Agenda
Agenda
Agenda
09:30 – 09:35
Welcome Message
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.
09:35 – 09:50
Fireside chat: What Risk Tools do Buy Side Asset Managers Need for Current and Future Investments
This session will explore and examine risk requirements that are unique to the buy side, along with delving into market, credit, and liquidity across multi-assets. It will discuss relative risk that asset managers are measured against pre-determined allocation benchmarks, looking at the base tools required as well as specialized risk coverage needed across asset classes and styles of investing. The breadth of risk tools, technology and methods of access will be covered.
Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Luke Armstrong is the Head of Buy Side Risk at S&P Global Market Intelligence. He has a decade of experience in buy side risk management working at CQS and Bluebay Asset Management. As Head of Buy Side Risk, he is responsible for the design and build of S&P Global Market Intelligence's next generation buy side risk management platform. Luke holds a BEng in Aerospace Engineering with first class honours from the University of Southampton.
09:50 – 10:15
Panel Discussion: Portfolio Construction, Attribution, Risk / Return Optimisation
The panel discussion will be centered around portfolio construction, portfolio performance attribution and analytics trends, with a particular focus on multi-asset portfolios. The speakers will also highlight the investment trends and how they are diversifying their portfolios via traditional and alternatives asset classes – PE, Direct Lending, Direct Investing. With a key focus on considering various risk/ return factors, such as market liquidity, credit, operational risks, and environmental, social, and governance (ESG) risks when analyzing potential investments.
Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Ms. Chang has over 20 years of experience in risk management, investment research, and financial analytics. She is currently the CRO of Axonic Capital LLC, a New York based investment advisor.
Previously, she served as the CRO at Angel Oak Capital Advisors since 2014. Prior to joining the buy side, Ms. Chang served in various financial roles at Wells Fargo and Wachovia Securities for a decade. Ms. Chang holds a B.A. degree in Finance from Wuhan University and an M.B.A from the College of William and Mary, where she graduated with distinction, beta gamma sigma. She holds the CFA®, the FRM, and the CAIA designation.
Sam Rubandhas is the Executive Director and Head of Technical Sales for EMEA at MSCI. He has been associated with MSCI for more than 15 years, specializing in MSCI multi-asset class product, factor modelling and simulation methodologies for the forecasting of portfolio risk asset valuation for derivative instruments. Currently leads a team of product specialists who guide clients & prospective clients on MSCI solutions such as risk, performance, climate and ESG requirements on their portfolios. He is an active participant in discussions with strategic clients including large institutional investors around the world helping them model private asset classes like real estate private equity and infrastructure.
10:15 – 11:00
Panel Discussion: State-of-the-State in Expertly Managing the Investment Management Lifecycle
This session will examine the latest technology and tools in the front-to-back portfolio workflow (the investment management lifecycle) including portfolio construction, decision support, trading, investment management and analytics. It will address how both buyside participants and investment managers can respond to regulatory, economic environment and technology demands. Also, how to improve portfolio performance and manage risk in today's volatile market environment by integrating multi-assets, incorporating risk and performance analytics, and incorporating ESG risk assessment.
Sudipto is the head of investment risk for Principal Asset Management. Sudipto joined Principal in April 2022. Prior to this, he was the Deputy Head of Investment Risk at Lord, Abbett & Co. LLC, an independent, privately held investment management company, where he spent six years developing and executing the investment risk management program across all asset classes.
Before Lord Abbett, Sudipto spent seven years at Goldman Sachs as a fixed income quantitative strategist focusing on asset backed securities, commercial and residential mortgage-backed securities and real estate. Sudipto has a PhD degree in Mechanical Engineering from the University of Illinois at Urbana-Champaign, IL, USA and is also a CFA charter holder.
