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FT - Societe Generale Derivatives Conference

New York |
Speakers include:
Kenneth Langone

Kenneth Langone

Albert Edwards

Albert Edwards

Societe Generale

Edward Luce

Edward Luce

Financial Times

Overview

The Financial Times and Societe Generale are proud to host our first annual US Derivatives Conference.

The event is aimed at institutional investors and will provide an overview of the derivative landscape with a special focus on equities.

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fallback Add to my Calendar 11/01/2019 08:00:0011/01/2019 14:50:00trueFT - Societe Generale Derivatives ConferenceThe Financial Times and Societe Generale are proud to host our first annual US Derivatives Conference.The event is aimed at institutional investors and will provide an overview of the derivative landscape with a special focus on equities.FT---Societe-Generale-Derivatives-Conferenced6885647b51df286fbd3f98eef3183beMM/DD/YYYY

Keynote (1)

Kenneth Langone

Kenneth Langone

Businessman, Investor and Philantropist

Ken Langone is a businessman, investor, and philanthropist, most notable for co founding The Home Depot in 1978 and the 1968 IPO of Ross Perot’s company EDS while president of RW Pressprich. He eventually started his own firm, Invemed Associates LLC., an investment banking specialist firm. As a co-founder of The Home Depot Ken was the lead director and a member of the Executive Committee of its board until 2008. He served on the boards of ChoicePoint, General Electric, and YUM Brands. He currently sits on the board of UNIFI.

Mr Langone received a B.A. from Bucknell University and an M.B.A. from New York University Stern School of Business, which he attended at night while working on Wall Street. Thanks to Ken and his wife Elaine’s generosity that program was eventually renamed the Langone Part time Program and New York University Medical Center was renamed NYU Langone Health ,where Ken is currently Chair of the Board of Trustees.

Speakers (2)

Albert Edwards

Albert Edwards

Head of Global Strategy, Cross-Asset Research
Societe Generale

Albert Edwards joined SG in November 2007 as a Global Strategist after holding a similar post previously at Dresdner Kleinwort for almost 20 years. He began his career as an economist at the Bank of England in 1983. In his spare time, he spent 13 years as a justice of the peace (volunteer magistrate) in London and a similar time hearing appeals against compulsory detention under the UK Mental Health Act. Mr Edwards and his team have been ranked No. 1 in the Extel survey of Analysts every year since 2003, a record for the survey. He is most well known for having being an extreme equity bear (and bond bull) since 1997 as well as being extremely critical of central bank policies in the run-up to the bursting of the credit bubble.

Edward Luce

Edward Luce

Washington Commentator
Financial Times

Edward Luce is the Washington columnist and commentator for the Financial Times. He writes a weekly column, FT’s leaders/editorials on American politics and the economy and other articles. Mr Luce has worked for the FT since 1995 as Philippines correspondent, capital markets editor, South Asia bureau chief in New Delhi and Washington bureau chief between 2006 and 2011.

Chair and Moderators (3)

Robert  Armstrong

Robert Armstrong

US Finance Editor
Financial Times

Robert Armstrong is US Finance Editor at the Financial Times, having previously been the FT’s Chief Editorial Writer and prior to that, Head of the FT’s Lex column, which has been dispensing pithy, pungent and analytically informed financial commentary for nearly 80 years. Before joining the FT, Robert was a columnist at Dow Jones and an analyst at Seminole Capital, a long/short hedge equity fund. He is a Chartered Financial Analyst and has a PhD in Philosophy from Columbia University.

Keisha  Flint

Keisha Flint

Director, Equity Derivatives Sales
Societe Generale

Keisha Flint joined Societe Generale in 2007 and is a senior Equity Derivatives salesperson. She focuses on SG’s partnership with the bank’s largest hedge fund clients, centered on equity volatility as an asset class, alternative risk transfer and monetizing specific market catalysts.  She was previously with BNP Paribas and Cooper Neff. Ms Flint holds a bachelor’s degree in Economics from the University of Pennsylvania.

Brendan  Greeley

Brendan Greeley

US Economics Editor
Financial Times

Brendan Greeley covers the Federal Reserve, the Department of the Treasury and the US economy. Before that he was US editor for FT Alphaville, and wrote for Bloomberg Businessweek and the Economist.

