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June 22 | 10:00 am - 5:00 pm



Tom Severance is Chief Revenue Officer at Axioma, a leading provider of enterprise risk management, portfolio construction and regulatory compliance solutions for many of the world’s most influential financial firms. In his current role, he is responsible for accelerating growth in the company’s target markets. Tom has more than 20 years of experience working in high growth companies in risk, analytics and technology industries, most recently as Managing Director at Markit Analytics, where he headed IHS Markit’s risk strategy and analytics business in the Americas. Earlier in his career, Tom served as Regional Director of Latin America for MISYS International, as Executive Vice President of Sales and Marketing at Algorithmics, and as Executive Vice President and Head of Global Sales for QuIC Financial Technologies. Tom graduated from St. Lawrence University with a BA in history and political science. DESCRIPTION: In the workshop we will go through all the aspects needed to do portfolio construction, limit downside risk and explore attribution. This workshop will help Portfolio Managers and Risk managers understand the key areas that can contribute to the generation of Alpha while controlling downside risk.

OBJECTIVE: During the workshop we will look at several portfolios and run various optimizations with different constraints to develop the desired outcome. Then we will look at pulling in risk parameters to see how the optimization will change the portfolio. To understand risk across multiple portfolios we will look at a risk overlay on top of several portfolios to see where unintended risk is being taken. The workshop will be an interactive discussion and real time use of optimization and risk management applications to enhance the experience. PROGRAM: 1. Portfolio construction using optimization 2. Risk management for equity and multi asset class portfolios 3. Risk management across multiple portfolios 4. Attribution

DURATION: 7 Hours VENUE: JW Marriott Santa Fe Hotel Avenida Santa Fe 160 Col. La Fe Santa Fe, CDMX. COSTO: $15,000.00 M.N. + IVA

REQUERIMIENTOS 1. Contar con nivel medio o superior de inglés. 2. Ser egresado de carreras económico - administrativas. 3. De preferencia, trabajar en instituciones financieras. 4. Es necesario el uso de laptop.

PAYMENT METHODS: 1. Bank Transfer in US Dollars (Foreign Institutions) BANK: BBVA Bancomer ACCOUNT NUMBER: 0121 8000 11 0583 0066 SWIFT: BCMRMXMM BRANCH NUMBER: 0956 BENEFICIARY: RiskMathics, S.C. 2. Credit Card: VISA, MASTERCARD or AMERICAN EXPRESS. IMPORTANT NOTICE: There will be no reimbursements.

REGISTRATION E-mail: Telephone: +52 (55) 5638 0367 +52 (55) 5669 4729


Portfolio Construction, Risk and Attribution 2018 Ing  
Portfolio Construction, Risk and Attribution 2018 Ing