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Summary
Join us for an in-depth exploration of quantitative and systematic derivatives-based strategies, covering smart beta index development, risk premia, dispersion trading, trend-following, curve dynamics, and systematic stock selection across multiple asset classes, included but not limited to equities, interest rates, and commodities. This session will provide insights from both the sell-side and buy-side, including perspectives from proprietary trading, hedge funds, structuring, QIS, and research. We will start with a qualitative overview before diving into a quantitative deep dive (QIS), culminating in cutting-edge applications of data science and machine learning. Additionally, this webinar will also examine the role of derivatives—from simple instruments to exotic and structured products—in shaping these investment strategies.
Speakers
Riccardo Werther Borghi
PhD, Vice President, Equity Trading, IMI Corporate & Investment Banking Division - Intesa Sanpaolo
S&P Global Market Intelligence
Mila Kuznetsov
S&P Global Market Intelligence
Executive Director, Global Head of Derivatives Business Development
Mila Kuznetsov is an Executive Director leading the Americas Derivatives Business Development team at S&P Global within Market Intelligence. In her role, she is responsible for Americas derivatives commercial and product strategy across the sell side, buy side, auditors/regulators, and asset servicers.
Prior to joining S&P Global, Mila held multiple leadership roles at key financial services organizations such as Sculptor Capital Management where she was the Global Head of Valuations, Citi as a V.P focused on Equity Derivative Valuations, and at Ernst & Young within financial services for clients in Risk Advisory and Derivative Valuations. In her previous roles, she has implemented new pricing and valuation policies and procedures across multi-asset portfolios (equities, fixed income, derivatives, private assets), led valuation automation projects, and reviewed key valuation questions with internal stakeholders (Valuation Committees) and external stakeholders (auditors, regulators, investors).
Mila graduated from Binghamton University’s School of Management with a Bachelor of Science in Management, Concentration in Finance, and a Minor in Russian and East European Studies.
Questions?
Please contact us if you need more information or have trouble accessing the webinar.