The Premier Event for Quantitative Investment Thought Leaders

14 - 15 October 2025 | Convene 22 Bishopsgate, London

Alisa Rusanoff

Founder/ Advisory Council Member Stealth Startup / Ankh Impact Ventures

Alisa started her career a decade ago in investment banking at Martel Capital, working on M&A and capital raising initiatives for a diverse list of mid-market clients. She then joined a public interval debt fund based in NY where she oversaw portfolio analysis and was an Investment and Valuation Committee member. Later in her career, Alisa focused on Structured Debt, Consumer Finance and Trade Finance working with several clients on credit management, business development, capital introductions and structuring. She co-founded Newbridge Global, a trade finance boutique supporting domestic and international SME’s. Later she was the first employee at Marco Capital, helping to build a fintech platform providing working capital for Latin American exporters by heading the credit department and leading several underwriting product projects. Alisa writes on ESG, Economics, Fintech and Embedded Finance. She has been a guest lecturer at NYU, the New School Venture Lab, Antler VC, GC4Women Certificate Program, Global Trade Review (“GTR”), ITFA, Money 2.0 Conference, etc. In 2021, she got a 40Under40 Award in Underwriting by Secured Finance Network, in 2020 she was named top 25 women by Opus Connect, received a Leadership Award in Finance by Money 2.0 Conference and was included ‘Women in Fintech Powerlist 2022’ by the Innovate Finance. Alisa is a contributor to the upcoming textbook ‘Cases in Financial Management: Financial Analysis for Corporate Financial Management’. She holds BBA with honors from Baruch College, CUNY, and is a CFA Level 3 Candidate. She is fluent in Russian and French.

Day 1: 14 October

9:10 AM PANEL: Sending shockwaves & signals: How can you quantify the Geopolitical market pulse?

Geopolitical shocks don’t wait for market hours—so why should your models? This session dives deep into the high-stakes world of global instability, where central bank pivots, elections, sanctions, and conflict send tremors through asset classes. Discover how today’s most advanced quant strategies are decoding the chaos, translating policy shifts into pricing signals, and safeguarding alpha in an unpredictable macro landscape.

 

Proposed panel discussion questions:

1.    How can quant teams distinguish between noise and signal in real-time geopolitical events?

2.    What models or data sets are most effective for capturing policy shocks and forecasting asset class reactions?

3.    How can portfolio managers build dynamic hedging strategies that account for regime shifts and geopolitical volatility?

4.    Are we nearing a future where LLMs or real-time sentiment analytics replace traditional macro risk modelling?

 

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

Download The Latest Agenda