BEGIN:VCALENDAR VERSION:2.0 PRODID:-//jEvents 2.0 for Joomla//EN CALSCALE:GREGORIAN METHOD:PUBLISH BEGIN:VTIMEZONE TZID:America/Los_Angeles X-LIC-LOCATION:America/Los_Angeles BEGIN:DAYLIGHT TZOFFSETFROM:-0800 TZOFFSETTO:-0700 TZNAME:PDT DTSTART:19700308T020000 RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=2SU END:DAYLIGHT BEGIN:STANDARD TZOFFSETFROM:-0700 TZOFFSETTO:-0800 TZNAME:PST DTSTART:19701101T020000 RRULE:FREQ=YEARLY;BYMONTH=11;BYDAY=1SU END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:619d3f4d7d29ee743cccd074215605fe22 CATEGORIES:Past Events SUMMARY:Navigating Extreme Volatility: Perspectives from the Helm DESCRIPTION:
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 challengi ng market environment of their career. Liquidity retreated so far and so qu ick, followed by a truly unprecedented period of economic, social, politica l and market uncertainty. Despite this bleak backdrop, equity markets have continued to push for new highs. We have asked several specialist asset man agers to recap the volatility, how downside risk can be managed, and how th e investment opportunity set has been reshaped by the pandemic.
< /div>Diana Myint
Managing Director - BlackRoc k
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 p ortfolios, she is responsible for sourcing, evaluating, and monitoring hedg e fund managers. Ms. Myint joined BlackRock in 2010. Prior to joining Black rock, Ms. Myint worked at Barclays Capital from 2004 to 2010, as part of th e Corporate Derivatives team within the Investment Banking Division. In thi s role, she marketed and structured derivatives for corporate clients, advi sing 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 A pplied Economics from Cornell University.
Founder and Portfoli o Manager - Aequim Alternative Investments
Franklin Parlamis began his career as an attorney with C leary Gottlieb Steen & Hamilton, where he was part of a small team repr esenting the Russian government on its 1998 debt default and restructuring. Franklin also worked on domestic bankruptcies. In early 2000, Franklin joi ned an internal trading group at hedge fund manager Paloma Partners, which would shortly spin out and form Amaranth Advisors. At Amaranth, Franklin wa s responsible for roughly $1 billion in AUM, co-managing the convertible ar bitrage and credit arbitrage portfolios and sole managing a book of convert ible asset swaps and related structured finance packages. He was an early a ctive participant in the credit default swap market. Franklin left Amaranth in 2005 and relocated with his family to Hawaii. In 2007, the family reloc ated 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 Port folio 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 fund s and the firm’s fixed-income specialty product, the Pine River Fixed Incom e 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 wh ere he also serves as Portfolio Manager and CIO. Franklin earned a BA in Ma thematics 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.
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Raj Sood
Portf olio Manager - Parallax Volatility Advisers
Raj has nearly 15 years of experience managin g capital structure arbitrage portfolios and more than 20 years of experien ce in the financial services industry. He currently works for Parallax Vol atility Advisers as a Portfolio Manager responsible for managing the Cega R V (Capital Structure Relative Value) sub-strategy. Before joining Parallax , Raj was a co-founder of Pomelo Capital which was spun-off from Barclays C apital. At Barclays he was a Director in the Capital Structure Arbitrage g roup. He started at Barclays in 2010 as a proprietary trader responsible f or 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 Go ldman Sachs, he built an independent capital structure arbitrage strategy a nd was responsible for all aspects of the platform and accountable for all related strategy P&L. Prior to Goldman Sachs he worked at KBC Alternati ve Investment Management and was responsible for managing the US capital st ructure arbitrage strategies and was accountable for related P&L. He s tarted 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 p>
Seni or Managing Director - Cyrus Capital
Rob Jackson, a native of Vancouver, B.C., is a Senior Man aging 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 Co llege of Arts and Sciences at the University of Pennsylvania.