March 11, 2025
Quorum by Convene, NY, USA
Michael Hayes leads MSCI’s research on fixed income, derivatives and model validation. His current responsibilities include building tools to facilitate and streamline systematic credit investing. Prior to MSCI, Michael worked implementing and supporting all aspects of systematic credit, including signal generation, risk and portfolio management and foreign-exchange and interest-rate hedging. He holds a Bachelor of Arts in chemistry from Princeton University and a doctorate in chemical physics from the University of Colorado Boulder.
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 Michael.
Download The Latest Agenda