RMIT-Q Group-CFA Melbourne Society Finance Symposium 2021

The Finance Symposium 2021 brings together RMIT’s top finance academics and industry leaders to explore, unpack and discuss the implications of COVID-19 and the way forward in financial markets and the economy.  This year we will hold a hybrid version of this event with a half day virtual and half day  face-to-face  held in the RMIT Green Brain.

The Finance Symposium 2021 invites finance experts to bridge the gap between academic and industry research, identifying key areas that will shape the future of the financial services industry.

This year symposium will be in partnership with Q Group Australia and CFA Society Melbourne and will be themed around the impact of COVID 19 on markets, re-visiting the current new trends of investments including Quant Investing, Gender Equality and Responsible Investment among others.

 

Event details

Session 1:  9:15 am  - 10:15  am : “How State of the Art Natural Language Models can enhance Portfolio Management ( Virtual)

Join Berowne Hlavaty, Executive Director, Quantitative Equity Strategy  from JP Morgan, who will give the first keynote address on “How State of the Art Natural Language Models can enhance Portfolio Management.

Break
10:15am - 10:30am

Session 2: 10:30am - 12:30pm ( Virtual)  Trading strategies and  Optimal Investment  Strategies

Join Scott Bennett, Head of Quantitative Research and Client Solutions, Australia and New Zealand, Northern Trust, Henry Wong, Head of Quantitative Solutions at Cbus Super Fund, Henry  Zhang, Quantitative Trader at Deutsche Bank Hong Kong, Dr Angel Zhong, Senior Lecturer of Finance at RMIT University and Dr Larry Li,  Senior Lecturer of Finance at RMIT University, presenting their research on Trading Investment Strategies.

We look forward to you joining us to explore, unpack and discuss what the future holds for the financial markets and the economy.

Break
12:30 – 2:00pm

Session 3 FACE TO FACE 2:00  pm welcome to face to face – Green Brain RMIT

2:00 – 3:00pm Key note (industry) ( face to face ) Future of Finance for Women

Join Mary Delahunty, Head of Impact for HESTA and has been with the fund since early 2013. She has held senior roles in financial services organisations for over 15 years and is passionate about progressing responsible investment practices and gender equality. HESTA is one of Australia’s largest superannuation funds with $57bn under management and over 850,000 members. She will discuss what the future holds for Women in Finance.

Break
3:00 – 3:15pm

Session 4 : Panel Discussion : Responsible Investment

3:15 – 4:45pm – PANEL Discussion

Join a panel discussion with Ms Anne Molyneux, Philip Naylor and Professor Jonathan Batten, Professor of Finance at RMIT University. The panellists will be unpacking topics such as responsible investment and corporate social responsibility.

4:45 – 6:00pm – Drinks and networking

 Please join us in the networking drink – Major sponsor Refinitiv (London Stock Exchange Group)

6:00pm Close

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Organisers

Associate Professor Banita Bissoondoyal-Bheenick

A/Professor Bissoondoyal-Bheenick is an expert in credit risk and measures of default, by considering ratings; financial markets with focus on volatility; asset pricing, financial institutions, structured finance products ratings and financial crisis, and corporate ratings. She has published papers in high quality journals and books as well presented at conferences. She is currently a member of the RMIT Philanthropic Investment Committee and Women Researchers’ Network.

Dr Oscar Tian

Vice President and Melbourne Chair, Q Group Australia | Senior Consultant, Pricing and Risk Analysis, MLC Wealth/IOOF. Dr Oscar Tian is a Senior Consultant at MLC Wealth/IOOF, as well as the Vice President and Melbourne chair of the Q Group Australia. He is also actively involved in research as a Senior Lecturer at Monash Centre for Quantitative Finance and Investment Strategies, Industry Fellow at UNSW ARC Centre of Excellence in Population Ageing Research, and Associate Editor of ANZIAM (Australia and New Zealand Industrial and Applied Mathematics) Journal.

Zoljargal Batsaikhan

Chartered Financial Analyst | CFA Society Melbourne. Zoljargal Batsaikhan is an experienced banker with a history of work in emerging markets. Skilled in credit modelling, credit risk management, and regulatory compliance, Zoljargal graduated with a Bachelor's Degree in Business Administration from the National University of Mongolia. She is a CFA charter holder and an active member of the CFA Society Melbourne.

