Fixed Income Leaders USA 2024

June 12 - 14, 2024

Omni Boston Hotel at the Seaport

Main Day 1 - June 13th

7:00 am - 8:00 am Conference Registration & “Welcome to Boston” Breakfast

Kickstart your morning with a Boston-style blast-off and enjoy our specialty Buttermilk Biscuit loaded with tantalizing toppings! 

8:00 am - 8:05 am Welcome Address: Irene Cerquaglia, Editorial Director, FILS

8:05 am - 8:15 am Chairperson’s Opening Remarks

Kevin McPartland - Head of Market Structure Research, Coalition Greenwich
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Kevin McPartland

Head of Market Structure Research
Coalition Greenwich

Top Trends Transforming Capital Markers

8:15 am - 8:35 am Global Investment Outlook Keynote: Challenging the status quo: What are the main catalysts disrupting the bond market and where should we look for new investment opportunities?

Matthew Steinaway - Chief Investment Officer - Fixed Income, Cash and Currency, State Street Global Advisors Dan Barnes - Editor, The Desk


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Matthew Steinaway

Chief Investment Officer - Fixed Income, Cash and Currency
State Street Global Advisors

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Dan Barnes

Editor
The Desk

8:35 am - 8:50 am TEDx Style: Exploring the future of bond trading: What are the Top 5 trends set to transform financial markets and how can you ready your fixed income desk to succeed?

Daniel Veiner - Co-Head of Global Trading, BlackRock


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Daniel Veiner

Co-Head of Global Trading
BlackRock

Succeeding in a New Market Order

  • Which existing liquidity pools are still available and how can you find new liquidity pools that meet your investors’ needs?  
  • How is increased transparency playing a role in identifying liquidity outside traditional market makers?  
  • How is the role of the sell side changing and how can they continue serving buy side needs?  
  • How are ETFs dominating flow and what is the impact on liquidity dynamics?   
  • How can direct streaming for dealers revolutionize the liquidity landscape and what are the implications for market participants?  
  • Which trading protocols are truly impacting liquidity and which ones will emerge as game changers given of impact of new platforms across the board? 

Ryan Raymond

Head of Fixed Income Trading
LGIM

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Russell Budnick

Global Head of Cross Asset Trading
J.P. Morgan Global Wealth Management  

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Michael O'Brien

Global Head of EM Trading
Artisan Partners

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Robert Allen

Global Head of Rates Products
FMX

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Will Boeckman

Head of Fixed Income Platform Sales
Citadel Securities

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Adam Peralta

Head of US Rates Electronic Trading
Morgan Stanley

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Dan Barnes

Editor
The Desk

  • How is the proactive role of buy side influencing and shaping market structure and what industry-wide initiative can drive positive change and impact alpha?  
  • How can we overcome liquidity hurdles to unlock alpha opportunities for investors?  
  • How are duration and defaults impacting liquidity and market dynamics and how will they affect risk management? 
  • What growth are we seeing in non-bank liquidity across fixed income products and is it changing the dynamics of traditional bank involvement? 
  • How is the regulatory environment impacting market dynamics and to what extent is it hindering or promoting innovation?
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Manuel Hayes

Senior Portfolio Manager
Insight Investments

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Susan Joyce

Head of Muni Trading & FI Market Structure
AllianceBernstein

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Brad Levy

CEO
Symphony

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Kate Finlayson

Global Head of FICC Market Structure
J.P. Morgan

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Ted Carey

Executive Director, Rates & OTC Products
CME Group

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Kevin McPartland

Head of Market Structure Research
Coalition Greenwich

10:10 am - 10:30 am Interview


10:30 am - 10:50 am Wake Me Up Refreshment Break

Indulge in a cup of our freshly infused iced tea or aromatic ground coffee, paired perfectly with our fresh array of pastries. But hold onto your tastebuds, because our Wake Me Up break features more than just a jolt of caffeine—think Oat bars, jumbo cookies, and fresh fruit delights to invigorate your day!  


And while you're savoring, don't miss out on the chance to 'Get Social' with our LinkedIn competition, where you could snag coveted prizes like an Amazon Echo Dot, Kindle, or Apple AirPods.

10:30 am - 10:50 am Exclusive Invite Only Workshop: Counterparty relationships: What impact has increased electronification had on buy and sell side relationships and how can you best foster collaboration?

Open to a maximum of 20 buy side per session



10:30 am - 10:50 am Exclusive Invite Only Workshop: Reaping the benefits of ETFs: What are the latest tools and capabilities that will enhance your ETF execution and access to liquidity?

Open to a maximum of 20 buy side per session



Re-defining High Touch Fixed Income

10:50 am - 11:10 am Fireside Chat: Unleashing the potential of high-touch fixed income products: How can you adopt the latest e-trading and technology innovations to reshape traditional trading approaches and unlock their full potential?

