LIVE WEBINAR: Implementing Risk Mitigation Programs with Index-Based Liquid Alternative Strategies

Posted on 11/17/2020


LIVE WEBINAR: Thursday, December 3, 2020 from 11 AM ET

Join us to hear industry experts from Meketa Investment Group, Parametric, and S&P Dow Jones Indices discuss how index-based liquid alternative strategies can support the design of risk mitigation programs that offer institutional portfolios robust diversification benefits and defensive characteristics.

Topics will include:
The limits of traditional asset class diversification and why economic recovery and market volatility underscore the need for tailored risk mitigation programs

A critique of different types of risk mitigating strategies including long-term Treasuries, tail-risk hedging, and index-based liquid alternatives

Implementation considerations and the rationale for combining different types of risk mitigating strategies

Panelists:

Rupert Watts, CFA, CAIA, Senior Director, Strategy Indices, S&P Dow Jones Indices

Rupert Watts is Senior Director, Strategy Indices at S&P Dow Jones Indices. His field focuses on alternate beta strategies, including factor-based indices, dividends, and volatility, as well as quantitative, thematic, and asset-allocation strategies. In his role, Rupert works closely with the sales, marketing, and Global Research & Design departments to bring new ideas to market.
 
Prior to his current role, Rupert worked at Deutsche Bank for almost 11 years, with the majority of this time dedicated to research and product development within quantitative investment strategies (QIS), with stints on the buy side and sell side. While in QIS, Rupert played a lead role in the successful launch of a risk premia platform, developing strategies across multiple asset classes and managing portfolio mandates for institutional clients.
 
Rupert is originally from the United Kingdom and earned a bachelor’s degree in business and finance from the University of the West of England, Bristol. Rupert is both a Certified Financial Analyst (CFA) and a Certified Alternative Investment Analyst (CAIA).

Ryan Lobdell, CFA, CAIA, Consultant, Meketa Investment Group

Ryan is a consultant at Meketa Investment Group where his responsibilities include general consulting, liquid alternatives manager due diligence, asset liability modeling, and capital markets research. He is also a member of the firm’s Strategic Asset Allocation/Risk Management committee. Ryan received his Bachelor of Science in Finance degree from Linfield College. He currently serves on the Board of Directors for the Portland Alternative Investment Association. Ryan holds the Chartered Financial Analyst designation, and is a member of the CFA Society of Portland. He also holds the Chartered Alternative Investment Analyst (CAIA) designation and is a member of the CAIA Association.

Benjamin Hood, PhD, Director of Research, Parametric

Ben leads the Research Team in Minneapolis and Westport, Connecticut, focused on our derivatives and liquid alternatives strategies. Prior to joining Parametric, Ben worked at AQR Capital Management as a vice president of research. His research has been published in the Review of Financial Studies and the Financial Analysts Journal. He earned a PhD and MA in economics from University of California, Los Angeles, as well as a BS in economics with honors and BA in mathematics from the University of Minnesota.

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