CFA Society France

A Member of the CFA Institute Global Network of Societies

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 QuantAwards 2016 Winners

Congratulations to the QuantAwards 2016 winners:

1st prize:
Joseph Comisi, Dauphine University, France - Impacts of macroeconomics forecast errors on volatility smile

2nd prize:
Basile Lombard-Latune, IESEG School of Management, France - Using Internet Data to forecast daily Realised Volatility.

3d prize:

Andrey Zakharov, Tilburg University,  originally from the Russian Federation - Detecting financial market bubbles with low-frequency volatility models



 Judges 2016

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 CFA Society France

Jean-Francois Bouilly, CFA - Independant Adviser

Jean-Francois is now an independent adviser (equity strategy and organization). He founded Latitude Capital Management back in 2005 to manage an equity market neutral fund based on fundamental and systematic factor analysis. In 2012, Latitude started a global asset allocation fund of funds. In 2014, the company has been bought and became Artesis Asset Management.
Jean-Francois joined Crédit Lyonnais Japan in 1982 and started managing Japanese equities from Paris in 1984. He then opened as CIO, in 1991, the Crédit Lyonnais Asset Management office in Tokyo (CLAM Japan). His mandates included absolute return funds. Back to the Paris head office in 1999, he created and headed the "Equity Markets and Portfolio Analysis Team" and became CLAM Equity Strategist. Jean-François is a CFA Charterholder and past President of CFA Society France. He received his engineer degree from Ecole Centrale de Lyon in 1981.

 CFA Society Ireland

John O’Brien - Partner, Mercer Financial Strategy Group (FSG)

John is a Partner in Mercer's Financial Strategy Group (FSG), leading both FSG Ireland and the wider EMEA Structured Finance and Capital Management team.  He specialises in advising corporate and trustee clients in the UK, Ireland & elsewhere on pensions financing solutions ranging from the use of captive reinsurance to asset backed pension contributions, in the process advising on a number of ground-breaking transactions. He also works with financial services sector clients in understanding the relationships between their pension/investment arrangements and their operating KPIs, including regulatory capital requirements under the Solvency and Basel directives.

He comes from a buy-side investment and financial engineering background, with a heavy focus on quantitative investments.  Before Mercer, he spent 2 years in a niche advisory/investment firm and 10 years in Irish Life Investment Managers (ILIM). 

He is an adjunct lecturer in the Irish Institute of Bankers, lecturing two executive postgraduate courses in quantitative methods for risk management, and has lectured with two other Dublin universities since 2001. He graduated from Trinity College Dublin (Mathematics) in 1995 and became a CFA charterholder in 2001.

 CFA Society Netherlands

Erwin Potjer, CFA - Senior Derivatives Trader, Webb Traders

Erwin is a senior derivatives trader at Webb Traders in Amsterdam, specializing in market making in Equity and Equity Index derivatives. After earning a Bsc. in Business Administration from Erasmus University in Rotterdam he joined Saen Options in 2006. There, he joined the index trading team which he co-managed in 2008. After Saen Options was acquired by All Options in 2009 he continued trading index derivatives but eventually switched to manage a single stock desk. He joined Webb Traders in 2012 where he continues to manage single stock derivatives portfolios.

Erwin earned the Chartered Financial Analyst Designation in 2013 and also holds a Master in International Finance from the Amsterdam Business School.

 State Street Global Advisors

Frédéric Dodard, CFA, FRM - Head of Asset Allocation, SSGA

Frederic Dodard is a Managing Director and the Head of the Investment Solutions Group. He joined SSgA in 1998 as a portfolio manager in quantitative equity strategies. Frederic started his carreer as a private banking portfolio management assistant at UBS Ltd, in London. He then worked at Societe Generale at Paris La Defense, on the Listed Equity Options and Futures Desk, where he developed and marketed investment strategies on derivatives instruments.
A graduate of the EDHEC Business School in 1996, he holds a post-garduate diploma in Capital Markets, Commodity Markets and Risk Management from the University Paris IX Dauphine (Master 203). Frederic has held the Chartered Financial Analyst Designation since 2001 and is a Financial Risk Manager recognized by the Global Association of Risk Professionals since 2003. He has more than 15 years of financial industry experience.