Jim Switzer - Global Head of Municipals, AllianceBernstein
  • What are the emerging trends in high-touch fixed income products and what will be the impact of electronification on market efficiency and liquidity?  
  • What are the existing hurdles and challenges in electronifying high-touch products, such as regulatory constraints, market infrastructure limitations and resistance to change?  
  • How can you find a balance between preserving the essence of high-touch fixed income products and leveraging innovation and electronification to enhance efficiency, transparency, and accessibility? 
  • Regulatory landscape and compliance considerations: How is the current regulatory landscape affecting high-touch fixed income products and what strategies can you put into place to navigate compliance challenges? 


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Jim Switzer

Global Head of Municipals
AllianceBernstein

  • Which cutting-edge protocols are transforming traditional trading method and enhance efficiency? 
  • How are protocols impacting advancements on liquidity, transparency, and market access?  
  • What strategic pre-trade tools hold the key to maximizing decision-making?  
  • How can data analytics and advanced AI empower traders with actionable insights and improved investment outcomes?  
  • Electronification of Larger Blocks: How is the shift towards electronification impacting larger block trades? 
  • How can technological solutions be developed to tailor the execution of larger blocks and increase trading volumes? 


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Kaustuv Dasgupta

Head of Trading, EDGE
Two Sigma

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Jim Kwiatkowski

CEO
LTX, A Broadridge Company

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Carl James

Head of Fixed Income
S&P Global

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Jason Quinn

Chief Product Officer & Global Head of Sales
Trumid

J.B. Wakefield

Executive Director, BrokerTec Products
CME Group

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Meredith Herold

Global Head of Systematic Execution
BlackRock

Spotlight on ETFs

  • How is the surge in ETF popularity reshaping traditional notions of liquidity in fixed income markets and what is impact on bid-ask spreads, market depth, and the ability to execute large trades in a rapidly changing landscape?  
  • How is the adoption of algorithmic trading, smart order routing and the integration of data analytics enhancing efficiency in fixed income ETF trading?  
  • How is the evolving market structure influenced by the proliferation of fixed income ETFs and which challenges and opportunities are arising from the coexistence of ETFs and traditional bonds, as well as the impact on market makers, liquidity providers, and institutional investors?  
  • What regulatory considerations should be further examined to ensure investor protection, market integrity, and the role of regulators in maintaining a fair and transparent marketplace?  
  • How investors are incorporating ETFs into their portfolios, managing risk, and achieving diversification amidst a changing fixed income investment landscape? 


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Richard Ose

Senior Portfolio Manager
Invesco

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Josh Barrickman

Senior Portfolio Manager
Vanguard

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Meredith Shaw

Fixed Income ETF Product Manager
Morgan Stanley

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Steve Laipply

Global Co-Head of iShares Fixed Income ETFs
BlackRock

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Marina Mets

Head of Americas, Fixed Income & Multi Asset Product Management & Research
LSEG

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Chad Hummel

Executive Director, Institutional ETF Client Advisor
J.P. Morgan

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Kevin McPartland

Head of Market Structure Research
Coalition Greenwich

Pick Between Two Main Stages (5-minute transition)

Main Stage 1: Execution Strategies Keynote Stage: Enhancing Workflow & Data Capabilities

12:20 pm - 12:50 pm Workflow Automation Panel: New frontiers in multi-asset O/EMS capabilities: How are workflow tech developments enabling greater collaboration and information exchange between traders and PMs?
Tim Gigliotti - Global Head of Fixed Income Trading, TIAA Nuveen Michael Loggia - Global Head of Workflow Technology, Virtu Financial Audrey Blater - Head of Risk and Financial Markets Regulation, Coalition Greenwich
  • How can you build the right functionalities into a multi-asset OEMS to ensure it is fit for purpose and can boost auto-execution capabilities?  
  • How can you better equip your traders with systems and insights to succeed in challenging market environments? 
  • Which tools can help you find systematic ways to bring risk into your portfolio and across multiple asset classes?  
  • How can trading tools trigger innovation in portfolio management to best deliver information and promote internal collaboration?  
  • How can liquidity connectivity help overcome fragmentation and allow traders to quickly grasp opportunities in the market? 


