March 16 - 17, 2027 | Javits Center, New York

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

Arun Assumall

Arun Assumall

Head of Commodities and Global Markets, EMEA Macquarie Group

Arun is Head of Macquarie’s Commodities and Global Markets group in EMEA and Head of Macquarie Bank Limited London branch. Arun was appointed Head of Commodities and Global Markets, EMEA in 2024. He oversees a team of more than 670 staff across EMEA, providing capital and financing, risk management, market access and physical execution and logistics solutions to our diverse client base across Commodities, Financial Markets and Asset Finance. Prior to this, Arun headed Macquarie’s cross-asset class Quantitative Investment Strategies (QIS) and Commodity Investor Products (CIP) business. Arun joined Macquarie in 2012 to establish the CIP business. With growing investor demand for the addition of non-commodity asset classes, in 2017 Macquarie expanded its QIS offering to include equities, interest rates, foreign exchange and credit markets. Today, the QIS business provides clients with access to bespoke trading strategies across all major asset classes through our cutting-edge technology platform. All strategies are curated by our specialist team utilising their strong academic credentials, and in-depth industry and analytical expertise. Prior to joining Macquarie, Arun worked at Goldman Sachs for 12 years, where he was most recently Head of the Global Commodity Investor Sales business. Arun started his career at Deutsche Bank in 1997.

DAY ONE I Tuesday March 31

11:40 AM PANEL DISCUSSION: Navigating the Quant Landscape: Alpha, Risk, and Convexity in a Volatile World

Discussion Points:
• Understanding the spectrum of quantitative strategies: from pure quant to risk factor-based approaches.
• Differentiating alpha generation methodologies
• Harnessing volatility - Portfolio protection techniques including convexity, tail-risk hedging, and scenario stress testing.
• Role of market data and market risk assessments in enhancing model precision and decision-making.
• Exploring the rise of quantamental strategies - blending data science with fundamental research to drive next-gen investment approaches.

4:15 PM OFF THE RECORD - FIRESIDE CHAT: Discretion vs. Data: Traders, Quants, and the Future of Market Edge

• Where do discretionary traders maintain an edge over quants in today’s increasingly algorithm-driven markets?
• How can quantitative models incorporate the intuition, pattern recognition, and market feel that discretionary traders bring to the table?
• When markets dislocate or behave irrationally, which approach quant-driven or discretionary, proves more resilient, and why?
• Is the future of trading competitive (traders vs. quants) or collaborative (hybrid models leveraging both human and machine strengths)?

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

Download The Latest Agenda