Having joined Chartis in July 2020, Jay’s primary focus is to lead and build-out our offerings for the buy-side, both in asset management and wealth management. Buy-side is a focused area of Chartis’s expansion and we are delighted to have Jay leading this area which is increasingly important for both our clients and the industry in general. Jay was most recently a Senior Principal at Finastra. Prior to this he spent 4 years as a Senior Analyst at Celent, 4 years as the Director of Capital Markets at HP, 5 years as a Research Director at Gartner and his first 8 years in industry as a Group Manager in fixed income IT at UBS.
Jay holds a BFA from Cooper Union, a BA from Saint Lawrence University and an MBA in Finance from NYU Stern School of Business. Additionally, Jay is Series 7 certified with FINRA.
Walter Joyce is Head of Investment Services with TIAA, Investment Management Group where he leads the trading, trade operations, investment reporting and data analytics teams.
Walter has over 20 years of financial services experience and has held several senior leadership positions, including six years as the Chief Operating Officer of an institutional brokerage and investment firm in New York and four years as Head of Equities responsible for global trading, investment research and operations. Additionally, he spent four years as a senior consultant to various investment managers, including TIAA, Wilmington Trust, TD Institutional, PNC Investments and CGI.
Walter holds a degree in Management from the University of Alabama and an M.B.A. in Finance from Thunderbird School of Global Management.
Jeffrey joined Antara Capital in October 2022 and serves as Chief Risk Officer (CRO). Prior to Antara, Jeffrey spent 4 years as Chief Risk Officer of TPRV Capital, a multi-asset class relative value strategy, where he oversaw all aspects of risk management. Prior TPRV, Jeffrey spent 10 years at Fortress Investment Group, finishing as the Director of Risk. At Fortress, Jeffrey was responsible for market risk management of all liquid markets hedge fund strategies.
Rafique is a highly-skilled and results-oriented leader of over 20 years, comfortable in both strategy and execution, and with a strong track record of success in business, technology and data innovation in the financial services industry. Visionary leader of enterprise-wide data transformation, successfully established 10+ year vision for the advanced investment data solutions and led the execution of that vision, by example. Subject Matter Expert who delivered IBOR platform from scratch to provide real-time market values, exposures, performance, and attribution across all asset classes (including exotic derivatives products). Trusted leader credited with building inclusive, collaborative, and high-performing teams and a proven track record in delivering superior value to investors and clients.
As Principal Solution Architect at MFS, Rafique and the Data Management office team are responsible for leading the vision, strategy, execution and architecture blueprint of the data office in order to provide effective business and technology solutions to meet emerging business needs. This includes, but isn’t limited to, establishing and evolving the data office strategy and vision based on industry trends and evolving market conditions, facilitating the discovery phase of the data office initiatives by bringing together stakeholders to assess viability and capability gaps, and working across business and technology to implement the overarching strategy and vision.
Chris is the Head of US and Global Strategy at FINBOURNE. With global experience spanning North America, Japan, Singapore and the UK, Chris has a proven track record for driving operations and strategy within banks, consultancies and starts ups, in the financial services industry.
In his previous roles, including Global Head of Markets Regulatory Change at Natwest Markets, Chris has been responsible for creating revenue and growth opportunities, while also eliminating cost and operational risk. With significant time spent at RBS and other firms in capital markets, Chris’s rich experience ranges from heading up regulatory change programs such as MiFID II, Dodd-Frank and EMIR reforms, through to overseeing technology operations and emerging markets integrations.
In his current role Chris is focussed on driving adoption of FINBOURNE’s solutions across North America, as well as evolving the company’s global commercial strategy.
11:00 – 11:15
Fireside chat: Exploring Value Delivery and Limitations of Quantitative Investing: Best Practices and Technology Innovations
The discussion will focus on delivering value through quantitative investing and the limitations and opportunities of using a quantitative approach. The role of technology, including AI, NPL, ML, and Quantum AI, in quantitative asset management is also explored. The experts will highlight the latest best practices in applying quantitative strategies adopted by buy-side firms to drive better outcomes for investors. Additionally, they will evaluate how quantum technology is set to transform investment operations and what firms can do to benefit from the latest innovations.
