MASTER OF MATHEMATICAL FINANCE PROGRAM

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January 18-21, 2018

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Danilo Simonelli

Danilo heads Ontario Teachers' hedge funds program. His team manages the allocation to global hedge funds across multiple strategies. He joined Ontario Teachers'  in  2005 as  part  of  the Emerging  Markets.


Fixed Income team. Danilo serves on the Counterparty Credit Committee, a cross department group that reports to the Fund's Investment Committee on decisions related to bilateral agreements with banks and dealers, as well as on the Fund's Emerging Markets Committee.


He worked at JPMorgan in its London office as a member of the debt capital markets origination group, covering European financial institutions and  the  Republic  of  Italy. Danilo holds a Master in Financial Economics from the University of Toronto, he is a CFA charter holder and he has an ICD.D certification from the Institute of Corporate Directors.

Appointed as President and Chief Investment Officer of University of Toronto Asset Management (UTAM) in September 2016, Daren is responsible for all aspects of the business.


Daren joined UTAM in November 2008 and has over fifteen years of investment experience. Before his current role, he led the investment team that is responsible for all investment related manager selection, monitoring, and portfolio construction activities.


Before joining UTAM, Daren was as a partner and senior member of the investment team at Keel Capital, which managed all of the assets for a Nova Scotia-based pension plan.  Daren is a qualified actuary and spent the early part of his career in various actuarial roles at Sun Life Financial and Maritime Life.


Daren holds an undergraduate degree in Actuarial Science (B.Sc.) from the University of Western Ontario, a Master's degree in Statistics (M.Sc.) from the University of British Columbia and a Master's degree in Economics (M.A.) from McMaster University. He is a Fellow of the Society of Actuaries (FSA), and a Fellow of the Canadian Institute of Actuaries (FCIA). Daren holds the Chartered Financial Analyst (CFA), the Chartered Alternative Investment Analyst (CAIA), and the Financial Risk Manager (FRM)

Daren Smith

Martin is Head of Alternative Investments at Bayerische Versorgungskammer (BVK), Germany’s largest public pension fund with total AuM of € 80 bn. He is responsible for a € 10 bn. portfolio of Private Equity, Infrastructure, Timber, Hedge Funds and Commodities.

Martin joined BVK in March 2007 as an Analyst for Alternative Investments.

He received a Diploma in Business Administration from the University of Passau, Bavaria, and holds the Chartered Alternative Investment Analyst designation.


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Martin Koneberg

Julie Cays is the Chief Investment Officer at the Colleges of Applied Arts and Technology (CAAT) Pension Plan which is the jointly sponsored, defined benefit pension plan for the employees of the Ontario college system and several other employers.   Julie joined CAAT in 2006 and has been instrumental in shaping the $10 billion CAAT investment portfolio to meet the Plan's long term funding goals.  She has more than 30 years of capital markets and pension investment experience gained in various treasury and risk management roles at CIBC and as a Vice President at Healthcare of Ontario Pension Plan (HOOPP).

Julie is Chair of the Canadian Coalition for Good Governance, Chair of the Investment Committee of the J.W. McConnell Family Foundation, and past Chair of the Pension Investment Association of Canada.

Born in Toronto, she received her degree in economics from the University of Waterloo and has her Chartered Financial Analyst designation.


Jin has been working at CPP Investment Board for almost 6 years. The most recent 2.5 year journey is as an associate at Thematic Investing Quantitative team, mainly focusing on global systematic strategies. Jin's main interest and work are quantitative research on macroeconomic signals focusing on demographics. Jin has extensive and hands-on experience on BigData, data analysis and exploration especially in Python programing. Also with the recent team development, Jin is more inclined to focus on Machine Learning and AI.

 

Jin has a bachelor's degree in Computer Science, from Fudan University in Shanghai China; and a master's degree in Finance from Rotman, University of Toronto.

Julie Cays

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Jin Qian

Tim Zhang

Tim Zhang is Senior Manager of Due Diligence & Advisory Group at Ontario Teachers' Pension Plan Board.  Tim's group employs a risk based approach towards conducting enterprise risk assessment for external investment managers prior to OTPP proceeding with an investment decision.  His group consults with the OTPP's Investment Division on how best to structure the proposed investment deals; as well as selects and manages key infrastructure providers including managed account platforms, fund administrators, valuation agents, compliance consultants, background check providers and other service providers.  

 

Before joining Teachers' in 2013, Tim was Vice President at Citi Hedge Fund Services where he helped establish Citi's Global Investor Service Center in Toronto.  Prior to that, he was Vice President at Citco Fund Services where he was responsible for overseeing outsourced fund mid/back office operations for a number of large global hedge / private equity fund clients. Before Citco, Tim worked at Credit Suisse, First Boston as a Treasury Product Controller. 

