Market Insights from the Risk Side of the Coin - Melbourne event

12 Oct 2017

Olivier d’Assier


Data61 Demonstration Lab
710 Collins Street, Docklands

In this talk, Olivier d’Assier, Managing Director of Applied Research for APAC at Axioma, will discuss the major drivers of the change in risk of global equity market with a particular focus on Australia. Looking at market events through the lens of a fundamental multi-factor risk model to attribute its returns to sources of systematic premia, he will provide a comprehensive picture of how the risk environment impacts investor portfolios. Key topics covered include market volatility, correlation, and factor returns. In the second part of the talk, Olivier will focus on Sector and Style (a.k.a. smart beta) strategies and how each can be analyzed for suitability and timing.

Agenda: Thursday 12 October

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking


Please use the following link for RSVP[Melbourne]_I_would_like_to_attend_seminar_12_October_2017


Olivier d'Assier is Head of Applied Research, APAC for Axioma, responsible for generating unique regional insights into risk trends by leveraging and analyzing Axioma's vast data on market and portfolio risk. His research helps clients and prospects to better understand and adapt to the evolving risk environment in Asia Pacific. The author of periodic special reports, d'Assier produces regional and global research on market and portfolio risk.

Previously Managing Director of APAC, Olivier was responsible for the performance, strategy, and commercial success of Axioma's operations in Asia Pacific. Upon joining in 2006, d'Assier brought Axioma's key innovations to the Asia Pacific marketplace via the development of Asian-centric products.

Prior to joining Axioma, d'Assier spent seven years at Barra Inc. as VP for Asia Pacific and President of Barra Japan before servings as Executive Director for Asia Pacific for MSCI-Barra.

In addition to his experience managing quantitative solutions, d'Assier spent nine years in investment banking as a sales trader in Europe and Asia for Nikko Securities and SMI Securities. He is a sought-out public speaker and regular guest on business and financial news programs with CNBC and Bloomberg TV, providing expert commentary on investment performance, risk management, and industry challenges.

Mr. d'Assier has lived in Asia since 1996 and has worked in Singapore, Hong Kong, and Tokyo.


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