Jack Sarkissian is an asset manager currently overseeing quantitative trading as the Managing Partner of Algostox Trading. Prior to Algostox, Jack worked as the Chief Investment Officer of EG Capital Partners managing $3 billion in assets of pension funds, HNWIs, and corporate accounts. Prior to EGCP Jack ran a risk management department and held senior quantitative analytic positions in investment banks.
Physicist by background, Jack Sarkissian is known for demonstrating the quantum nature of price formation on microstructural level and developing the Quantum Pricing Theory, a microstructural framework for modeling liquidity, bid-ask spread, trade execution, and trade negotiation.
Jack's expertise includes portfolio management, high-frequency trading, risk management, and quantum decision-making algorithms.
Having joined Chartis in July 2020, Jay’s primary focus is to lead and build-out our offerings for the buy-side, both in asset management and wealth management. Buy-side is a focused area of Chartis’s expansion and we are delighted to have Jay leading this area which is increasingly important for both our clients and the industry in general. Jay was most recently a Senior Principal at Finastra. Prior to this he spent 4 years as a Senior Analyst at Celent, 4 years as the Director of Capital Markets at HP, 5 years as a Research Director at Gartner and his first 8 years in industry as a Group Manager in fixed income IT at UBS.
Jay holds a BFA from Cooper Union, a BA from Saint Lawrence University and an MBA in Finance from NYU Stern School of Business. Additionally, Jay is Series 7 certified with FINRA.
11:15 – 11:35
Fireside Chat: Asset Management Trading Desk & Portfolio Management Merge
This presentation will go over the current state of the investment management functionality and technical necessities being leveraged for investments. The linkage between the trading desk and the portfolio manager.
Having joined Chartis in July 2020, Jay’s primary focus is to lead and build-out our offerings for the buy-side, both in asset management and wealth management. Buy-side is a focused area of Chartis’s expansion and we are delighted to have Jay leading this area which is increasingly important for both our clients and the industry in general. Jay was most recently a Senior Principal at Finastra. Prior to this he spent 4 years as a Senior Analyst at Celent, 4 years as the Director of Capital Markets at HP, 5 years as a Research Director at Gartner and his first 8 years in industry as a Group Manager in fixed income IT at UBS.
Jay holds a BFA from Cooper Union, a BA from Saint Lawrence University and an MBA in Finance from NYU Stern School of Business. Additionally, Jay is Series 7 certified with FINRA.
Frank Loughlin is Global Head of Execution Services at AllianceBernstein. In this role, he oversees the equity execution platform globally, with responsibility for strategy, technology and infrastructure, talent management, and external partnerships. Previously, Frank was global co-head of equity trading for eight years. Since joining the equity trading team in 1993, he has led or co-led various equity trading desks and held senior level roles within equity trading. Frank joined the firm in 1990 as an associate portfolio manager in equities. He holds a BA from the University of Notre Dame and an MBA from the Gabelli School of Business at Fordham University. He is a CFA charterholder and a member of both the CFA Institute and CFA Society New York.
Frank serves as chair of the board of directors of Sustainable Trading (Sustainable Financial Markets Ltd.), a nonprofit membership network dedicated to transforming ESG practices in the financial markets trading industry. He has previously served on numerous industry advisory bodies and is currently a member of the New York Stock Exchange Institutional Trading Advisory Committee and the National Organization of Investment Professionals (NOIP). He serves on the board of directors of Queens Community House and Tennessee Innocence Project and formerly served on the advisory board of the Gabelli School at Fordham University.
11:35 – 11:50
Buy Side50 winners' announcements 26-50
11:50 – 12:00
Closing remarks and end of Day 1
Mark has over 30 years’ experience in global capital markets, consulting and associated technologies, focusing on risk management, front- and middle-office platforms and data management. Before Chartis he held executive positions in large global financial institutions, consultancies and FinTechs, in various roles including platform and software development, solution architecture, large-scale program management, vendor selection and implementation, and strategy development and execution.
