Peng Cheng, Head of Machine Learning Strategies, JPMorgan
Raphael Douady, Research Professor, Sorbonne
Bill Janeway, Fmr Vice Chair, Warburg Pincus, Faculty of Cambridge
Matthew Dixon, Quant of The Year 2022, Finance Professor
Gordon Ritter, Quant of the Year 2019, Adjunct Professor, Cornell Financial Engineering Manhattan, Adjunct Professor, Baruch College, NYU Courant Institute
Richard Craib, Founder & CEO Numerai
Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Peng Cheng Head of Big Data & Ai Strategy JPMorgan
Peng Cheng is Managing Director and Head of Big Data and AI Strategies at JPMorgan. He is responsible for developing cross asset investment strategies leveraging alternative data and advanced statistical techniques. Previously, he covered Equity Derivatives Strategies in London.
Prior to joining the bank in 2010, he was a Convertible and Volatility strategist at Lehman Brothers/Barclays in New York. He holds a Master’s degree from the University of California, Berkeley and is a CFA charterholder.
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Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Raphael Douady Research Professor Sorbonne
Raphael Douady is a French mathematician and economist.
He held the Frey Family Endowed Chair of Quantitative Finance at Stony Brook University (SUNY, 2015-18), and was, prior to that, Academic Director of the Laboratory of Excellence on Financial Regulation (Labex ReFi, a joint initiative of Paris 1-Sorbonne University, ESCP-Europe, CNAM and ENA, 2013-16). Furthermore, he is affiliated with Paris 1-Pantheon-Sorbonne University and the French National Centre for Scientific Research (CNRS). He co-founded fin-tech firms Riskdata (1999) and Datacore (2015) and now advises Matrics, a cloud-based system using AI for the buy-side industry.
He has more than twenty years of experience in the banking industry and thirty-five years of research in pure and applied mathematics.
His current research focus is systemic risk and the anticipation of financial market crises. As well as the use of advanced data science and statistical techniques for long-term investment. His background in pure mathematics is in dynamical systems, chaos theory and symplectic geometry. He studied at Ecole Normale Supérieure in Paris. Moreover, earned his PhD in mathematics in 1982 from the University of Paris 7. He is a board member of Friends of IHES, a charity supporting the French Institut des Hautes Etudes Scientifiques.
Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Bill Janeway Warburg Pincus xVice-Chair & Partner
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Early life and education
Bill Janeway was born on May 3, 1943 in Manhattan, the second son of Elizabeth Janeway, author and critic, and Eliot Janeway, political economy columnist. He attended Trinity School in New York, from which he graduated as valedictorian of the class of 1961, and Princeton University, from which he graduated as valedictorian of the class of 1965. He received a Marshall Scholarship to the University of Cambridge, where he matriculated at Pembroke College and received a Ph.D. in economics in 1971. His doctoral thesis, titled “The Economic Policies of the Labour Government of 1929-1931” was supervised by Professor Lord Kahn.
Investment career
In 1970, Janeway joined F. Eberstadt & Co., Inc., the investment-banking firm that was founded by Ferdinand Eberstadt. In 1979, he was promoted to director of corporate finance. In 1985, F. Eberstadt was acquired by Robert Fleming & Co., the London merchant bank and investment management firm. Janeway served as director of corporate finance of the resulting American subsidiary, Eberstadt Fleming & Co., Inc., until 1988.
Venture capital
Janeway joined Warburg Pincus, the private equity firm, in 1988 as head of its high technology investment team. The firm’s high-tech investments through the 1990s centered on information and communications technology, and, after 1991, increasingly focused on enterprise software.
In 1992, the firm funded the launch of OpenVision Technologies, which subsequently merged with VERITAS Software in 1996. In 1999, Warburg Pincus also was the founder and sole investor in BEA Systems.
Warburg Pincus eventually distributed its positions in both companies to its limited partners, realizing total returns of $750 million in VERITAS shares and $6.5 billion in BEA shares on investments in each of approximately $50 million.
In 2006, Janeway retired as Vice Chairman of Warburg Pincus. He remains a special limited partner.[4]
Research
In collaboration with Michael McKenzie of the University of Sydney, Janeway conducted research on venture capital returns. He served as a teaching visitor at Princeton University’s economics department in 2012.
Work on innovation
Janeway re-engaged with academic economics through his friendship with Hyman Minsky that began in the mid-1980s. Janeway’s article, “Doing Capitalism: Notes on the Practice of Venture Capitalism,” presented at the annual meeting of the Association for Evolutionary Economics in December 1985, was written at Minsky’s behest.
Current positions
Janeway is a special limited partner of Warburg Pincus. Janeway is a director of Magnet Systems and O’Reilly Media. He is an affiliated member of the faculty of economics at Cambridge University.
Janeway is a co-founder and member of the board of governors of the Institute for New Economic Thinking. He is a member of the board of directors of the Social Science Research Council and of the Advisory Board of the Princeton Bendheim Center for Finance. Furthermore, he is a member of the management committee of the Cambridge-INET Institute, University of Cambridge and a member of the board of managers of the Cambridge Endowment for Research in Finance (CERF). He is a member of the board of directors of the Fields Institute for Research in the Mathematical Sciences. Lastly, he is the author of Doing Capitalism in the Innovation Economy: Reconfiguring the Three-Player Game between Markets, Speculators, and the State, published by Cambridge University Press in 2012.
Philanthropic work
Janeway and his wife, Weslie Janeway, established the Cambridge Endowment for Research in Finance in 2001 and funded the annual Princeton-Cambridge Finance Seminars in 2004.
