Applied Research Forum on Asset Management

Thursday, 26 November 2009

8.15am – 2.00pm

Shangri-La Hotel, Singapore


Speakers' Profile
     

 

Professor Paul Embrechts
ETH Zurich

Paul Embrechts is Professor of Mathematics at the ETH Zurich specialising in actuarial mathematics and quantitative risk management. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial College). Dr. Embrechts has held visiting professorships at the University of Strasbourg, ESSEC Paris, the Scuola Normale in Pisa (Cattedra Galileiana), the London School of Economics (Centennial Professor of Finance), the University of Vienna, Paris 1 (Panthéon-Sorbonne), and has an Honorary Doctorate from the University of Waterloo. He is an Elected Fellow of the Institute of Mathematical Statistics, Actuary-SAA, Honorary Fellow of the Institute and the Faculty of Actuaries, Corresponding Member of the Italian Institute of Actuaries and is on the editorial board of numerous scientific journals. He belongs to various national and international research and academic advisory committees. He co-authored the influential books "Modelling of Extremal Events for Insurance and Finance", Springer, 1997 and "Quantitative Risk Management: Concepts, Techniques and Tools", Princeton UP, 2005. Dr. Embrechts consults on issues in quantitative risk management for financial institutions, insurance companies and international regulatory authorities.

Mr. Peter Elston
Strategist
Aberdeen Asset Management

 

Peter Elston is Strategist - Asia responsible for articulating macro economic research, the Asian team’s investment strategy and other investment issues. He joined Aberdeen in 2008 and is based in Singapore. Peter began his career as a fund manager at Mercury Asset Management (acquired by Merrill Lynch in 1997), where he spent 11 years, mostly in Asia. In recent years he contributed a monthly column about investing to Hong Kong’s South China Morning Post. He graduated with a BA in Mathematics/Oriental Studies from Cambridge University.

Assistant Professor Huang Jiekun
NUS Business School  

Dr. Jiekun Huang is an assistant professor of finance at NUS Business School. He holds a PhD in Finance from Boston College. His primary research interests are in institutional investors and their roles in various corporate events (e.g., IPOs, takeovers, and stock splits). His single-authored research has received several best paper awards and has been presented at the American Finance Association conference and the European Finance Association conference. 

Associate Professor Takeshi Yamada
Director of Saw Centre for Financial Studies
NUS Business School

Takeshi Yamada is an Associate Professor of Finance at the Department of Finance, NUS Business School, National University of Singapore, and Director of Saw Centre for Financial Studies. His research interests are empirical asset pricing and Japanese financial markets and institutions. He received his PhD from University of California, Berkeley. His previous appointments include assistant professor at the Hong Kong University of Science and Technology, associate professor at Hosei University in Tokyo, and economist at Daiwa Securities. 

Mr. David Dredge
Managing Director and Chief Investment Officer (Fixed Income)

Artradis Fund Management  

   

David Dredge recently joined Artradis Fund Management in Singapore as a Managing Director and Portfolio Manager. He is tasked with expanding the firm’s activities in volatility trading across non-equity asset classes. Artradis has distinguished themselves as a premier, risk managed hedge fund in Asia, focusing on Pan-Asia volatility markets. They are the largest Singapore based hedge fund by assets under management and have been recipients of the Eurekahedge Asia Fund of the Year award for both 2007 and 2008. David started his career with Bank of America in 1987. He rotated across multiple trading and derivative roles in San Francisco, London and Tokyo, before eventually embarking down a multi-asset class Emerging Market career path. In 1992 he joined Bankers Trust Company in HK to build out trading and risk management capabilities for Emerging Asia across FX, Rates, Credit and Equities, and in 1995 began the process of consolidating the Emerging Markets Trading hub to Singapore. David was appointed Deputy Head of Global Markets Asia by Deutsche Bank, post the merger with Bankers Trust in 1999, but chose to take a break from the markets and returned home to Utah to pursue personal interests. In 2005, David joined ABN Amro in Singapore as the Head of Local Markets Trading, Asia and the Global Markets Head of the Singapore trading hub. David retained these roles subsequent to the ABN merger with RBS. David participates in market development activities and carries the role of Deputy Chairman of the Singapore Foreign Exchange Markets Committee (SFEMC). David holds a Bachelors Degree in Finance from the University of Utah, and a Masters of Business Administration from the University of California, Berkeley.

 

 

 

 

 

Organizers

    

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