With a background covering the front, middle and back office, Mark brings to Chartis a holistic view of business, technology and regulatory issues across the enterprise, and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology, and his work in this area includes: leading the global teams for risk technology at RBS Capital Markets and AIG; working with middle- and front-office technology teams at Barclays Capital; extensive consulting experience with major consulting organizations including EY and Deloitte; and extensive vendor experience, including time at Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is a Fellow of the Institute of Chartered Accountants in England and Wales.
09:30 – 09:35
Welcome Message
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.
09:35 – 09:50
The March to T Plus One and What the Buy Side Needs to Know
This presentation will go over the current state of the SEC and Canadian/US Market move to a T+1 settlement cycle. Primarily it will focus on aspects the buy side needs to be acutely aware of.
Having joined Chartis in July 2020, Jay’s primary focus is to lead and build-out our offerings for the buy-side, both in asset management and wealth management. Buy-side is a focused area of Chartis’s expansion and we are delighted to have Jay leading this area which is increasingly important for both our clients and the industry in general. Jay was most recently a Senior Principal at Finastra. Prior to this he spent 4 years as a Senior Analyst at Celent, 4 years as the Director of Capital Markets at HP, 5 years as a Research Director at Gartner and his first 8 years in industry as a Group Manager in fixed income IT at UBS.
Jay holds a BFA from Cooper Union, a BA from Saint Lawrence University and an MBA in Finance from NYU Stern School of Business. Additionally, Jay is Series 7 certified with FINRA.
09:50 – 10:20
Panel Discussion: Embracing ESG Standards and Technology Solutions: Meeting the Rising Expectations of Clients, Regulators, and Investors in Today's Business Landscape
The session will focus on the environmental, social, and governance (ESG) considerations that have become an important factor for clients, regulators, and investors. It will consider the need to meet the rising ESG expectations by embracing ESG standards and leveraging innovative technology solutions and how this goal can be achieved through stakeholder engagement in advancing ESG standards and providing insights, regulatory updates and understanding investor expectations. It will also address how firms can ensure they are up to speed with changes in the ESG regulatory landscape and how investment processes should be developed to support enhanced ESG reporting. Finally, it will look at how data and technology firms can partner with asset managers to drive improving ESG capabilities to match the incoming regulations and standards.
Dylan is an enterprise technology strategist and researcher with Chartis Research. Dylan helps firms to leverage and develop bold technology solutions to enable financial crime risk management and ESG-aware investment. Previously Dylan held a variety of research-centric roles at Accuity and LexisNexis Risk Solutions, a leading provider of financial crime risk management solutions. Dylan contributed significantly to developing the vendor’s understanding of financial crime risk management markets, supported development of product strategy through new product research, and led key go-to-market initiatives including product launches. Dylan graduated from Washington University in St. Louis in 2017 with a Bachelors’ degree in Anthropology and Managerial Economics.
Fate Saghir CPA, CMA
Senior-Vice President, Head of Sustainability and Marketing
Mackenzie Investments
Fate Saghir leads Sustainability and Marketing at Mackenzie Investments. Fate is also the Chair of the Sustainability Steering Committee and the Head of Mackenzie’s Sustainability Centre of Excellence, dedicated to developing capabilities and enriching technical expertise of environmental, social and governance (ESG) factors in support of corporate strategy, investment management practices and sustainable product offerings. Fate brings thought leadership, education and tools aligned to creating sustainable investments to institutional clients, advisors and investors. Since joining Mackenzie in 2017, Fate led the development and launch of Precision, an intuitive investment analytics technology that assists financial advisors in the research and analysis of Canadian investments. She then established a new function, Market Strategy and Innovation, focused on research, insights and innovation enabling fact based and client centric decision-making at IG Wealth Management and Mackenzie Investments.
Fate has over 15 years’ experience in financial services building new sustainable business models through strategic research and insights, a strong client orientation and a focus on generating long-term value for all stakeholders.
