Mr. Harley Bassman is a Managing Partner at Simplify Asset Management, a designer and manager of ETFs that offer better portfolio solutions for Financial Advisors and Independent Investors. He created, marketed and traded a wide variety of derivative and structured products during his twenty six year career at Merrill Lynch. He is the creator of the MOVE Index, a key metric that quantities interest rate implied volatility. He has also held senior positions at Credit Suisse and PIMCO. Mr. Bassman has a B.A. in management science from the University of California, San Diego and an MBA in finance and marketing from the University of Chicago.
Bart Baum is the Co-Founder and Co-CIO of Ionic Capital Management, a firm that focuses on trading volatility. He has extensive experience managing relative value arbitrage strategies across multiple asset classes globally. Prior to starting Ionic in 2006, he was a Managing Director and Portfolio Manager in the US and European Volatility and Credit Arbitrage Group at Highbridge Capital Management LLC. He started working at Highbridge in its first month, September 1992. Focusing on equity options, warrants and mandatory convertibles, Mr. Baum developed and implemented many of Highbridge’s equity arbitrage trading strategies. Mr. Baum received an MBA from Fordham University and a BA in Political Science from SUNY Albany.
Vineer Bhansali, Ph.D. is the Founder and CIO of Long Tail Alpha, a firm that positions portfolios for the unexpected, while maintaining convexity. His 29-year investment career started at Citibank, where he founded and managed the Exotic and Hybrid Options Trading Desk. Dr. Bhansali later joined Salomon Brothers in its Fixed Income Arbitrage Group, followed by the CSFB Proprietary Trading Group. He was at PIMCO for 16 years, serving the last eight years as MD and Head of the Quantitative Portfolios Team, which he founded in 2008. He has received numerous awards, including the Graham and Dodd Scroll Award and TIME magazine’s college achievement award. Dr. Bhansali received his Ph.D. in Theoretical Physics from Harvard University in 1992 and M.S. and B.S. degrees in Physics from Caltech in 1987.
Robert Bogucki is the Global Co-head of Trading at Galaxy Digital. A highly seasoned risk manager and volatility expert, Rob has nearly 25 years of trading and investing experience. Rob built and managed multi-billion-dollar trading and client-facing businesses and ran macro risk for numerous top financial services organizations in the U.S., Asia, and London including Barclays PLC, Merrill Lynch, Morgan Stanley, and Goldman Sachs. He was most recently head of Global Macro trading at Barclays. Rob holds a Bachelor of Science Degree in Mechanical and Aerospace Engineering from Cornell University and continues to advise and consult the Cornell School of Engineering as an active alumnus. Rob served as a member of the Federal Reserve Bank’s Global FX Committee (FXC) for over 5 years in addition to the board of the Global Financial Markets Association (GFMA) for 2 years.
Paul Britton is Capstone’s Founder and Chief Executive Officer. Paul focuses on setting the firm’s strategy, developing our culture, attracting key talent and overseeing the execution of investment and business functions. Paul began his career with Saratoga Limited, trading options on the London International Financial Futures and Options Exchange (LIFFE), and co-founded Mako Global Derivatives in 1999. In 2001, Paul moved to New York to establish and manage Mako’s U.S. operations, the buyout of which he led to form Capstone in 2004. Paul received a B.A. degree in European Business Finance from London Metropolitan University.
Molly Freeman is a Senior Director on the Institutional Sales team at Bank of America. She has a dual mandate in her role for (1) driving revenues for the commodities franchise across Hedge Fund, Pension funds, Asset Managers, Family Offices, Endowment and Foundation clients, and (2) is a part of the Global Cross Asset Investable Index (II) Team and has responsibility for providing cross-asset investment solutions using our investible index platform, such as risk premia indices, to these same clients. Molly joined Bank of America from Citi in 2019, where she previously worked for 14 years in various roles including Cross Asset QIS Sales and Commodity Index Structuring in New York and London. Molly has a B.S in Mathematics from the College of the Holy Cross, and a Masters in Finance from the Massachusetts Institute of Technology.
Raymond Iwanowski is the Co-Founder of SECOR Asset Management, a global asset management firm that partners with clients across three business areas: quantitative investing, portfolio solutions and pension advisory. Prior to founding SECOR, Ray was Co-CIO of the Quantitative Investment Strategies (QIS) group at Goldman Sachs Asset Management. Before GSAM, Ray worked at Salomon Brothers as head of the Fixed Income Derivatives Client Research Group. Ray has published articles in The Journal of Portfolio Management and The Journal of Fixed Income. He serves on the Board of Trustees at Good Shepherd Services, a New York based social services agency. Ray earned a B.S. and B.A. from the University of Pennsylvania and M.B.A. from the University of Chicago.
James E. Keenan, CFA, Managing Director, is Chief Investment Officer and Global Co-Head of Credit within BlackRock Alternative Investors (BAI). He is responsible for the investment teams, process, and performance, partnerships with BlackRock’s distribution channels, and strategic planning and growth initiatives. Jim oversees leveraged finance, liquid alternatives, and private credit investment strategies including opportunistic, middle market direct lending, and specialty finance.
Yana Keresteliev, CFA is the Head of Quantitative Investment Strategies Sales Americas, Citigroup and is responsible for the marketing of systematic multi-asset derivatives solutions to institutional clients in the Americas. Prior to joining Citi, Yana was an Executive Director in Global Equity Derivatives at UBS, in charge of the QIS institutional client franchise in the Americas. Prior to that, Yana served as a Vice President and Senior Research Analyst on the Commodities teams at OppenheimerFunds, Inc. and Credit Suisse Asset Management, where she designed structured commodity baskets and relative value trades for institutional investors to monetize various risk premia as well as express tactical views to drive the implementations of the funds’ strategies. Yana holds a BSE, cum laude, in Operations Research and Financial Engineering from Princeton University and is a CFA charter holder.