 

Altaf Kassam Head of Strategy and Research – EMEA Investment Solutions Group, SSGA France

Altaf is responsible for supporting the portfolio management team and ISG strategists in Europe to create customised research and build multi-asset investment solutions for SSGA's client base. Altaf joined from MSCI, where he led a team focused on educating institutional investors on analysing, designing and using factor based portfolios.
Before joining MSCI, Altaf worked in sell-side research, with a focus on structuring equity derivative and quantitative trading strategies for institutional and retail investors at UBS Investment Bank, Deutsche Bank and Goldman Sachs. Altaf began his career at SBC Warburg as a founding member of the equity derivatives research team and then a member of the quantitative risk management group.           
        

 

Rick Lacaille - Executive Vice President and Global Chief Investment Officer (CIO), SSGA

Rick Lacaille, Executive Vice President is Global Chief Investment Officer (CIO) of State Street Global Advisors and a member of the firm's Executive Management Group. In his role as Chief Investment Officer Rick has responsibility for all investment management activity at SSGA, including research and trading.
Prior to his current role, Rick was Head of Global Active Equities, and previously European CIO. Rick serves on the European and International Executive Committees and the SSGA Investment Committee. Before joining SSGA in 2000, he held a wide variety of posts in quantitative fund management and research at Gartmore Investment Management, including periods as Head of Quantitative Research and Head of Structured Equities.
Rick has a BSc (Hons) in Operational Research from Lancaster University and MSc in Econometrics from London Guildhall University.
Rick is a member of the FTSE Policy Committee and he sits on the Asset Management Committee of the Investment Association. He is a regular writer and broadcaster on investment issues and speaks frequently at industry conferences.              
           

 Academics

Dr Ray Donnelly - University College Cork

Dr Ray Donnelly graduated with an MSc (Finance) from Lancaster University and subsequently obtained his Doctorate at the University of Manchester.  He is a Senior Lecturer in Accounting and Finance at University College Cork. His research interests include the relationship between security prices and accounting information.  He has also undertaken funded research and published in the areas of Corporate Governance and Mergers and Acquisitions. He is currently working on research topics pertaining to fair value accounting. He has published in both Irish and international journals including Accounting and Business Research, ABACUS, the Journal of Business Finance and Accounting, the Journal of International Business Studies, the European Management Journal, Corporate Governance an International Review and the British Accounting Review.

 

Erik Kole - Erasmus Universiteit Rotterdam  

Erik Kole is an assistant professor in financial econometrics at the Econometric Institute of Erasmus University Rotterdam. His research interests include asset pricing, risk management and financial econometrics, with a focus on crises and crashes in financial markets. He has published his research in international academic journals, like the Journal of Banking and Finance and presents his research regularly at international conferences of the European Finance Association, Econometric Society and the Society for Financial Econometrics. Professor Kole teaches in the Quantitative Finance program of the MSc Econometrics and Management Science. He is programme coordinator of the Dutch and International bachelors in Econometrics and Operations Research. Professor Kole obtained his PhD in 2006 from the Rotterdam School of Managament. His dissertation was awarded the ERIM Dissertation Award and the Nokia EBF Phd Award. In 2008 he received a VENI grant from the Netherlands Scientific Organisation for his research on Abrupt Events in Financial Markets. This grant funded his position for three years.

 

Luc Paugam, CFA - HEC

Luc Paugam teaches Financial Accounting and Reporting in the MSc program. His research interests focus on financial reporting (recognition, valuation and disclosures) of intangible assets (goodwill, brands), business combinations and audit. His research encompasses non-additive valuation, the role played by financial reporting for M&A transactions in revision of market expectations and the impact of regulation on audit quality. He has written books and articles for various journals and editors: Finance, Contrôle, Stratégie and Economica. Luc received the M&A ARFA (Association of M&A managers) best dissertation award for his PhD research. He has been a Visiting Scholar at the University of Houston. He is also a CFA Charterholder and an expert consultant in the field of valuation.

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