She sits on the Advisory Boards for Timea’s Cause, an organization dedicated to building awareness in human trafficking and the Women’s Collection, an organization focused on enabling financial literacy for women. In 2021, she joined the Responsible Investment Association’s Leadership Council and joined the board of the Mackenzie Investments’ Charitable Foundation Board. She was also named a Clean50 2022 Honouree in recognition of her efforts to advance the cause of sustainability and clean capitalism in Canada. Fate has a Bachelor of Commerce from the University of Windsor and is a Chartered Professional Accountant (CPA, CMA).
Wei Shi is a Professor of Management and Cesarano Faculty Scholar at Miami Herbert Business School, University of Miami. His primary research interest focuses on corporate governance, ESG, and strategic decision making.
He has taught courses on strategic management, corporate strategy, strategic governance, and corporate governance. He coauthored the book entitled “Understand and managing strategic governance.” His research has been covered by Harvard Business Review and the Wall Street Journal. He currently serves as a board member of International Corporate Governance Society and advisor to VeriStell Institute.
Elisabeth Seep leads the sustainable investment product strategy at RIMES Technologies. As a pioneer and advocate for ESG data over the last twenty years, she was most recently a Director in the MSCI ESG product team; specializing in fixed-income. While at MSCI, she tackled the data challenges related to ESG integration into fixed-income asset classes and developed new, innovative ESG and climate products for the investment management industry. Previously, she developed the sustainable finance franchise at BNP Paribas North America, trained credit teams on how to integrate ESG data into their risk analysis, and started her career learning about corporate governance at Moody’s.
10:20 – 10:30
Presentation: ESG Buy Side Investment Concerns
This presentation will go over the current needs of portfolio managers and the tools, modelling methodology to fulfil SFDR regulatory requirements and measure appropriate portfolio concentration levels.
Dylan is an enterprise technology strategist and researcher with Chartis Research. Dylan helps firms to leverage and develop bold technology solutions to enable financial crime risk management and ESG-aware investment. Previously Dylan held a variety of research-centric roles at Accuity and LexisNexis Risk Solutions, a leading provider of financial crime risk management solutions. Dylan contributed significantly to developing the vendor’s understanding of financial crime risk management markets, supported development of product strategy through new product research, and led key go-to-market initiatives including product launches. Dylan graduated from Washington University in St. Louis in 2017 with a Bachelors’ degree in Anthropology and Managerial Economics.
10:30 – 11:05
Panel Discussion: Creating a sustainable and effective investment strategy
In the light of carbon neutrality targets, what are the key components that should make up any climate portfolio?
The session will focus on how the EU Taxonomy and SFDR regulations are influencing the concentration of GHG/carbon in asset manager portfolios and the ways to identify the best sources of climate, GHG, and carbon data to make informed decisions. It will examine how temperature-aligned asset alignment and the analysis of data gaps and timings are essential components of the process. It will also assess the current state of climate portfolio construction, ESG attribution, and real-time assessment.
Dylan is an enterprise technology strategist and researcher with Chartis Research. Dylan helps firms to leverage and develop bold technology solutions to enable financial crime risk management and ESG-aware investment. Previously Dylan held a variety of research-centric roles at Accuity and LexisNexis Risk Solutions, a leading provider of financial crime risk management solutions. Dylan contributed significantly to developing the vendor’s understanding of financial crime risk management markets, supported development of product strategy through new product research, and led key go-to-market initiatives including product launches. Dylan graduated from Washington University in St. Louis in 2017 with a Bachelors’ degree in Anthropology and Managerial Economics.
Iancu focuses on climate investment and engagement at London-based Fulcrum Asset Management. He has previously worked for Legal & General Investment Management, where he led the stewardship team’s work in the energy sector and advised institutional clients on sustainability, and for climate finance think-tank the Carbon Tracker Initiative.
Recognised as a ‘rising star’ of sustainable investment by Investment Week, Iancu is one of the lead authors of the CFA Institute’s Certificate in ESG Investing, and holds degrees in philosophy and public policy.