Barry C. Knapp is the founder and managing partner of Ironsides Macroeconomics. Before founding Ironsides Macroeconomics, Barry was most recently a Senior Managing Director and Head of Macro & Public Policy Strategy at Guggenheim Securities. Previous roles included Managing Director and Head of Thematic Strategies for BlackRock Fundamental Fixed Income, Managing Director and Chief US Equity Strategist at Barclays Capital, and Managing Director in principal trading and equity derivatives at Lehman Brothers.
Dr. Deep Kumar is a principal and Co-Chief Investment Officer of III Capital Management. Dr. Kumar joined the firm in March 2003 and has been with the firm since that time, except for a ten-month period from January to October 2010. Prior to joining the firm, Dr. Kumar was at BNP Paribas in New York from 1995 to 2002, where he was the Chief Risk Officer for the USD rates group and oversaw the day-to-day risk taking by the group. Dr. Kumar has also done a great deal of work on volatility smiles and skews, much of which is used by a number of Wall Street firms for pricing and managing risks associated with options. Dr. Kumar is the co-author of “Managing Smile Risk,” published in Wilmott Magazine in July of 2002. Dr. Kumar holds a PhD in Hypersonics (1994) from Cranfield University, and an MSc in Aerodynamics (1992) as well as an MA in Engineering (1990) from Cambridge University.
Andrew Lapthorne joined Société Générale in London in November 2007 and heads up the Quantitative Index and ETF (QIE) Research Group which is located in Europe, North America and Asia. Andrew spent 11 years at Dresdner Kleinwort, starting out as a UK Quant analyst in 1996 and eventually becoming the Global Head of Quantitative Research. His team were ranked #1 in the last Extel survey and he was also ranked #1 as individual analyst for the last 11 years. The team writes and publishes on a wide variety of topics from macro right through down to market microstructure and is responsible for developing an extensive range of innovative systematic investment strategies.
Mr. Greg Lippmann is a Managing Founding Partner and the Chief Investment Officer of LibreMax. He is chairman of LibreMax’s Investment Committee, a non-voting member of its Risk Management and Valuation Committees, and a member of its ESG Committee. Prior to co-founding LibreMax, Mr. Lippmann was head of all non-agency RMBS, ABS and CDO trading globally at Deutsche Bank, where he led a team of 30 senior professionals in New York and London. Prior to joining Deutsche Bank in 2000, Mr. Lippmann was a Director and head of ABS/MBS Subordinate and CDO trading at Credit Suisse, which he joined in 1991. Mr. Lippmann graduated from the University of Pennsylvania in 1991, magna cum laude, with a B.A. in Economics and a minor in English.
Jens Nordvig, Ph.D. is a Danish-born economist specializing in foreign exchange markets and macroeconomic policy. He worked for eight years at Goldman Sachs in London and New York, most recently as a Managing Director and Co-Head of Global Currency Strategy, and then as a Senior Currency Strategist at Bridgewater Associates. Until 2016, he was the Global Head of FX Strategy and Head of Fixed Income Research, Americas at Nomura Securities. In 2016, Nordvig founded Exante Data, a data analytics company focused on macro strategy. Nordvig received his PhD in economics from the University of Southern Denmark.
Richard Rosenblum leads GSR across strategic initiatives and growth. He began his career at Goldman Sachs where he spent 11 years between New York and London in commodities trading as a Managing Director and Global Head of Crude Oil and Derivatives Trading. Prior to joining GSR, he spent a few years on the buy-side, running energy trading teams at two New York-based hedge funds. Rich earned a bachelor’s degree in Mathematics from Columbia University.
Paul E. Singer is the Founder, President Co-Chief Executive Officer, and Co-Chief Investment Officer of Elliott Investment Management, a Florida–based trading firm. Launched in 1977 with $1 million of capital, total assets under management for the Elliott funds have grown to approximately $51.5 billion as of December 31, 2021. Mr. Singer is co-founder of Start-Up Nation Central, an Israel-based non-profit organization. He is also chairman of The Manhattan Institute for Policy Research. Mr. Singer holds a B.S. in Psychology from the University of Rochester and a J.D. from Harvard Law School.
Boaz Weinstein founded Saba in 2009 as a lift-out of Saba Principal Strategies. At Saba, Mr. Weinstein leads a team of professionals, with the senior investment team having worked together for seventeen years. Prior to founding Saba, Mr. Weinstein was Co-Head of Global Credit Trading at Deutsche Bank, where he had dual responsibility for proprietary trading and market making. In proprietary trading, he founded Saba Principal Strategies to specialize in credit and capital structure investing. Mr. Weinstein worked at Deutsche Bank for eleven years, the last eight as Managing Director, a title he received at age 27. Mr. Weinstein graduated from the University of Michigan, Ann Arbor, with a BA in Philosophy.
John Zito is a Senior Partner and Deputy CIO of Apollo Credit and Co-Head of the firm’s Global Corporate Credit business. He is the Senior Portfolio Manager of multiple fund products, including the Credit Strategies Fund, Apollo Accord Fund and certain Global Liquid Managed Accounts. He joined Apollo in 2012 after five years as a Managing Director and Portfolio Manager at Brencourt Advisors, a multi-strategy hedge fund, where he oversaw all the firm’s credit investments. Prior to that, he spent five years at Veritas Fund Group. He is a CFA charter holder and has his A.B. in Economics from Amherst College.