March 31 - April 1 2026 | New York Marriott, Brooklyn Bridge

Decode the Market. 
Build the Future.
Capture the Alpha.

Anne-Sophie van Royen

Anne-Sophie van Royen

Chief Investment Officer, Quantitative Strategies Asset Management One

Anne-Sophie van Royen serves as AMO USA’s Chief Investment Officer, Quantitative Strategies. She is responsible for overseeing all aspects of the firm’s quantitative investment programs including the research process, portfolio management and trade execution. Ms. van Royen manages AMO USA’s quantitative investment team. Prior to joining AMO, Ms. van Royen worked at la Caisse de Depot et Placement du Quebec in Montreal, first as Head of Global Tactical Asset Allocation then as Head of Quantitative Equity. Prior to CDPQ Ms. van Royen served for 4 years as an Advisor in the Managing Director’s Office at the Abu Dhabi Investment Authority, covering all matters pertaining to Tactical Asset Allocation. She was previously Head of Global Tactical Asset Allocation at Credit Suisse Asset Management in New York between 2004 and 2011. She began her career in Mergers and Acquisitions with Goldman Sachs in London. Ms. van Royen hold a Ph.D and M.Sc in Mathematical Economics from the University of Paris – Sorbonne. She also holds a B.A in Psychology and an M.A. in Business from HEC Paris. She has published articles in a variety of professional investment journals, including the Financial Analysts Journal, Journal of Portfolio Management, Journal of Derivatives and Journal of Forecasting. She is a Past President of the Society of Quantitative Analysts in New York and served as an advisor in the Department of Mathematics at the New Jersey Institute of Technology.

DAY TWO I Wednesday April 1

9:30 AM PLENARY KEYNOTE SUPER PANEL 2.0: Rethinking Portfolio Construction: Risk, Uncertainty, and the Active Edge

• Are today’s risk models still fit for purpose in a world of regime shifts, policy shocks, and geopolitical stress?

• How do you define and manage “risk” when the biggest drawdowns are driven by uncertainty, tail events, and correlation collapse rather than standard de-viations?
• What does this mean for stress testing, scenario analysis, tail-risk hedging, and convexity strategies in modern portfolios?
• What role should explicit tail-risk and hedging strategies play in portfolio construction as growth weakens and macro uncertainty rises?
• How do you think about the cost of protection vs. the cost of not having it, and when should convexity and crisis protection be strategic rather than tactical?
• How is diversification evolving in a world shaped by geopolitics, climate risk, and new asset classes like digital currencies?
• Are traditional asset-class and factor diversification frameworks still working — or do we need to rethink diversification around risk regimes, macro themes, and structural exposures?
• What can active managers learn from behavioural finance when markets are increasingly driven by narrative, policy reaction, and crowding?
How do you design portfolios that are robust not just to economic risk, but to human behaviour, positioning, and reflexivity?

Check out the incredible speaker line-up to see who will be joining Anne-Sophie.

Download The Latest Agenda