The Premier Event for Quantitative Investment Thought Leaders
Christoph Schon
Head of Investment Decision Research, EMEA SimCorp
Christoph Schon generates insights into recent risk trends with a particular focus on fixed income and multi-asset class analysis. As the author of the weekly multi-asset class edition of the Risk Monitor highlights, Christoph reports on equity, fixed-income, currency, and commodity market developments around the world and how these affect the risk of a global multi-asset class model portfolio. In addition, he produces periodic special reports and blog posts on topics that are of general interest to the investment community. He also holds periodic webinars and is a regular speaker at industry events. Christoph has been in the portfolio risk and performance analysis space for over 15 years, having previously worked for Lehman Brothers/Barclays POINT and UBS Delta, where he held various roles as marketer, Head of Client Services and client-facing quant. He began his career in 2000 as a fixed income research analyst at Dresdner Bank in Frankfurt. He joined Dresdner’s Fl index research group in 2002 and served as a member of the iBoxx European technical committee until 2006. Christoph has been a CFA Charterholder since November 2007 and earned the CIPM designation in 2015. He holds a joint degree in electrical engineering and economics from TU Darmstadt in Germany.
Day 1: 14 October
11:45 AM PANEL: Multi Asset Strategies - Finding a functional risk model for diverse markets
Traditional risk models often fall short in capturing the complex dynamics across multiple asset classes, regions, and liquidity profiles. Gain insights into:
- The development and implementation of functional, adaptable, data-driven risk models
- Cross-asset volatility, as well as fact and correlation modelling.
- Practical challenges in stress testing and scenario analysis.
Panel Questions:
- How can we develop and implement functional, adaptable, data-driven risk models that effectively capture the complexities across multiple asset classes, regions, and liquidity profiles?
- In the context of cross-asset volatility, what are the best practices for factor and correlation modeling to ensure accurate risk assessment and management?
- What are the practical challenges faced in conducting stress testing and scenario analysis, and how can these be addressed to improve risk model robustness?
- Given the dynamic nature of financial markets, how can risk models be designed to adapt to changing conditions and provide reliable insights during periods of market stress?
Check out the incredible speaker line-up to see who will be joining Christoph.
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