Market Risk, Factor Models & Portfolio Construction
Our RiskX stage is tailored for Heads of Risk and Quantitative Risk leaders overseeing multi-asset class portfolios. It offers a strategic platform to navigate the complexities of modern portfolio construction, integrating cutting-edge quantitative techniques with robust risk management frameworks.
Stage Highlights:
- Build robust, composable risk frameworks that harmonize models across equities, fixed income, FX, commodities, alternatives - and their interactions.
- Enhance model cohesion by leveraging advanced modelling techniques that bridge quant and qualitative risk views - focusing on stress testing, scenario analysis, factor exposures.
- Improve capital efficiency through optimized allocation and dynamic hedging, boosting alpha while ensuring resiliency under stress.
- Master cross-asset correlation dynamics in times of market duress - anticipate tail-risk behavior and reduce procyclicality.
- Navigate evolving regulations and internal mandates, aligning your architecture with Basel IV, UK/Europe risk frameworks, and emerging sustainability disclosures.
Who Should Attend?
- Heads of Risk / CROs overseeing global multi-asset portfolios
- Heads of Quantitative Risk building or validating cross-asset systematic and quant risk frameworks
- Portfolio Analysts & Heads of Portfolio Construction designing and refining portfolio architecture and allocation strategies
- Heads of Model & Market Risk ensuring integrity and robustness of multi-asset market risk models
- Heads of Asset Allocation designing capital allocation strategies to balance return targets and risk appetite
REGISTER FOR YOUR PASS TO ATTEND FUTURE ALPHA
