Session by DAVID JESSOP
9.20 am - 9.40 am
9.40 am - 10.00 am
David Jessop is the Global Head of Equities Quantitative Research at UBS. His areas of research include portfolio analysis and construction, style analysis and risk modelling. He also helps clients understand, use and implement the quantitative tools available from UBS. David joined UBS in 2002. Prior to this, he spent seven years at Citigroup as Head of Global Quantitative Marketing. Before moving to the sell side he spent six years at Morgan Grenfell Asset Management, where he managed index funds, asset allocation funds and also an option overwriting fund. David graduated from Trinity College, Cambridge with an MA in Mathematics.
The fund management industry is in flux. The rise of passive management (“indexation”) and smart beta is changing the landscape for active managers. From the other direction, big data and machine learning are also trying to move into the active manager’s universe. In this talk we discuss these trends within the fund management industry and also discuss how the industry is responding.