MMF Symposium

January 18-21, 2018

Registration

Hedge Fund

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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.


Brennan Basnicki

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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.

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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.

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Danilo is responsible for 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, and was most recently Director, Developed Markets Fixed Income & Currencies. Danilo also 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. Previously, 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. He is a member of the advisory board of the Master in Financial Economics at the University of Toronto and also a former board member of Cordiant Capital.

Danilo holds a Laurea cum laude in Finance and Economics from Milan’s Bocconi University, a Master in Financial Economics from the University of Toronto, he is a CFA charterholder and he has an ICD.D certification from the Institute of Corporate Directors.

Ontario Teachers’ is Canada’s largest single-profession pension plan with $175.6 billion in net assets. The institution pays pensions and invests plan assets on behalf of 318,000 working and retired teachers. The Capital Markets department generates enhanced investment performance through liquid strategies across capital markets by drawing on its cross asset-class expertise and extensive relationships. It also manages Alternative Investments, Fixed Income (including the Liability Driven Investing Portfolio) and provides Ontario Teachers’ with execution capabilities for all asset classes and regions.

Danilo Simonelli

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Daren Smith

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Martin Koneberg

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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Adrian de Valois-Franklin

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.

Adrian attained his H.B.A with Distinction from the Ivey Business School at Western University. He is a frequent speaker at machine learning and quantitative investment conferences.   Adrian also serves as an Advisor to NextAI, a global innovation hub for artificial intelligence related venture creation and technology commercialization.

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Sidney Wigfall

Sidney is the Chicago-based Founding and Managing Partner/Consultant & Managing Corporate Counsel of SCA Compliance + Consulting Group and SCA Corporate & Compliance Counsel Group, a multi-disciplinary compliance management and operations, strategic, legal and regulatory/compliance consulting group focused on advising asset management firms, other investment/securities firms, investment professionals, and buyers/sellers of investment firms, including private equity firms.

In founding Braintrust Consulting-Counsel Group in 2001 as the predecessor firm to SCA Compliance & Consulting Group, Sidney launched one of the first multi-disciplinary compliance, consulting and counsel groups focused on the asset-fund management and investment sectors which combined integrated consulting, counsel, and related advisory services across investments-securities, business-operations, compliance, regulatory/legal counsel, finance, private equity/M&A and strategic consulting projects.

Sidney is a senior-level compliance adviser and counsel with 20-plus years of expertise and background in regulatory-compliance matters and asset-fund management matters. During his extensive career in varied legal, compliance, and consulting roles, Sidney has designed, developed, and administered the regulatory/compliance and risk management functions of investment firms of all sizes and ranges of assets under management (AUM).

Sidney has held senior level legal-compliance positions with asset management firms, including serving as senior vice-president and chief compliance officer (CCO), and chief regulatory officer for a New York-based multi-billion-AUM institutional asset management firm and affiliated investment funds group managing equity, fixed income, hedge/alternative, and private equity investments. He has also served as chief legal officer and chief compliance officer for a Midwest-based multi-billion-AUM multi-manager investment firm and funds group. Sidney has also had securities-corporate attorney roles with large corporate law firms, including global-100 law firm Morgan Lewis, which has one of the leading asset management, SEC, and investment funds practice group. Sidney was also with the SEC, having served as a managing counsel & branch chief with the SEC’s New York Office. He earned a BA in political science from the University of Rochester and a JD from Touro-Fuchsberg Law School (Long Island, New York).

Sidney is also a frequent speaker and writer in the field of investment management, and has spoken and written articles about numerous regulatory/compliance topics and the “business of asset management.” He has been a panelist for Institutional Investor, Opal Financial, Financial Research Associates/FRA conferences and also a frequent industry expert-commentator for FundFire-Ignites (Financial Times/UK-US), Emerging Manager Focus e-Magazine, The Monitor Magazine (Investment Management Consultants Association/IMCA), Financial Investment News (FIN), FINalternatives, Emerging Manager Monthly and other investment-business publications. He has also written and spoken on private equity/VC topics for national publications and private equity/VC groups, including American Venture Magazine and the Emerging Venture Network-EVN Group.

Sidney also is a member of and participates in a number of investment and regulatory/compliance institutes, associations and programs, including the Association of SEC Alumni (ASECA), Investment Advisers Association (formerly Investment Counsel Association of America), Asset Managers Forum, Investment Company Institute, Closed-End Fund Forum, Managed Funds Association, National Association of Investment Companies, Midwest-Chicago Chief Compliance Officers Group, National Society of Compliance Professionals, Securities Industry & Financial Markets Association, American Bar Association, and American Corporate Counsel Association.

Investor trends, hedge fund innovation, regulatory changes and an update on the job market

Appointed as President and Chief Investment O cer of University of To- ronto Asset Management (UTAM) in September 2016, Daren is responsible for all aspects of the business.

Daren joined UTAM in November 2008 and has over   een years of investment experience. Before his cur- rent 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 quali ed actuary and spent the early part of his career in various actuarial roles at Sun Life Financial and Mari- time Life.



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Julie Cays

Julie Cays is the Chief Investment O cer at the Colleges of Applied Arts and Technolo- gy (CAAT) Pension Plan which is the jointly sponsored, de ned bene t 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 invest- ment 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.

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Jin Qian

Jin has been working at CPP Investment Board for almost 6 years.  e most recent 2.5 year journey is as an associate at  e- matic Investing Quantitative team, mainly focusing on global systematic strategies. Jin’s main interest and work are quantita- tive research on macroeconomic signals focusing on demographics. Jin has extensive and hands-on experience on BigData, data analysis and exploration especially in Py- thon 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.

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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 infrastruc- ture 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 o ce 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.

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Andrew Butler

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 optimiza- tion. 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.