Oliver Faltin-Trager

Quantitative Researcher Wellington Asset Management

Oliver is a quantitative researcher at Wellington Asset Management where he focuses on liquid credit. He joined Wellington in 2023 and was previously an emerging markets Portfolio Manager at Emso Asset Management. He began his career at BlackRock as a PhD Associate in the Financial Modeling Group. Oliver earned a BS in Electrical Engineering and Computer Science from the Massachusetts Institute of Technology, an MPP from the Harvard Kennedy School, and a PhD in Finance & Economics from Columbia Business School.

Tuesday 11th March agenda

4:15 PM PANEL: Quantitative Techniques in Multi-Asset Investing: Unlocking Alpha Across Equities, Commodities, and Fixed Income

This session will explore how quantitative techniques are applied across equities, commodities, and fixed income, with an emphasis on similarities and differences in application across asset classes, topics will include

Equities – factor modelling, machine learning and portfolio optimisation

Commodities – trend following and volatility modelling

Fixed income – yield curve modelling and credit risk analysis

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

Download The Latest Agenda