Alain Robert-Dautun has over 20 years of experience in the financial markets and asset management, including in hedge funds investment and risk management. Before joining Sycomore Asset Management in 2006 as head of risk management, he was senior investment analyst and member of the investment team at Allianz Alternative Asset Management, before which, he was portfolio manager for a long short equity fund for CPR Asset Management. Previously, Robert-Dautun has served as head of new products development for JP Morgan, head of asset allocation for State Street Global Advisors and quantitative analyst for Sinopia Asset Management. He holds a master's degree in statistics from the Paris Institute of Statistics, is a CFA charterholder and is member of the Institute of Actuaries. Robert-Dautun is a member of the risk commission for the French Asset Management Association.
Jean Jardel, a Quantitative Researcher at Kanopy AM, is responsible for implementing the financial and non-financial strategy of Kanopy Active Climate Transition, a global equities fund.
He plays a key role in developing a sustainable approach that balances financial performance with alignment to the Paris Agreement.
With a solid background in Data Science and Machine Learning from the School of Mines in France, Jean specialized in Asset Management through the Master 203 in Financial Markets at Paris-Dauphine University.
Ronja Wöstheinrich
Associate Vice President, ESG Methodology - Regulatory Solutions & Fixed Income
ISS ESG
As ESG Methodology Lead – Regulatory Solutions & Fixed Income at ISS ESG, Ronja tracks regulatory developments across the globe, assesses their implications for institutional investors, and designs data solutions for investors. In recent years, Ronja has led the development of ISS ESG’s EU Taxonomy as well as SFDR Solutions. Since 2022, Ronja also serves as a member of the European Securities and Markets Authority (ESMA)’s Consultative Working Group for the Sustainability Standing Committee.
Melissa Brown generates unique insights into risk trends by consolidating and analyzing the vast amount of data on market and portfolio risk maintained by Axioma (now part of Qontigo). Melissa’s perspectives help both clients and prospects to better understand and adapt to the constantly changing risk environment.
As an author of Qontigo Insight: Quarterly Risk Review, Melissa reports on the state of risk in publicly traded equity markets around the globe. In addition, she produces periodic special reports on a broad range of topics of interest to investors and asset owners, is a frequent speaker on the subject of market risk and is often quoted by the financial media.
Prior to joining Axioma in 2011, Melissa was Managing Director and head of the institutional business at Wintrust Capital Management. Before that she spent 10 years at Goldman Sachs Asset Management, most recently as a Partner in the Quantitative Investment Strategies (QIS) Group.
At Goldman Sachs Asset Management, she worked closely with clients as the senior portfolio manager for GSAM’s US Equity Strategy, before becoming co-head of Client Portfolio Management in the QIS Group. She was previously Director of Quantitative Research at Prudential Securities, where among other things she popularized the idea of the “cockroach theory” of earnings surprise and appeared on Institutional Investor’s “All-Star” list for 10 straight years.
Melissa is a Chartered Financial Analyst. She holds a BS in economics from The Wharton School of the University of Pennsylvania and an MBA in finance from New York University
11:05 – 11:20
Buy Side50 winners' announcements 1-25 & category winners
11:20 – 11:30
Closing remarks and end of conference
Mark has over 30 years’ experience in global capital markets, consulting and associated technologies, focusing on risk management, front- and middle-office platforms and data management. Before Chartis he held executive positions in large global financial institutions, consultancies and FinTechs, in various roles including platform and software development, solution architecture, large-scale program management, vendor selection and implementation, and strategy development and execution.
With a background covering the front, middle and back office, Mark brings to Chartis a holistic view of business, technology and regulatory issues across the enterprise, and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology, and his work in this area includes: leading the global teams for risk technology at RBS Capital Markets and AIG; working with middle- and front-office technology teams at Barclays Capital; extensive consulting experience with major consulting organizations including EY and Deloitte; and extensive vendor experience, including time at Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is a Fellow of the Institute of Chartered Accountants in England and Wales.