Annual Summit

Qontigo Investment Intelligence Summit: New York

Together in ‘22

Date
May 19, 2022

Location
Convene, 1 Liberty St, New York, NY 10006

Time
9:00 a.m. - 6:00 p.m.

Directions

Our flagship event is back in person in New York, where we will bring together practitioners, academics, partners and clients across the financial and technology space.

Who should attend:

Whether you are an asset manager, an asset owner, a wealth manager, a hedge fund, an investment bank or an ETF issuer, we have a session for you.

Summit agenda

Time	Session
9:00 a.m. – 9:15 a.m.	Welcome and Opening Address Sebastian Ceria, CEO, Qontigo
9:15 a.m. – 10:00 a.m.	Why Buy vs. Build Matters in FinTech Neal Pawar, COO, Qontigo
10:00 a.m. – 10:45 a.m.	The ESG Zoo and What to Do Roberto Rigobon, Professor, MIT Sloan School of Management
10:45 a.m. – 11:15 a.m.	Wellness Break
11:15 a.m. – 12:00 p.m.	A Financial Approach to Managing Climate Transition Risk Beyond Carbon Sarah Hopkins, Equity Solutions, Investments, WTW David Nelson, Climate Transition Analytics, Climate and Resilience Hub, WTW
12:00 p.m. – 12:45 p.m.	A Discussion with Sustainability Data Providers: Challenges and Opportunities in the Investment Process Philipp Aeby, CEO and Co-founder, RepRisk Sonia Berlin, Interim Head of Strategy, Clarity AI Hernando Cortina, Head of Index Strategy, ISS ESG Shila Wattamwar, ESG Retail and Wealth, Sustainalytics Chris Sturhahn, Chief Product Officer, Analytics, Qontigo (Moderator)
12:45 p.m. – 1:30 p.m.	*Lunch Break*

ANALYTICS TRACK

1:30 p.m.- 2:10 p.m.
Modeling the Impact of Climate Change and the Transition on your Investment Portfolio
Bert Kramer, Climate & ESG Solutions, Ortec Finance
David Antonio, Senior Director, Analytics Research, MAC/FI, Qontigo

2:10 p.m. – 2:50 p.m.
Systematic Factor-Based Credit Investing – From Theory to Practice
Manan Mehta, Senior Vice President, Head of Quantitative Fixed Income Research, Northern Trust

2:50 p.m. – 3:30 p.m.
What’s in a Name? In the Case of Sustainability ETFs, It’s Hard to Tell
Rob Stubbs, Senior Principal, Incubation, Qontigo

INDEX TRACK

1:30 p.m.- 2:10 p.m.
Is it Factor or is it Macro: It May Be Both
Melissa Brown, Head of Applied Research, Qontigo

2:10 p.m. – 2:50 p.m.
Thematic Investing in the Current Climate – What has Changed in 2022?
Diana Baechle, Principal, Applied Research, Qontigo
Christoph Schon, Senior Principal, Applied Research, Qontigo

2:50 p.m. – 3:30 p.m.
Quantifying and Measuring Investor Sentiment
Olivier D’Assier, Head of Applied Research – APAC, Qontigo

3:30 p.m. – 3:45 p.m.	Break
3:45 p.m. – 4:30 p.m.	Change Andy Brown, CEO of Sand Hill East and CTO of Fintech Innovation Lab
4:30 p.m. – 5:15 p.m.	Sustainable Alpha Andrew Ang, Managing Director, Head of Factors, Sustainable and Solutions for BlackRock Systematic
5:15 p.m.	Happy Hour and Networking Reception (with entertainment)

Summit presenters

Andrew Ang

Factors, Sustainable and Solutions, BlackRock

Andrew Ang

Factors, Sustainable and Solutions, BlackRock

Andrew Ang, PhD, Managing Director, is Head of Factors, Sustainable and Solutions (FS-Squared). He also serves as Senior Advisor to BlackRock Retirement Solutions. As part of BlackRock Systematic, FS-squared is responsible for proprietary factor investing, delivering cutting-edge sustainable alpha, ESG outcomes and product innovation. Dr. Ang is a well-known financial economist specializing in quantitative investing. Author of over 100 publications, Dr. Ang has published on sustainable investing, equities, fixed income, optimal asset allocation, and alternative assets. His seminal papers include research in the minimum volatility factor, incorporating macro factors into bond pricing models and factor allocation. His book, Asset Management: A Systematic Approach to Factor Investing, has been translated into Chinese Japanese, Korean and Spanish. His recent research focuses on generating alpha with ESG data and net zero multi-asset investing. Dr. Ang has been granted patents, and he has won several industry prizes and grants, including the Harry Markowitz award, the Bernstein Fabozzi/Jacobs Levy award, and prizes and grants from the Q Group, INQUIRE, Netspar, and the National Science Foundation. According to RePEc/IDEAS, the largest bibliographic database in the field of economics, Dr. Ang is rated in the top 0.1% of world-wide economists by citations, downloads, and views. Before joining BlackRock, Dr. Ang was the Ann F. Kaplan Professor of Business at Columbia Business School. He was previously Chair of the Finance and Economics Division and a Faculty Research Fellow of the National Bureau of Economic Research. As a professor, Dr. Ang worked with several large institutional managers as an advisor. His work with industry was recognized by aiCIO naming him one of the top 10 most influential academics in the institutional investing world. Dr. Ang earned a BEc(Hons) from Macquarie University, and a PhD in finance and MS in statistics from Stanford University.

David Antonio

Research, Qontigo

Philipp Aeby

CEO and co-founder, RepRisk

Diana R. Baechle

Applied Research, Qontigo

Sonia Berlin

Strategy, Clarity AI

Andy Brown

CEO, Sand Hill East, LLC
CTO, Fintech Innovation Lab

Andy Brown

CEO, Sand Hill East, LLC
CTO, Fintech Innovation Lab

Melissa R. Brown

Applied Research, Qontigo

Sebastian Ceria

Chief Executive Officer, Qontigo

Hernando Cortina

Index Strategy, ISS ESG

Olivier d’Assier

Applied Research, Qontigo

Sarah Hopkins

Equity Solutions, Investments, WTW

Bert Kramer

Climate & ESG Solutions, Ortec Finance

Axel Lomholt

Indices & Benchmarks, Qontigo

Manan Mehta

Quantitative Fixed Income Research, Northern Trust

David Nelson

Climate Transition Analytics, Climate and Resilience Hub, WTW

Roberto Rigobon

Professor, MIT Sloan School of Management

Christoph V. Schon

Applied Research, Qontigo

Rob Stubbs

Incubation, Qontigo

Chris Sturhahn

Analytics Products, Qontigo

Neal Pawar

Chief Executive Officer, Qontigo

Shila Wattamwar

ESG Retail and Wealth, Sustainalytics

Lunch will be served and the presentations will be followed by a networking reception.

This event is free to attend and is open to investment professionals.

COVID-19

Please note that our event venue will follow the NYC COVID-19 health and safety protocols:

Proof of vaccination or a negative test (rapid or PCR) taken within 48 hours of the meeting date is required for entry to Convene. Negative results (rapid or PCR) must be accompanied by a digital readout stating the attendee’s full name and the date and time the test was performed. See additional information here.
This will be checked by a Convene team member on arrival.
See the list of acceptable forms of vaccine and identification verifications.