Panelists (8)

Rishabh  Bhandari

Rishabh Bhandari

Managing Director and Senior Portfolio Manager
Capstone

Rishabh “Rish” Bhandari joined Capstone in November 2016 as a Managing Director and Senior Portfolio Manager to lead the Solutions desk and oversee the Solutions trading team. Mr. Bhandari has extensive and relevant experience actively trading, pricing, and risk managing the instruments which are a cornerstone to trading Capstone’s Solutions mandates. Mr. Bhandari joins Capstone most recently from Nomura, where he was hired to serve as a Managing Director on the Equity Derivatives desk. Prior to that, Mr. Bhandari spent eight years at Credit Suisse, from 2008 to 2016, where he had one of the fastest rises to Managing Director to become Head of the Equity Structured Products Trading desk. Earlier in his career, Mr. Bhandari was on the Equity Structured Products Trading Desk at Lehman Brothers and then Barclays Capital.

Mr. Bhandari holds a Bachelor of Engineering in Electronics from Mumbai University, and a Master of Science in Financial Engineering from Columbia University.

Evan  Brown

Evan Brown

Head of Multi-Asset Strategy and Executive Director
UBS Asset Management

Evan Brown, CFA is Head of Multi-Asset Strategy in the Investment Solutions team at UBS Asset Management. In this role, Evan drives macro research and tactical asset allocation investment process across asset classes. Additionally, he drives thought leadership to clients through advisory mandates and investment publications.

Prior to joining Investment Solutions, Evan was a strategist and trader for macro hedge fund portfolios at UBS O'Connor and Millennium.

Previously, Evan co-ran US FX Strategy at Morgan Stanley, where he ranked 2nd in the All-Americas Institutional Investor poll for Currencies/Foreign Exchange.

Evan worked on the New York Fed's Open Markets Desk from 2006 to 2009, where he briefed senior policymakers on financial market developments and helped build policy responses during the Great Financial Crisis.

Evan holds an MBA from the Stanford Graduate School of Business and a BA in economics from Brown University.

Erin  Browne

Erin Browne

Managing Director and Portfolio Manager
PIMCO

Erin Browne is a managing director and portfolio manager in the Newport Beach office, focusing on asset allocation strategies. In her role, she manages PIMCO's multi-asset strategies and has served as a rotating member of the Investment Committee. Prior to joining PIMCO in 2018, Ms. Browne was a managing director and head of asset allocation at UBS Asset Management, helping to drive the firm's macro research, capital market assumptions, tactical asset allocation, and strategic asset allocation views across asset classes. Previously, she was head of macro investments at UBS O'Connor, a multi-strategy hedge fund manager, and a global macro portfolio manager at Point72 Asset Management. Ms. Browne has also held roles at Citigroup, Moore Capital Management and Neuberger Berman, and she began her career at Lehman Brothers. She has 18 years of investment experience and holds a bachelor's degree in economics from Georgetown University.

Kit Juckes

Kit Juckes

Global Fixed Income Strategist
Société Générale

Kit Juckes joined Societe Generale as Global Head of FX Strategy in 2010, before taking an additional role covering fixed income, credit and currency strategy. Before joining the bank, he was Chief Economist at the ECU Group, a London based currency management firm. Prior to this, he worked at RBS Global Banking & Markets as Global Head of Research.

He joined RBS as a result of the takeover Natwest Markets where he was Head of Bond and Foreign Exchange Strategy. He was born in Kenya, brought up in France and studied economics at UCL in London.

He started his career in 1985 with MMS Ltd in Frankfurt and has worked at Mitsui Bank and at SG Warburg in London.

Naren  Karanam

Naren Karanam

Portfolio Manager
Millennium

Naren Karanam is a Portfolio Manager at Millennium trading several sub-strategies all specializing in Equity Volatility Arbitrage.  He runs a desk that looks at both Quantitative and Discretionary strategies.  He was previously a partner at Arrowgrass Capital.  He has a Bachelor of Economic Science from the University of Manchester, UK.

Kate  Moore

Kate Moore

Managing Director and Chief Equity Strategist
BlackRock

Kate Moore, Managing Director, is a member of the Global Allocation investment team and Head of Thematic Strategy. Her investment mandate includes identifying opportunities to exploit structural change, policy evolution, and dislocations across global industries. She is a member of the Human Capital Committee.

Ms. Moore’s service with the firm dates back to June 2016, when she joined as Chief Equity Strategist in the BlackRock Investment Institute. In that role, she was responsible for research on global equity markets, formulating tactical investment recommendations, and delivering thought leadership to both internal stakeholders and clients.