Mr. Basnicki joined Campbell & Company in June 2016 as a Product Specialist, Director of Consultant Relations, for our Client Solutions Group. Prior to joining Campbell & Company, Mr. Basnicki was an Investment Officer at the Teachers Retirement System of Illinois (TRS) and co-managed a $3.5 billion absolute return portfolio as well as a separate $3.5 billion risk parity portfolio. At TRS, Brennan was responsible for educating the pension committee on potential benefits of CTA strategies and allocated a significant amount of capital to such. Prior to joining TRS, Brennan was a Proprietary Trader in Toronto at DV Trading and Swift Trade. Upon obtaining his Bachelors, Brennan worked for BMO Nesbitt Burns as a Private Client Associate. Brennan earned his Bachelors of Arts in Political Sciences at the University of Western Ontario, and a Master's of Science, with distinction, in Investment Analysis, from the University of Stirling, Scotland. Brennan holds his CFA, CMT and CAIA designations.


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Brennan Basnicki

Ranjan Bhaduri

Dr. Ranjan Bhaduri is the President and CEO of Bodhi Research Group.  Dr. Bhaduri has extensive experience in liquid alternatives, structural alpha techniques, and due diligence. Previously at Morgan Stanley, Dr. Bhaduri served on an investment committee, conducting due diligence and helping design customized portfolios of alternatives. He has also worked at a multi-billion-dollar fund of funds, and a managed account platform. He has held advisory roles at the East-West Center, a leading think tank on the Asia-Pacific region, and at ClassMouse, an early-stage software firm. He has taught finance and mathematics at several universities and lectured on derivatives for the Montreal Exchange. Dr. Bhaduri was invited by the CME to be part of a special delegation that met with regulators in Beijing and Taipei to discuss hedge fund issues. Dr. Bhaduri has published papers on advanced portfolio construction and risk management techniques, and has been a guest speaker worldwide regarding these topics. Dr. Bhaduri holds both the CFA and CAIA charters. He serves on the Board of AIMA Canada and AIMA's global research committee.


Andrew is primarily involved in the research, development and programing of ReSolve's proprietary quantitative models for portfolio management. Prior to joining ReSolve, Andrew worked at Memorial University, where he developed statistical models to assist in oil reservoir optimization. Andrew graduated from Memorial University with an Honours B.Sc. in Applied Mathematics & Physics, and earned his M.A. in Applied Mathematics & Statistics, majoring in Financial Engineering, from York University. He is currently a Level III Candidate in the CFA® program.



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Andrew Butler

Ben Djerroud

Ben is the Senior Director for Portfolio Analytics & Management. Prior to joining Sigma in 2000, Ben spent 13 years as researcher in nuclear and particle physics, conducting experiments at various international labs in France (Paris, Strasbourg), Canada (Chalk River) and the US (Michigan State, Lawrence Livermore Lab). He then joined the RiskLab/University Toronto to work on applied math projects for the financial industry in collaboration with Prof. Seco. Ben holds a Ph.D. from the Université Louis Pasteur in Strasbourg, France (1992). Following a national exam, Ben was among the top 10 recipients awarded a full scholarship by the French government to complete the PhD program.



Adrian de Valois-Franklin is the CEO of Castle Ridge Asset Management, a Toronto based Hedge Fund using self-evolving Artificial Intelligence to power its investment strategies.  Prior to co-founding Castle Ridge, Adrian was an investment manager with some of the world's largest financial institutions.  As a member of the Private Equity team for the $300 billion CPP Investment Board, Adrian identified and executed global mega-cap acquisitions and financings across various industries.  While in Silicon Valley, Adrian focused on technology sector investments with Accel-KKR; originally a joint venture between the private equity firm Kohlberg Kravis Roberts & Co. and the venture capital firm Accel Partners.  Previously, Adrian was an Investment Banker with Goldman Sachs in New York and San Francisco.




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Adrian de Valois-Franklin

Sidney Wagfall

Sidney Wigfall is the Founding and Managing Partner/Consultant & Managing Corporate Counsel of SCA Compliance + Consulting Group  and SCA Corporate & Compliance Counsel Group, a management and operations, legal and regulatory/compliance consulting group advising asset management firms, investment/securities firms and professionals, and buyers/sellers of investment firms, including private equity firms.

With 20-plus years of expertise in regulatory-compliance and asset-fund management matters, Sidney designs and administers the regulatory/compliance and risk management functions of investment firms of all sizes and ranges of assets under management (AUM).  

Sidney is a member of the Association of SEC Alumni, National Association of Investment Companies, Midwest-Chicago Chief Compliance Officers Group, Securities Industry & Financial Markets Association, American Bar Association, and American Corporate Counsel Association.



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