for hedge funds. Before that, he was a project manager for the Financial and Commodity Risk Consulting division at Andersen, managing large-scale risk projects with project teams of up to 20 quantitative professionals.
Dr. Lee is a contributing author to Intelligent Hedge Fund Investing, an industry reference from Risk Books (2004), and to Sovereign Wealth Management, published by Central Banking Publications (2007). In Nov 2008, he was invited to present his latest research at the Joint BIS/ECB/World Bank Conference on Strategic Asset Allocation for Central Banks and Sovereign Wealth Managers, a high-profile official institution and industry gathering, which proceedings will be published by Macmillan (2009). His current research focuses on the relationships among hedge funds, prime financing, and market liquidity, as well as the policy implications for central banks and official institutions. Dr. Lee also sat in the Organizing Committee of the New York Quantitative Finance Seminar, and occasionally acted as a referee for Risk Magazine. In 2005, his risk implementation at BlackRock won the “Best Risk Analytics Initiative of the Year” Award from Incisive Media, the publisher of Risk Magazine.
Dr. Lee earned a B.A. degree with a double major in the Woodrow Wilson School of Public and International Affairs and the School of Engineering at Princeton University, an M.S. degree in computational mathematics from Stanford University, and a Ph.D. from the Centre of Quantitative Finance at Imperial College London (ranked #6 globally in 2008), where the Director of the Centre for Financial Research at Cambridge University acted as his independent examiner.
  Bjoern Schwarz is Founding Partner of Namira Capital. He is responsible for Operations and Client Service.
Prior to founding Namira Capital, Mr. Schwarz was a Portfolio Manager and member of the Investment Committee at Infiniti Capital AG. Previously he worked at various financial institutions including Citigroup and Merrill Lynch.
Mr. Schwarz holds a dual degree in International Business Administration from European School of Business Reutlingen/ Germany and Universidad Pontificia Comillas (ICADE) Madrid/ Spain. He is also a member of the Chartered Alternative Investment Analyst (CAIA) Association and holds the "Deutscher Börsenhändler" License for dealing on the floor of the Frankfurt Stock Exchange and Xetra.
  Professor Craig Brown is Financial Economist at NUS Business School. His subfields of interest are financial intermediation, corporate finance, international finance, and political economy. His current research interests are the development and regulation of financial institutions, the interaction between politics and finance, investments in marketable securities by non-financial corporations, and the effects of analyst optimism on financial outcomes. His research appears in The Quarterly Journal of Economics and The Review of Financial Studies.
Professor Brown holds a BA from Rutgers University, in addition to an MPP and PhD from the University of Michigan. He lives in Singapore and likes to play golf and tennis when he is not doing research and teaching his corporate finance course at the National University of Singapore.
  Professor Christopher Ting is Associate Professor of Quantitative Finance (Practice) In Singapore Management University. He serves as the head of Quantitative Finance unit in Lee Kong Chian School of Business and the Program Director of Msc Quantitative Finance.
He earned his bachelor degree in mechanical engineering and Master of Science degree in physics from the University of Tokyo on Japanese Government scholarships administered by the Public Service Commission, Singapore. He has published many papers in a wide range of areas and his current research interest is focused on derivatives, quantitative trading strategies (his most recent paper is on high-frequency trading), and risk management.
  Dominique Braun is Founder of DB OneCapital and Co-founder of Art Select - M. Bähr & D. Braun GBR. Prior to that, he was in the Fixed Income group at SJS Markets / SJS Group, Valcourt SA and Mitsubishi UFJ Trust & Banking Corporation, where he oversaw Hybrid Bonds, Corporates, Tier-1 Capital, Floating Rate Notes, distressed debt, defaulted debt, Emerging Market Bonds, Foreign Currency Bonds, Convertibles, illiquid securities etc.
Before that, he was with Bloomberg LP, managing sales for different European regions of Financial Software product based in Frankfurt and London.
  Edgar Perez is Author of "The Speed Traders: An Insider’s Look at the New High-Frequency Trading Phenomenon That is Transforming the Investing World", published in May 2011, by McGraw-Hill Inc. Mr. Perez is widely regarded as the pre-eminent networker in the specialized area of high-frequency trading.
Mr. Perez has been featured on CNBC Cash Flow with Oriel Morrison, BNN Business Day with Kim Parlee, with Gregg Greenberg, Channel NewsAsia Cent & Sensibilities with Lin Xue Ling, The Wall Street Journal, The New York Times, The Dallas Morning News, Los Angeles Times, iMoney Hong Kong, Hedge Fund Brief, Oriental Daily News Hong Kong, and more. He has been engaged as speaker at Harvard Business School’s 17th Annual Venture Capital & Private Equity Conference, High-Frequency Trading Leaders Forum 2011 (New York, Chicago, Hong Kong, Sao Paulo, Singapore), CFA Singapore, Hong Kong Securities Institute, Courant Institute of Mathematical Sciences at New York University (New York), Global Growth Markets Forum (London), Technical Analysis Society (Singapore), Middle East Hedge Funds Investors Summit 2012 (Riyadh, Saudi Arabia), among other global forums.
Mr. Perez was a vice president at Citibank, a senior consultant at IBM, and a consultant at McKinsey & Co. in New York City. Mr. Perez has an undergraduate degree from Universidad Nacional de Ingeniería, Lima, Peru (1994), a Master of Administration from Universidad ESAN, Lima, Peru (1997) and a Master of Business Administration from Columbia Business School, with a dual major in Finance and Management (2002). He is a member of the Beta Gamma Sigma honor society. Mr. Perez resides in the New York City area and is an accomplished salsa and hustle dancer.