Prior to joining BlackRock, Ms. Moore was the Chief Investment Strategist for the Private Bank at J.P. Morgan and a member of the Global Investment Committee. In this role she set asset allocation and investment strategy for US discretionary multi-asset portfolios and managed a macro equity strategy for private clients. Before joining J.P. Morgan, Ms. Moore was the Senior Global Equity Strategist at BofA Merrill Lynch Global Research, an Emerging Markets Strategist at Moore Capital Management, and a member of the Global Strategy team at Morgan Stanley Investment Management, a team which managed several global asset allocation funds. Ms. Moore began her career as a strategy consultant for both Mitchell Madison Group and Silver Oak Partners.

Ms. Moore regularly contributes her macro and financial market views across a variety of global media outlets. She holds a B.A. in Political and Social Thought from the University of Virginia, where she currently serves on the Board of Managers of the Alumni Association. She also holds an M.A. in Political Economy from the University of Chicago.

Eric  Peters

Eric Peters

Founder, CEO and CIO
One River Asset Management

Eric Peters is the Founder, CEO, and CIO of One River Asset Management. He oversees the firm's business development and strategic initiatives and serves as Chairman of the Investment Committee. Prior to founding One River (FKA: Peters Capital Group) in 2013, Mr Peters served as Chairman of Grant Capital Partners, a $1.25 billion discretionary global macro hedge fund. In that role, he was a senior member of the Investment Committee focused on thematic investment opportunities and was responsible for all non-investment activities including the direct oversight of the Chief Risk Officer. Over the course of his career, he has held various positions that include portfolio manager for Peloton Partners, proprietary trader for both Lehman Brothers and Credit Suisse, and Founder and Chief Executive Officer of a TH Lee Putnam funded technology firm. Mr Peters holds a B.A. in Business Economics from Brown University and is author of a private weekly investment newsletter - Weekend Notes - which is read globally by investment professionals who directly deploy over $1 trillion in alternative assets.

Jacob  Weinig

Jacob Weinig

Founding Partner
Malachite Capital Management

Jacob Weinig is the Founding Partner and a Portfolio Manager at Malachite Capital Management, which he founded in September 2013. Prior to that he was a Vice President at Goldman Sachs. He was at Goldman Sachs from August 2005 thru September 2013. In his last role at Goldman, he ran the Global Institutional Derivative Sales team in New York, working with a variety of investors including pension funds, endowments and foundations, as well as hedge funds and other asset managers. Before joining the GI team, Mr Weinig was a member of the Institutional Derivative Sales team, working with PEF clients on a variety of derivative solutions. Previously, he helped to create the Endowment and Foundation Coverage Team at Goldman Sachs.

Mr Weinig currently serves on the board of directors for New York City-based organization, Getting Out and Staying Out (GOSO), which looks to help young men get out of jail and then thrive as members of the community. Previously he served on the board of Project FAIR and on the investment committee for the Ethical Culture School. He grew up in New York City and later attended Northwestern University where we graduated with a BS in Chemical Engineering.

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Agenda - 1st Nov

  • 8:00am
    Registration and Breakfast
  • 8:30am
    Welcome

    Slawomir Krupa, CEO, Societe Generale Americas

  • 8:35am
    Chair's Opening Remarks

    Robert Armstrong, US Finance Editor, Financial Times

  • 8:45am
    Underwater Investing in The Ice Age

    Albert Edwards, Head of Global Strategy, Cross-Asset Research, Societe Generale

  • 9:30am
    FT Editorial Perspective: US Political Outlook

    Edward Luce, US National Editor, Financial Times

  • 9:50am
    Macro Panel Discussion: The Hunt for Yield

    Evan Brown, CFA, Head of Multi-Asset Strategy and Executive Director, UBS Asset Management
    Erin Browne, Managing Director and Portfolio Manager, PIMCO
    Kit Juckes, Global Fixed Income Strategist, Societe Generale
    Kate Moore, Managing Director, Chief Equity Strategist, BlackRock
    Moderated by: Brendan Greeley, US Economics Editor, Financial Times

  • 10:30am
    Morning Break
  • 11:00am
    Fireside Chat with Kenneth Langone

    Interviewed by: Robert Armstrong, US Finance Editor, Financial Times

  • 12:00pm
    Lunch
  • 1:00pm
    Societe Generale Experts’ Workshops

    1.00 pm SESSIONS

    Hedging Strategies – Pick your Equity Hedges presented by Aymen Boukhari, Vega Room (Townhall C)
    With equity markets at all-time highs and vols at the lows, we look at different hedging implementations for the current environment. The workshop will discuss implementations from simple vanilla to exotic and hybrid implementations.

