The Curious Quant

The Curious Quant series, hosted by Michael Kollo, is a discussion between technically-minded professionals in the financial services, technology and data science fields. It carefully examines the application of new data and new methodologies to common problems in financial markets. The aim is to promote better discussions about these emerging areas, and a better understanding of new technologies.

 

 

Michael Kollo is a seasoned investment professional with a deep passion for the pragmatic discussion and application of quantitative models to solve problems. His PhD in Finance is from the London School of Economics where he lectured in quantitative finance in addition to Imperial College and at the University of New South Wales. He has created models and led quantitative research teams at Blackrock, Fidelity and Axa Rosenberg in the UK before more recently moving to Australia where he established the quantitative team for the $50 billion industry superannuation fund, HESTA. Kollo is an experienced speaker, author, mentor, a keen student of philosophy and more recently, a podcaster. The Curious Quant is a series of conversations with market leaders, deep thinkers and practitioners who deal with the wonder and frustrations of these models and who are on the front line of AI innovation.

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CalPERS’ real estate target to oscillate to 10 per cent

CalPERS will change its interim asset allocation targets to accommodate the smooth transition of the real estate portfolio to its long term 10 per cent allocation. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Future Fund lags behind long-term objectives

Australia’s $77.63 billion Future Fund is lagging behind its long-term investment objectives, achieving a nominal annual return of 5.2 per cent over the past five years.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Towers Watson thinks ahead to map creative investment

Market volatility is not something the Thinking Ahead Group at Towers Watson concerns itself with, it is more worried with understanding the interconnectedness of the world and how that can help create ‘useful investment maps’. With this in mind, head of the group Tim Hodgson, says it recently recalibrated its list of 15 “extreme risks”.mrec4inarticleinline

Young ESG veteran sees move to mainstream

Partner and global head of Mercer’s responsible investment business, Jane Ambachtsheer, has received a lifetime achievement award for her commitment to socially responsible investment in Canada. She spoke to Amanda White about what it’s like to be a life-time achiever at the age of 36, and what still needs to be done in integrating ESG

Thinking about Innovation as the new asset bucket

I had a moment this week where I was utterly absorbed by how indulgent my job can be. I interviewed Tim Hodgson, head of the Thinking Ahead Group at Towers Watson. He gets paid to think, and I was getting paid to talk to him about thinking. Anyway, it’s had a knock-on effect and ever

Colorado fund stokes fire of Congressional grilling of ratings agencies

Premature efforts to eliminate the use of credit ratings agencies without an adequate alternative would increase risk to investors, warned Gregory Smith, the chief operating officer of the Public Employee’ Retirement Association of Colorado (PERA).mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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