  Eric Pascal has over 25 years of banking and finance background which spans accounting, treasury, asset and liability management, debt capital markets, structured finance, corporate finance and most recently CFO of Sabana REIT the world’s largest Shari’ah compliant REIT, having taken the company to the public markets in 2010, in addition to Global Treasurer for Pacnet a Telecom network provider. Mr. Pascal’s work in the Singapore REIT space extends to the beginnings of the market with CapitaMall trust and Suntec REIT.
Mr. Pascal started his Career with Royal Trust now Royal Bank of Canada where he became a qualified accountant. Mr. Pascal then moved into Treasury accounting and interest rate risk management at First Interstate Bank which became Standard Chartered in the U.S. in 1993. Mr. Pascal’s initial role in SCB in the U.S. was in the structured finance business leveraging the correspondent bank relationships of First Interstate in Latin America. Keeping with Latin America and emerging markets generally, Mr. Pascal then worked with Citibank in New York, UBS in New York and Singapore, DBS Bank, Nomura, Deutsche Bank in Singapore and managing director of the Risk Management Advisory group in Standard Chartered Bank, in Singapore and Dubai for over 3 years.
In this and the previous global market roles Mr. Pascal became more involved in C-level advisory work for the Banks’ top client tier, focused on Telco and Power. This meant designing and delivering shareholder value accretive ideas into tangible Total Shareholder Return. The strategies spanned the breadth of liquidity, capital, asset, and M&A transaction management. In addition, as a qualified accountant Mr. Pascal engineered solutions that had the unique and valuable attributes which allowed for favorable accounting treatment of various transactions including IAS 39. Mr. Pascal has pioneered much of the work in Business Trusts in Singapore. Mr. Pascal holds a Bachelor of Commerce degree from the University of Toronto. In addition, Mr. Pascal holds a Certified Financial Analyst charter and is a Certified Management Accountant. Mr. Pascal has executed several different structured finance transactions and various capital market transactions for almost all asset classes in the US, Europe and Asia.
  Hemathri Balakrishan is former Chief Architect at Morgan Stanley. Having more than sixteen years of seasoned experience on IT Strategy and Architecture, Mr. Balakrishnan has worked within the top-tier Investment banks and private banks driving the enterprise architecture as strategy globally and locally, not only at Morgan Stanley but also at Citi Smith Barney and UBS Investment Bank. He is an internationally renowned speaker/workshop leader on many enterprise architecture seminars, conventions and workshops, and is currently engaged on a major research program on a more reusable and scalable Enterprise Architecture Strategy Framework, which can be extended to any domain across any technology blueprint.
Mr. Balakrishnan’s core experience also includes Applications development management, office of architecture, IT strategy solutions and management process, delivery management, vendor relationship management, and process architecture. He possesses a hands-on working knowledge of architecture frameworks and technology stack around SOA, BPM, CRM, ERP and ECM solutions. He holds a Bachelor of Engineering, Electrical & Electronics from Anna University and a Master of software engineering management, Software & Strategic Management, and a PhD, Enterprise Architecture, Strategic Management, Cloud Computing, from University of Technology, Sydney.
  Iosif Ziman was most recently Nomura Principal Investments Hong Kong’s head of technology since 2008. He has spent the past 15 years in Asia as a technology professional with a wide range of expertise across trading systems areas including order execution, risk management, operations and control areas across equities and fixed income. Mr. Ziman joined Lehman Brothers Japan in 2004 where he lead equity derivatives trading technology teams most notably implementing the suite of the company’s next generation’s equity derivatives structured products risk management systems.
From 2000 he joined Dresdner Kleinwort Japan, where he has been responsible for cash and portfolio trading technology and implemented the firm’s warrant market making platform for Japan. Before 2000 he spent 3.5 years with Fusion Systems where he has been the lead for the FOX (Fusion Order eXecution) system which has been implemented by more than 15 major investment banks in Japan and Asia region (including Goldman Sachs, Morgan Stanley, JPMorgan and others) to the extent that in the early 2000’s about 30% of the Tokyo Stock Exchange volumes went through the system’s various implementations.
Mr. Ziman holds a B.S. (1994) and a M.Sc. (1995) in Computer Science from the Technical University of Cluj-Napoca, Romania.
  Jonathan Brogaard is Professor of Finance at the University of Washington's Foster School of Business. He obtained a joint JD - PhD in Finance from the Northwestern University School of Law / Kellogg School of Management.
His current research interests involve understanding the activities of high frequency traders and their impact on financial markets. Outside of academia, Dr. Brogaard consults for quantitative-based hedge funds.
  Victor Lebreton is Managing Director with Quant Hedge. Mr. Lebreton manages the strategies and the electronic trading platform for Quant Hedge, a proprietary trading company. He has a background in IT management and consulting firm. Since 2005 he has developed automated strategies for his own and in 2008 he moved to electronic trading to deploy its trading strategies based on cutting edge approach.
Today, Mr. Lebreton is also a teacher for electronic markets for ECE, a major engineer school in Paris. His investment research is based on FX/Future/Index systematic trading and algorithmic trading. He shares a passion for contemporary art and cultural asset investment for which he has published an article "The Online art selling / La vente en ligne d’oeuvres d’arts. Paris : 2008". He is also working on an Art fund project.


High-Frequency Trading Leaders Forum 2010

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