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Navigating Extreme Volatility: Perspectives from the Helm
Thursday, October 22, 2020, 2:00 AM - 3:00 PM PDT
Category: Panel Discussion

Navigating Extreme Volatility: Perspectives from the Helm 

“In the Chinese language, the word ‘crisis’ is composed of two characters – one representing danger and the other, opportunity.” -John F. Kennedy

Dear SAIA Community,

Given the success of our first virtual event, we have decided to keep up the momentum and will be hosting a second event focused on this year's extreme volatility. For many, 2020 may go down as the most challenging market environment of their career. Liquidity retreated so far and so quick, followed by a truly unprecedented period of economic, social, political and market uncertainty. Despite this bleak backdrop, equity markets have continued to push for new highs. We have asked several specialist asset managers to recap the volatility, how downside risk can be managed, and how the investment opportunity set has been reshaped by the pandemic.

Event Details & Registration (Free):

Date: October 22nd, 2020

Time: 2:00PM (PT)

Location: Online

Registration Link: CLICK HERE

Panel Information:

Moderator: 

Diana Myint

Managing Director - BlackRock 

Diana Myint is a Portfolio Manager and member of BlackRock Alternative Advisors (BAA), the firm's Hedge Fund Solutions team. In addition to managing specific client portfolios, she is responsible for sourcing, evaluating, and monitoring hedge fund managers. Ms. Myint joined BlackRock in 2010. Prior to joining Blackrock, Ms. Myint worked at Barclays Capital from 2004 to 2010, as part of the Corporate Derivatives team within the Investment Banking Division. In this role, she marketed and structured derivatives for corporate clients, advising them on how to use derivatives to hedge non-core business risks, such as interest rate and currency risks. She earned a BS, magna cum laude, in Applied Economics from Cornell University.

Panelists:

  

Franklin Parlamis

Founder and Portfolio Manager - Aequim Alternative Investments 

Franklin Parlamis began his career as an attorney with Cleary Gottlieb Steen & Hamilton, where he was part of a small team representing the Russian government on its 1998 debt default and restructuring. Franklin also worked on domestic bankruptcies. In early 2000, Franklin joined an internal trading group at hedge fund manager Paloma Partners, which would shortly spin out and form Amaranth Advisors. At Amaranth, Franklin was responsible for roughly $1 billion in AUM, co-managing the convertible arbitrage and credit arbitrage portfolios and sole managing a book of convertible asset swaps and related structured finance packages. He was an early active participant in the credit default swap market. Franklin left Amaranth in 2005 and relocated with his family to Hawaii. In 2007, the family relocated again to the San Francisco Bay area, where he founded and managed the west-coast office for hedge fund manager Pine River Capital Management. At Pine River, Franklin oversaw roughly $600 million in AUM. He served as Portfolio Manager of the Pine River Convertibles Fund from 2009-2017, and also managed capital directly within the firm’s flagship multi-strategy product, the Pine River Fund, as well as additional capital in single-investor funds and the firm’s fixed-income specialty product, the Pine River Fixed Income Fund. Franklin was named a partner at Pine River in 2010 and departed the firm in 2017. He founded Aequim Alternative Investments in January 2018 where he also serves as Portfolio Manager and CIO. Franklin earned a BA in Mathematics and a Certificate in Russian Studies from Princeton University in 1993, a JD from Yale Law School in 1997 and an MA in Statistics from Yale School of Graduate Studies in 1997. He is married with 3 children and lives in Mill Valley, California, where Aequim’s office is located.  

 

Raj Sood

Portfolio Manager - Parallax Volatility Advisers

Raj has nearly 15 years of experience managing capital structure arbitrage portfolios and more than 20 years of experience in the financial services industry.  He currently works for Parallax Volatility Advisers as a Portfolio Manager responsible for managing the Cega RV (Capital Structure Relative Value) sub-strategy.  Before joining Parallax, Raj was a co-founder of Pomelo Capital which was spun-off from Barclays Capital.  At Barclays he was a Director in the Capital Structure Arbitrage group.  He started at Barclays in 2010 as a proprietary trader responsible for sourcing and analyzing trading opportunities and managing risk across a variety of capital structure arbitrage sub-strategies. Before Barclays, Raj worked for Goldman Sachs & Co. in FICC as a proprietary trader.  At Goldman Sachs, he built an independent capital structure arbitrage strategy and was responsible for all aspects of the platform and accountable for all related strategy P&L. Prior to Goldman Sachs he worked at KBC Alternative Investment Management and was responsible for managing the US capital structure arbitrage strategies and was accountable for related P&L.  He started his career in 1999 at Bear Stearns & Co, in equity derivatives. Raj earned a Master’s degree in Mathematics from Columbia University, and a Bachelor’s degree in Economics from University of Washington.

 

Rob Jackson

Senior Managing Director - Cyrus Capital

Rob Jackson, a native of Vancouver, B.C., is a Senior Managing Director at Cyrus Capital Partners, which he joined in 2012. Prior to his current role, Mr. Jackson was a distressed debt and credit derivatives trader in the Fixed Income Division of Goldman Sachs between 2004 and 2012.  Mr. Jackson graduated summa cum laude from The Wharton School and the College of Arts and Sciences at the University of Pennsylvania. 

We look forward to hosting you!

SAIA Board

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