Personal life
In 1985, Janeway married Weslie Resnick, a vice president of F. Eberstadt & Company, in a non-denominational ceremony in New York City. It was his second marriage.
Honors
In September 2012, Janeway was awarded an honorary Commander of the Order of the British Empire (CBE) “for services to education in support of Cambridge University and to UK/US relations“. In addition, he is the recipient of the 2017 Marshall Medall of the Marshall Aid Commemoration Commission.
Janeway’s book Doing Capitalism was included in Foreign Affairs’ 2012 list of “Best Books on Economic, Social, and Environmental Subjects”, as well as the Financial Times’ “Best books of 2012”.
Publications
- W. H. Janeway, Doing Capitalism in the Innovation Economy: Markets, Speculation and the State (Cambridge University Press, 2012; fully revised and updated version, Cambridge University Press, 2018)
- M. D. McKenzie, and Janeway, W. H., “Venture Capital Funds as an Alternative Class of Investment” in Asset Management: Tools and Strategies, June, (London: Bloomsbury Publishing Company, 2011)
- W. H. Janeway, “Doing Capitalism, revised and extended” in W. Drechsler, Kattel, R. and Reinert. E.S. (eds.), Techno-Economic Paradigms: Essays in Honour of Carlota Perez, (London: Anthem Press, 2009)
- W. H. Janeway, Introduction, in N. R. Lamoreaux and Sokoloff, K. L. (eds), Financing Innovation in the United States, 1870 to the present. (Cambridge MA: MIT Press, 2007)
- W. H. Janeway, “Technology and Value”, Social Research. 64 (3) 1327-1331 (1997)
- W. H. Janeway, “The 1931 sterling crisis and the independence of the Bank of England”, Journal of Post-Keynesian Economics. 18 (2) 251-268 (Winter 1995-19960 (taken from Wiki)
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Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Matthew Dixon 2022 Quant Of The Year
Matthew Dixon is a British applied mathematician working in the area of algorithmic finance. His research focuses on applying concepts in computational and applied mathematics to financial modeling, especially in the area of algorithmic trading and derivatives. Matthew’s research is currently funded by Intel Corporation and he develops codes for high performance architectures. His work in deep learning with Diego Klabjan (NWU) has brought wide recognition and he is a frequently invited speaker at quant and fintech events around the world in addition to be referenced as a computational finance expert in multiple reputed media outlets including the Financial Times and Bloomberg Markets.
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Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Gordon Ritter 2019 Quant of the Year & Cornell Financial Engineering Adjunct Professor
Gordon Ritter completed his PhD in mathematical physics at Harvard University in 2007. His publications while at Harvard were in quantum field theory, differential geometry, quantum computation and abstract algebra, including a well-known simplicity theorem for Kac-Moody groups and a mathematically rigorous treatment of Euclidean QFT on Riemannian manifolds. Prior to Harvard he earned his Bachelor’s degree with honors in Mathematics from the University of Chicago.
Dr. Ritter currently teaches at Columbia, NYU, University of Chicago and the Baruch MFE program. His academic research is on portfolio optimization and statistical machine learning; his finance publications can be found in journals including Risk, the Journal of Portfolio Management. Journal of Financial Data Science, European Journal of Operations Research, and others.
He was named Buy-Side Quant of the Year in 2019!
(Researchers awarded the same honor in other years included Marcos Lopez de Prado, Alex Lipton, and Jean-Phillipe Bouchaud). In parallel with his teaching responsibilities, Dr. Ritter works full time in the industry. In 2019 he founded Ritter Alpha LP. A registered investment adviser running systematic absolute-return trading strategies across multiple asset classes and geographies, based on cutting-edge technology and rigorous applications of statistics and the scientific method to investment problems.
Prior to founding Ritter Alpha, he built a successful trading system from scratch at GSA Capital, a firm which won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times. Prior to GSA, Dr. Ritter was a Vice President of Highbridge Capital Management (HCM) and a core member of the HCM statistical arbitrage group. Moreover, a small team sharing full discretion over systematic trading models that generated billions in profit for investors and directed trillions of dollars of trades across global equities, futures and options. Several senior members of the HCM statistical arbitrage group later joined Gordon at Ritter Alpha. Lastly, in his spare time Gordon enjoys scuba diving in Hawaii. In addition, is passionate about preservation of Native Hawaiian culture and marine ecosystems.
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Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Richard Craib Founder & CEO Numerai
Richard Craib is the Founder and CEO of Numerai, a market neutral quant hedge fund built on thousands of crowdsourced machine learning models.
Richard graduated with a degree in pure mathematics from Cornell University. Previously, he built a global equity fund powered by machine learning at $15 billion asset manager, Prudential (M&G).
In October 2015, Richard founded Numerai in San Francisco to build a new kind of hedge fund where data scientists around the world collaborate to predict equity returns using artificial intelligence.
Numerai runs a weekly data science tournament at https://numer.ai. Data scientists from around the world with varying backgrounds can download our clean, obfuscated data for free, build a model and submit to predict the stock market. Because it’s obfuscated data, you don’t have to know anything about finance to participate.
The best predictions are incorporated into a meta model which we use to create the portfolio that informs the trades of our global equity hedge fund. Learn more about the Numerai meta model https://youtu.be/dhJnt0N497c
Learn more: https://numerai.fund
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Machine Learning Masters of Cornell Financial Engineering Future of Finance Conference