    Learning to Unlearn What You Know about Volatility presented by Vincent Cassot, Analytics Lab (Conference Room 5.01)
    The workshop will discuss Investment consequences of the rapidly changing equity volatility landscape under the joint pressure of flow and macro.

    QIS Latest Innovations presented by Mike Clark and Come Cavillot, Alpha Room (Conference Room 5.02)
    Societe Generale Index (SGI) is one of the leading index providers, part of the Societe Generale Group. Integrated in its Global Markets Cross-Asset Division, SGI fully benefits from the expertise of a leading derivatives house. The workshop will present the latest developments in the QIS field, focusing on defensive strategies.

    Macro Backdrop presented by Mike Pintar, Rho Room (Conference Room 5.03)
    The workshop will present fixed income trade opportunities to benefit from the current macro environment.

    1.30 pm SESSIONS

    Smart Money Flows in Equity Vol Space presented by Mrinal Vikram and Chris Amery, Vega Room (Townhall C)
    This workshop will discuss price dislocations in the equity derivatives space and how volatility funds aim to benefit from them. It will also present specific trading structures that are popular with the vol arb community and under what circumstance these trades line up.

    SG Vol Analytics Tools presented by Vincent Cassot, Analytics Lab (Conference Room 5.01)
    The workshop will present volatility analytics offered by SG: Learn how market analytics and API vol data can help you find market opportunities, monitor risks events, price derivatives products, and much more.

    The Japanification of Europe: Cross Asset Opportunities presented by Kokou Agbo-Bloua and Sebastien Faucheur, Alpha Room (Conference Room 5.02)
    The workshop will present following topics: the Secular Ice Wave and the Zombification of European Corporates, How business cycle drives cross asset volatility and correlations, From the Ice Age to Fiscal Salvation and finally Relative Value opportunities – European HY vs Equity volatility, EURUSD FX Vol vs EUR Rates vol.

    LIBOR to SOFR – Let the Heavy Lifting Begin presented by Subadra Rajappa, Rho Room (Conference Room 5.03)
    Recent repo market volatility shines a spotlight on SOFR. As we rapidly approach the 2021 deadline, will liquidity develop in swaps and other derivative products? What are the implications of SOFR discounting for cleared swaps and swaptions? Cash products linked to SOFR are ramping up, what are the hurdles for broader adoption of the new benchmark. The workshop will discuss the latest developments in SOFR transition and implications for investors.

  • 2:00pm
    Derivatives Panel Discussion: Navigating the Volatility Landscape

    Rishabh Bhandari, Managing Director and Senior Portfolio Manager, Capstone Investment Advisors
    Naren Karanam, Portfolio Manager, Millennium
    Eric Peters, Founder, CEO and CIO, One River Asset Management
    Jacob Weinig, Founding Partner, Malachite Capital Management

    Moderated by: Keisha Flint, Director, Equity Derivatives Sales, Societe Generale

  • 2:45pm
    Closing Remarks

Venue

Societe Generale & SG Americas Securities
245 Park Avenue
New York 10167

United States of America

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Presented By (2)

The Financial Times is one of the world’s leading business news organisations, recognised internationally for its authority, integrity and accuracy. The FT has a record paying readership of one million, three-quarters of which are digital subscriptions. It is part of Nikkei Inc., which provides a broad range of information, news and services for the global business community.

At the core of Societe Generale's universal banking business model, the Corporate & Investment Bank is a well-diversified and leading player with around 12 000 professionals and a commercial offer in 37 countries, with extensive European coverage and representative offices in Central and Eastern Europe, the Middle East, Africa, the Americas and the AsiaPacific region.

Supporting its clients across various sectors, the Corporate & Investment Bank offers bespoke financial solutions combining innovation, advisory services and high execution quality in four areas of expertise: investment banking, financing, market activities and investor services.

  • For CorporatesFinancial Institutions, Sovereigns and the Public Sector: providing strategic advice (M&A, debt, capital structure, and asset & liability management), as well as providing capital market access to finance projects and providing hedging solutions especially in foreign exchange and rates.
  • For Investors: offering reliable and sound investment opportunities and risk management solutions through its integrated platform delivering comprehensive access to markets (fixed income, credit, foreign exchange, commodity markets, equity, and derivatives), as well as advice and financial engineering, quality of execution, forward-looking research, and an industry-leading clearing proposition & prime brokerage services.

For more information, you can follow us on twitter @sg_cib or visit our website www.cib.societegenerale.com

Contact Us

Isabelle Fletcher-Wilson
Project & Marketing Manager
Financial Times