Keynote 1 – Session 1

Berowne Hlavaty | Executive Director, Quantitative Equity Strategy from JP Morgan

Berowne Hlavaty has over 20 years of machine learning, big data, quantitative, risk and investment strategy experience. He has consistently ranked top-3 in the Peter Lee surveys in Australia. He regularly engages with industry, regulators and academia contacts through a series of quarterly ‘Quantferences’ giving clients access to the latest research and markets insights. Berowne has a bachelor’s degree in Materials Engineering and a master’s degree in Information Science from the University of NSW. He is passionate about applying Machine Learning techniques to diverse financial investment problems while drawing on his experience and network of industry and academic contacts.

Break Out Session 1 : Speakers

Scott Bennett

Head of Quantitative Research & Client Solutions, Australasia. Scott Bennett is Head of Quantitative Research and Client Solutions, Australia and New Zealand where he is responsible for working with institutional clients to help achieve their investment objectives. Scott is responsible for overseeing more than A$20bn in client assets across global equities, global fixed income and Australian equities. Prior to joining Northern Trust, Scott was Director, Equity Strategy & Research at Russell Investments where he was responsible for the research and development of Russell’s systematic equity strategies. In this role, Scott lead a team of four senior research analysts who were responsible for over $45 billion in AUM across single factor, multi-factor, factor timing, ESG and portfolio completion strategies. Scott has undertaken research on various topics including ESG, equity factors, trading costs, quantitative risk management and performance evaluation, which have been published in several academic journals. In 2010 won the JASSA prize for best paper for his work on Active Share across Australian equity managers. Scott earned his bachelor’s degree in business (economics and finance) with distinction from RMIT University and a master’s in finance (applied finance) from the University of New South Wales (UNSW).

Henry Wong

Henry Wong is Head of Quantitative Solutions at Cbus Super Fund. He has 16 years of quant experience in the industry. Previously, he has worked at VFMC, Challenger, NAB and University of Melbourne. He is an Adjunct Associate Professor in the Centre for Quantitative Finance and Investment Strategies at Monash University. Henry holds Ph.D. in Mathematics and M.Com.(Hons) in Finance from University of Melbourne and B.Sc.(Hons) in Mathematics from University of Auckland.

Henry Zhang

Quantitative trader at Deutsche Bank Hong Kong. Henry Zhang, Qantitative trader at Deutsche Bank Hong Kong. He is also an adjunct research fellow at Monash Centre for Quantitative Finance and Investment Strategies. Previously, he worked as a postdoctoral research fellow at CSIRO. Henry holds a PhD in Mathematics and Bachelor of Science (Honours) from Monash University.

Dr Larry Li

Senior Lecturer Finance, RMIT University. Dr Larry Li is senior lecturer of finance at RMIT University, Australia. Larry's teaching and research interests focus on corporate governance, equity evaluation, risk management, and carbon finance. He has published extensively in the areas of economics and finance. Besides the forthcoming authored book, his articles have appeared in Journal of Cleaner Production, World Economy, International Review of Economics and Finance, Corporate Governance: An International Review, Australian Journal of Management, and others.

Dr Angel Zhong

Senior Lecturer Finance, RMIT University. Dr. Angel Zhong is a Senior Lecturer in Finance at RMIT University. She specializes in asset pricing, funds management and investor behavior in financial markets, with a strong focus on the equity market. Her research is at the forefront of the development of the Fama-French asset pricing model in the Australian market. She has also undertaken research in the difference in behavior of institutional investors and retail investors in stock markets around the world. She is an aspiring academic with strong ties to the industry. Her research has strong investment applications for investors. In addition to academic research, she regularly undertakes applied research and is a successful recipient of grants in the area of measuring mispricing and sentiment in the Australian equity market. Angel remains engaged with external stakeholders while undertaking her academic responsibilities. Her research has frequently attracted media interest, including TV interview on ABC and SBS, radio interviews on ABC Radio, and frequent coverage in the Age and the Australian Financial Review.

Face to face session

Session 3: Keynote 2

Mary Delahunty | Head of Impact for HESTA

Mary is the Head of Impact for HESTA and has been with the fund since early 2013. She has held senior roles in financial services organisations for over 15 years and is passionate about progressing responsible investment practices and gender equality. HESTA is one of Australia’s largest superannuation funds with $57bn under management and over 850,000 members.

Mary is a 2015 Churchill Fellow awarded for the completion of international research on equity for women in pension systems.

Mary is the Chair of the Ministerial Advisory Council for Gender Equality in the State of Victoria.  The Council’s role is to advise the Minister for Women on the Safe and Strong equality strategy. Mary also sits on the Advisory Board for the McKell Institute.

Mary is a former Mayor and Councillor of the City of Glen Eira.  Mary is also a Board Member of The Emergency Services Telecommunication Authority and an advisory panel member for the State Government, she is a past Chair of Reclink Australia, a National Not for Profit organisation offering sports and recreation opportunities to break the cycle for disadvantaged Australians.

