Agenda for CBOE RMC Europe Features Speakers from BlackRock, Parametric, and Other Firms

Risk Management Conference (RMC) Europe will be held at the beautiful Powerscourt Hotel, Enniskerry, County Wicklow, Ireland, on Sept. 3 – 5, 2014. The tentative agenda for RMC Europe is posted at , and a list of select speakers also is below in this Blog.

The many topics to be covered at the 3-day conference will include: (1) Options and Volatility Market Client Demographics, (2) Trends in Institutional Options and Volatility Product Usage, (3) The Volatility Surface:  Skew and Term-Structure, (4) Volatility of Volatility, (5) Cross Asset Volatility Strategies for Tail Hedging and Alpha Generation, and (6) Correlation and Dispersion: What they Mean and How to Trade Them.


Included among the list of speakers on the tentative agenda for RMC Europe 2014 are the following experts —

  • Colin Bennett, Managing Director, Head of Quantitative and Derivative Strategy, Banco Santander Central Hispano
  • Andy Nybo, Principal, Head of Derivatives, TABB Group
  • Steven M. Sears, Senior Editor and Columnist, Barron’s and
  • Leaf Wade, Head of US Derivatives Sales into Europe, UBS
  • David Hauner, Head of EEMEA Economics & FI/FX Strategy, Bank of America Merrill Lynch
  • Kokou Agbo-Bloua, Head of Equity & Derivatives Strategy Europe, BNP Paribas
  • Robert McGlinchey, Derivatives Editor, Global Capital
  • Jean-Francois Bacmann, Portfolio Manager and Head of Volatility Strategies, Man AHL
  • Stephen Crewe, Portfolio Manager, Fulcrum Asset Management
  • Andrew Rozanov, Managing Director, Permal Investment Management
  • Jay H. Strohmaier, CFA, Senior Portfolio Manager, Parametric Clifton Group
  • Dr. Christoph Gort, Partner, SIGLO Capital Advisors
  • Pav Sethi, Chief Investment Officer, CEO, Gladius Investment Group
  • Natasha Jhunjhunwala, Equity Derivatives Product Management, Credit Suisse
  • Sheldon Natenberg, Co-Director of Education, Chicago Trading Company, LLC
  • Dominic Salvino, VIX Specialist, Group One, LLC
  • Jean-Gabriel Prince, Portfolio Manager, BlackRock
  • Abhinandan Deb, Head of European Equity Derivatives Research, Bank of America Merrill Lynch
  • Pete Clarke, Global Head of Equity Derivatives Strategy, UBS
  • Yoshiki Obayashi , Founder, Applied Academics, LLC
  • Angel Serrat, Partner & Chief Strategist, Capula Investment Management
  • Pin Chung, Chief Financial Officer and Chief Investment Officer, R+V International Business Services Limited
  • Rachid Lassoued, Head of Financial Engineering, Bloomberg
  • Daniel Danon, Senior Vice President, Portfolio Management & Structuring, Assenagon Asset Management
  • Tim Edwards, Director of Index Investment Strategy, S&P Dow Jones Indices


Please visit for information on more speakers, topics, updates, and details re: travel and registration.