Webinar: Navigating a New Risk Paradigm

Increased Volatility: Here to Stay?

In this webinar co-hosted with Northern Trust Asset Management, we explore the new risk paradigm of increased volatility and heightened market risk.

We will argue that this volatile environment, where the direction of market risk can change on a dime, is here to stay and has the potential to wreak havoc on investor portfolios.

Portfolio Construction: Uncovering Unintended Risks

We look at the key driver of this increased volatility and the implications for portfolio construction.

We will also look at how investors can view, analyse and deploy risk across all asset classes to achieve their objectives in this new market paradigm and uncover common sources of unintended risks, while developing strategies to mitigate them.

Speaker

Michael Hunstad is Deputy CIO and Head of Global Equities at Northern Trust Asset Management with oversight of all equity portfolio management, research and trading activities including quantitative, index and tax-advantaged strategies.

Previously, Michael was Head of Quantitative Strategies where he was responsible for leading Northern Trust Asset Management’s factor based research, portfolio management and product development programs.

Prior to joining Northern Trust, he was head of research at Breakwater Capital, an algorithmic trading firm and hedge fund. Previously, he was head of quantitative asset allocation at Allstate Investments, LLC and a quantitative analyst with a long-short equity hedge fund. He also served as an adjunct professor at the Illinois Institute of Technology.

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