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| MEDIA SPONSORS |
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High Frequency and High Volume Trading
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Irwin Speizer
HedgeWorld
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Irwin Speizer is conference manager for the HedgeWorld suite of conferences, responsible for creating the agenda and selecting speakers and panelists. Mr. Speizer is a professional journalist with experience covering hedge funds and the financial sector, including a stint as a staff writer at Absolute Return magazine.
Mr. Speizer has written for Alpha magazine, Institutional Investor, Fast Company, Business.com, On Wall Street, Crain’s Chicago Business, Workforce Management, the Los Angeles Times and the Raleigh, N.C. News and Observer. In addition to covering hedge funds and Wall Street, Mr. Speizer has written about the banking industry, energy, retail, real estate (both residential and commercial) and human resources.
Mr. Speizer holds a bachelor of journalism degree from the University of Texas at Austin. |
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Richard Flom
Systematic Alpha Management, LLC
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Richard Flom is Vice President of Trading and heads up trading and operations at Systematic Alpha Management, LLC, a New York-based alternative asset manager with expertise in market-neutral quantitative trading strategies. SAM’s trading programs, which are high frequency, are developed by a team of theoretical physicists, mathematicians, and computer scientists. Before joining Systematic Alpha, Mr. Flom worked on analysis and operations in a technology fund of CIBC Oppenheimer Asset Management. Previously he maintained accounts of The MDE Group Wealth Management division. Before that Mr. Flom headed an auditing team at PRG Schultz International Inc. Prior to that, he performed merger and acquisition analysis constructed financial models at HT Capital Advisors, LLC.
Mr. Flom holds a Masters in Economics from Columbia University’s Statistics program and has a degree in Economics and Finance from Rutgers University, where he was a member of Phi Beta Kappa and Beta Gamma Sigma honor societies. |
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Mayiz Habbal
Celent
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| Mayiz Habbal is Senior Vice President of the Securities & Investments Group at the financial research and consulting firm Celent and is based in the firm's New York office. He brings with him over 15 years of experience in the management and development of software and engineering of information technology, predominantly in the investment banking industry. Before joining Celent, Dr. Habbal worked at Oracle Siebel, where he was an executive charged with the development of engineering strategy for all of Siebel's product lines. He previously served as a senior vice president at Bank of America, where he was responsible for the implementation of the bank's new customer information systems. Before that, Dr. Habbal served as deputy CIO and CTO for Dresdner Kleinwort, the investment banking group of Dresdner Bank. Dr. Habbal came to Dresdner Kleinwort from the investment bank of Swiss Bank Corporation (now UBS), where he was a member of the Global Reengineering Committee and Director of Business Process Reengineering in London. At SBC, he was also the Global Head of Exchange Listed Derivatives IT. He received his Ph.D. and Sc.M. degrees in operations research and computer science from the Massachusetts Institute of Technology. In addition to his doctoral work, Dr. Habbal received his B.Eng. degree from the American University. |
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Petter Kolm
New York University
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| Petter Kolm is the Deputy Director of the Mathematics in Finance Masters Program and Clinical Associate Professor at the Courant Institute of Mathematical Sciences, New York University. His interests include high frequency finance and algorithmic trading, quantitative trading strategies, financial econometrics, risk management, and optimal portfolio strategies. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group's hedge fund. Petter coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, March 2010). He holds a Ph.D. in mathematics from Yale, an M.Phil. in applied mathematics from Royal Institute of Technology, and an M.S. in mathematics from ETH Zurich. Petter is a member of the editorial board of the Journal of Portfolio Management. |
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