October 5, 2022
Risk used to be quantifiable in terms of likelihood and impact, like “black swan” events of low probability but devastating consequences. Risk seemed manageable because it was discrete and quantified. In the post-Covid world, risk has changed. Join the EACCNY and RavenPack for an exclusive panel that explores the new nature of risk.
Risk used to be quantifiable in terms of likelihood and impact, like “black swan” events of low probability but devastating consequences. Risk seemed manageable because it was discrete and quantified.
In the post-covid world, new modes of communication refocused corporations on increased Cyber risk, the increasing complexity of global financial systems illustrated a need to expedite innovation in financial flows and payment systems.
The recent pandemic and the war in Ukraine have painfully illustrated the flaws of that approach and led to a realization that risk can no longer be assessed in isolation - both policymakers, companies and investors are adopting a more panoramic approach to view ‘Risk as a Mosaic’.
Join RavenPack at an exclusive event organized by the European-American Chamber of Commerce of New York, which will lay the groundwork for an in-depth analysis of the above-mentioned topics. If you are curious what the future holds for you as an individual, for your company, or society as a whole, this panel will fascinate you.
, Minister-Counsellor - Digital Economy Policy,
EU DELEGATION TO THE USA
Courtney Rickert McCaffrey
, Global Insights Leader - Geostrategic Business Group,
, Special Advisor - Climate & Sustainability,
Stuart P.M. Mackintosh
, Executive Director,
GROUP OF THIRTY
, Head of Quantitative Research - Americas,
See full agenda
8:30 AM - 10:30 AM EDT, 5th October 2022
EY New York Headquarter
One Manhattan West, 401 9th Avenue
New York, NY 10001
Head of Data Science Innovation - RavenPack
Marko is the Head of Data Science Innovation at RavenPack with over 10 years of experience in the finance industry. He focuses on exploring novel approaches and techniques for combining fundamental drivers with big data quantitative frameworks to identify alpha opportunities from a wide universe of securities across multiple asset classes. Previously, as the head trader/investment analyst at an event-driven hedge fund in New York, he was responsible for macro research, idea generation and risk management. Marko has experience in utilizing quantitative methods in portfolio construction, developing hedging strategies and trading structured derivative instruments.
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