Below are the list of lecturers with tentative titles (which may change) together with a brief biography of the speaker. The experts all have important jobs. Their circumstances may change. This list below may be changed without prior notice.
This module is run jointly with the Essex Business School. All seminars are hosted by Dr Nick Constantinou and a member of staff at CCFEA.
Lecture 1: Friday 17/01/14
Tips for successful investing
Tim Clarke (General Manager, Ionic Information)
Tim Clarke is General Manager of Ionic Information which is a developer of stock market analysis software. ShareScope has been voted the UK's Best Investment Software nine years running by private investors; the Alpha Terminal brand is widely used amongst, brokers, asset managers and proprietary traders. Tim is in charge of sales, marketing, customer support and training at Ionic and regularly speaks at events. He also manages his own pension.
Slides / Assignment / Data for assignment / Prize
CCFEA host: Edward Tsang
Lecture 2: Friday 24/01/14
Hedge Funds and Hedge Fund Derivatives
Angelo De Pol (Director, Market Risk Management, Credit Suisse and Executive Fellow Essex Business School)
Angelo De Pol is a Director in the Market Risk Management group in the Risk Measurement department at Credit Suisse based in London. The Market Risk Management group is an independent risk management function responsible for assessing market risk and recommending risk controls where appropriate. Angelo has 14 years experience in derivatives markets (primarily in risk management) and is a Chartered Management Accountant. His product experience has focused primarily on Interest Rate, Foreign Exchange, Hedge Funds and their derivatives.
CCFEA host: John O'Hara
Lecture 3: Friday 31/01/14
Stock markets and trading: recent developments
Giovanni Beliossi (CEO, FGS Capital and Executive Fellow, Essex Business School)
Giovanni Beliossi is an alumnus of the University of Essex. He is Chief Executive Officer and Managing Partner of FGS Capital and Executive Fellow, Essex Business School. Giovanni is a - Director, Board Member and Research Council member, Institute for Quantitative Investment Research (INQUIRE) UK and INQUIRE Europe Director and Board Member, International Association of Financial Engineers (IAFE), and European Chair, Investor Risk Committee, IAFE Research Committee Member, Alternative Investment Management Association (AIMA)
CCFEA host: Edward Tsang
Lecture 4: Friday 07/02/14
Operational Risk Management 1990’s to today
Gaelle De Sola, Senior Risk Officer, Invesco Perpetual
CCFEA host: John O'Hara
Lecture 5: Friday 14/02/13
Market Risk Management and Regulation
Michele Marzano (Financial Services Authority/Bank of England)
Michele Marzano joined the UK Financial Services Authority in 2012 where he is working as a Senior Associate in the Supervision Department of the Prudential Regulatory Authority (soon to become part of the Bank of England). His role involves looking after the Market and Counterparty risk operations of one of UK's very high impact firms (VIFs) and guiding this institution to the full implementation of the new Capital Requirement Directives (CRD III and CRD IV). Prior joining the FSA, Michele was a PhD student in Finance at the University of Essex. During his studies, he worked as a Lecturer in Risk Management and worked on quantitative research projects for the Market Risk Methodology team at HSBC.
CCFEA host: Steve Phelps
Lecture 6: Friday 21/02/14
Expert Trading Strategies in today's complex markets
David Norman (CEO, Trader Training Company, and Visiting professor)
David Norman has been involved in trading and financial markets technology for over 20 years. He has traded and overseen trading operations in a variety of derivative instruments for International companies including Prudential Bache International, Cargill Investors Services, Sanwa Futures, Natwest Markets, and UBS Philips and Drew. He is the author of six books on trading and market technology. Formerly the Director of Market Technology at Illinois Institute of Technology, IIT he now works in London as a financial markets consultant for the Office for Market Technology, Inc, and is a visiting Professor at Essex Business School.
CCFEA host: John O'Hara
Lecture 7: Friday 28/02/14
Title t.b.a
Seth Aslin, Regulatory and Risk Analytics, HSBC
CCFEA host: Steve Phelps
Lecture 8: Friday 07/03/2014
Power Laws and FX trading.
Richard Olsen
Dr Richard Olsen holds a Licentiate in Law from the University of Zurich, a Master's in Economics from Oxford University, and a PhD from the University of Zurich. He worked in banking as a researcher and foreign exchange dealer before founding Olsen and Associates in 1985.
Richard's original company was formed as a research institute to provide value-added information to financial institutions. Olsen and Associates developed its own technologies for collecting, filtering and creating databases, inaugurating what is today one of the world's largest repositories of research-quality, tick-by-tick pricing information for fx and selected instruments.
In 1996 Olsen launched a small Internet company, OANDA, to globally commercialize its currency expertise. OANDA has since become a leading provider of currency-related tools and services; in 2001 OANDA opened FXTrade, the first fully automated online foreign exchange trading platform.
Working at the forefront of research to demonstrate persistent predictability in financial markets, Olsen Ltd. has contributed to the growing body of evidence that markets have internal structure -- with participants acting in prescribed ways based on their differing profiles and time horizons. Within this framework, Olsen has shown that financial time series -- such as fx prices and interest rates -- exhibit significant deviation from a random walk and can be conditionally forecast.
For more than 20 years Olsen has led research in the emerging field of "high-frequency finance." Unlike pure R&D shops, Olsen has developed real-time trading models based on their research and put their theories to the ultimate test -- in the marketplace. Starting in 2008 Olsen extends this opportunity to students, researchers and investment professionals through its online software environment, OlsenRoutes. OlsenRoutes enables online users to create and test statistical operators (with free access to Olsen data, source code, and hosting servers) in the context of "real markets.".
CCFEA host: Edward Tsang
Lecture 9: Friday 14/03/14
Joint consideration of market and counterparty risk
Paula Haynes (Head of Regulatory Governance, Deutsche Bank and Executive Fellow, Essex Business School)
Paula has over 14 years of experience in the Financial Markets, and is Head of Regulatory Governance at Deutsche Bank, and prior to this Paula was Principle Advisor on Traded for KPMG. She is a Non- Executive Director for AudioVillage (A major TV Production company) and worked at the FSA advising the Traded Risk and Valuations Team. Prior to joining the FSA she was an Executive Director in the Equities Division of Goldman Sachs International. Paula specialised in Prime Brokerage, providing Hedge Fund clients with risk-based financing solutions for equity and credit portfolios. She has also worked at HSBC as a Senior CDO Structurer and as Deputy Head of Equities Risk Management. Paula has a PhD in Space Physics from Imperial College and a First Class Honours Degree in Physics.
Slides and assignment (updated 14/3/2014)
CCFEA host: Wing Lon Ng
Lecture 10: Friday 21/03/2014
Quantitative Easing
Dr Carlo Rosa (Economist, Federal Reserve Bank of New York)
Carlo Rosa joined the Federal Reserve Bank of New York as a financial/economic specialist with the Analytical Development function (Markets Group) in November 2011. His research covers monetary economics, time series econometrics and empirical finance, with a focus on the impact of central bank communication on asset prices. Prior to joining the Bank, he was an Assistant Professor of Finance the University of Essex. Dr. Rosa has a PhD from the London School of Economics.
Slides and assignment available from Moodle
CCFEA host: Wing Lon Ng
Page maintained by Edward Tsang;
Last updated: 2015.04.12