Mary holds a Master of Finance (Corporate Advisory) and is a Graduate of the Australian Institute of Company Directors.

Sesssion 2: Panel Members:

Anne Molyneux | FCA, FAICD, M. Mgmt Director, CS International

Anne Molyneux, is a Director of CS International, a global consulting firm in ESG practices. She is an experienced director, former trustee of pension funds and is a Chartered Accountant. She advises in corporate governance and corporate reporting, and in banking and securities regulations. She is the former Vice-Chair of the International Corporate Governance Network (ICGN) – the global investor community, with $54 trillion under investment.   

Mrs. Molyneux has developed public and private sector corporate governance and sustainability practices, including for companies, banks, regulators and stock exchanges. Her work includes the development of corporate governance codes, board policies and practices on governance and sustainability.  She undertakes board evaluations, audit and risk committee advice and support, scorecards on ESG for national and company assessments, capacity building in sustainability and corporate governance and regulator monitoring and enforcement mechanisms. In addition to private company (large and small) and state-owned enterprise clients, her clients include the OECD, the World Bank, the International Finance Corporation (IFC), and the Asian Development Bank (ADB). She has wide experience in Asia, South Asia, Africa, Australia and Europe.

She is a business representative and contributor to the OECD Corporate Governance Steering Committee.  She is an invited member of the OECD Asian Corporate Governance Roundtable.  She represented the global investor community (ICGN) on the IFRS Advisory Council (IFRS), the International Auditing and Assurance Standards Board (IAASB) Consultative Advisory Group, the International Ethics Standards Board for Accountants (IESBA) Consultative Advisory Group and represents ICGN on the International Integrated Reporting Council (IIRC).  She is a fellow member of the Australian Institute of Company Directors and has a Master of Management.

Professor Jonathan A. Batten

Jonathan A. Batten is Professor of Finance at RMIT University Melbourne. Prior to this position he worked as a Professor in Finance at the University Utara Malaysia, Monash University, Australia, the Hong Kong University of Science & Technology, and Seoul National University, Korea. He is the managing editor of Elsevier’s highly ranked Emerging Markets Review and Journal of International Financial Markets Institutions and Money, and co-editor of Finance Research Letters. Jonathan’s published research crosses several disciplines: firstly, in the business area on insider trading and market manipulation, bond pricing and corporate foreign exchange risk management in journals; secondly, in energy and applied mathematics on complexity in financial time series and on stock, gold and energy market integration; and thirdly, in economic policy on financial market development and the societal impacts of foreign direct investment. His current research involves assessing the impact on banking and financial markets of the expected worldwide shift to renewable energy; portfolio adjustment to the effects of climate change; and the roles of multinational corporations in international capital markets. He has published in leading business and science journals including Chaos, Energy Economics, Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and the Journal of International Business Studies.

Philip Naylor | Principal Consultant at Frontier Advisors

Philip Naylor is a Principal Consultant at Frontier Advisors and is a senior member of their Investment Strategy team. Philip has over a decade of senior experience, much of that in currency and fixed income trading roles with the Reserve Bank of Australia (RBA) in both Sydney and New York, and as the RBA’s representative on the G20 Investment and Infrastructure Working Group. Philip has also worked as a consultant to the World Bank in Washington DC and as an Economist at Macquarie Bank. Immediately prior to joining Frontier, Philip was the Economic Advisor to the Treasurer of the Northern Territory. Philip holds a Bachelor of Business (Honours) in Economics and Finance from RMIT University along with a Master of Public Administration (MPA) in Economic Policy Management from Columbia University in New York. Philip also holds a CFA

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Acknowledgement of Country

RMIT University acknowledges the people of the Woi wurrung and Boon wurrung language groups of the eastern Kulin Nation on whose unceded lands we conduct the business of the University. RMIT University respectfully acknowledges their Ancestors and Elders, past and present. RMIT also acknowledges the Traditional Custodians and their Ancestors of the lands and waters across Australia where we conduct our business - Artwork 'Luwaytini' by Mark Cleaver, Palawa.

aboriginal flag
torres strait flag

Acknowledgement of Country

RMIT University acknowledges the people of the Woi wurrung and Boon wurrung language groups of the eastern Kulin Nation on whose unceded lands we conduct the business of the University. RMIT University respectfully acknowledges their Ancestors and Elders, past and present. RMIT also acknowledges the Traditional Custodians and their Ancestors of the lands and waters across Australia where we conduct our business.