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Tim Gigliotti

Global Head of Fixed Income Trading
TIAA Nuveen

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Michael Loggia

Global Head of Workflow Technology
Virtu Financial

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Audrey Blater

Head of Risk and Financial Markets Regulation
Coalition Greenwich

Main Stage 1: Execution Strategies Keynote Stage: Enhancing Workflow & Data Capabilities

12:50 pm - 1:20 pm Data Panel: Thriving in a data-driven world: What are the main catalysts set to drive greater data quality, processing and transparency and what are the ownership implications for market participants?
Lindsey Spink - Global Head of Fixed Income Trading, American Century Investments Amit Deshpande - Head of Quantitative Research in the Fixed Income Division, T.Rowe Price Michael Kovach - Head of Fixed Income Sales, FlexTrade Colette Garcia - Global Head of Enterprise Data Real-Time Content, Bloomberg Audrey Blater - Head of Risk and Financial Markets Regulation, Coalition Greenwich
  • Data quality revolution: what are the technological advancements and innovations propelling improvements in data?  
  • How can you streamline data handling and analyze the impact of increased data volumes on processing capabilities in fixed income markets?  
  • How is the adoption of advanced processing technologies and methodologies changing the way we can manage vast datasets efficiently?  
  • What is the current state of data transparency in fixed income markets and what are the key drivers for increased disclosure to provide more transparent market data to participants?  
  • Navigating responsibilities in a Data-Driven Era: what are the ownership dynamics and implications for market participants and regulatory considerations to create best practices? 


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Lindsey Spink

Global Head of Fixed Income Trading
American Century Investments

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Amit Deshpande

Head of Quantitative Research in the Fixed Income Division
T.Rowe Price

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Michael Kovach

Head of Fixed Income Sales
FlexTrade

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Colette Garcia

Global Head of Enterprise Data Real-Time Content
Bloomberg

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Audrey Blater

Head of Risk and Financial Markets Regulation
Coalition Greenwich

Main Stage 2: Investment Strategies Keynote Stage: Optimizing Asset Allocation

12:20 pm - 12:50 pm 2024 Capital Markets Outlook Panel: Navigating market turbulence: How are higher interest rates, inflation and geo-political tensions influencing risk management strategies and investment decisions?
Nancy Davis - Founder & CIO, Quadratic LLC Leslie Falconio - Managing Director, Chief Investment Office, Head of Taxable Fixed Income Strategy, UBS Wealth Management Thomas Kennedy - Chief Investment Strategist, J.P. Morgan Wealth Management Laurie McAughtry - Managing Editor, Best Execution
  • How are rising interest rates influencing investment decisions across asset classes and which specific sectors or industries are more vulnerable to interest rate hikes? 
  • What strategies are investors adopting to navigate the challenges posed by higher borrowing costs? 
  • How is the specter of inflation affecting investor confidence and market dynamics? 
  • What role do central banks play in managing inflation expectations, and how might their policies evolve in response to current economic conditions? 
  • How are geopolitical tensions impacting market volatility and investor sentiment? 
  • What risk management strategies should investors consider when assessing ongoing global uncertainties? 
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Nancy Davis

Founder & CIO
Quadratic LLC

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Leslie Falconio

Managing Director, Chief Investment Office, Head of Taxable Fixed Income Strategy
UBS Wealth Management

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Thomas Kennedy

Chief Investment Strategist
J.P. Morgan Wealth Management

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Laurie McAughtry

Managing Editor
Best Execution

**Chatham House Rules**


  • What is the new normal for portfolio managers in the current yield environment?  
  • How can you best recognize potential risks affecting your portfolio and best prepare for different scenarios?   
  • What tools do you have available to best deal with volatility and protect your portfolio against it? 
  • How do you prepare for different risk scenarios and handle the moment when one of those scenarios becomes reality?  
  • What are the pathways to making alpha and how do you select the right one from a portfolio management perspective? 


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Lindsay Rosner

Head of Multi-Sector Investing
Goldman Sachs Asset & Wealth Management

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Jarred Sherman

Managing Director, Portfolio Manager
JP Morgan Asset Management

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Eric R. Williams

Head of Capital Structure
Northern Trust

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Scott Grimberg

Head of Emerging Markets Debt
Itau Asset Management

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Maria Ma

Head of Fixed Income & International Equity Manager Selection & Portfolio Construction
Lincoln Financial Group

1:20 pm - 2:30 pm Sizzle & Connect Lunch Break

Spice up your networking game and sizzle with industry peers at our Backyard Barbecue themed lunch break in the bustling expo hall. 


And guess what? We've done the grill work to gather top-notch solution providers under one sun-soaked roof! So, kick back, grab a skewer, and savor the chance to grill, chill, and find the perfect match for your priorities and challenges. 

1:20 pm - 2:30 pm Private Lunch Workshop: Trends in Fixed Income adoption and Implementation

Buy Side Only & Open to a maximum of 20 buy side per session


The continued growth of indexed assets, increased adoption of active ETFs, and expansion of available execution methods are drivers of evolution within the fixed income market. Join Jane Street’s Fixed Income team to discuss the possible implications of these trends and how they see clients adapting their workflows and strategies to fit the current environment. 



1:20 pm - 2:30 pm Private Lunch Workshop: The latest in automation: How to advance your automation journey through practical applications
Hans Mikkelsen - MD, Global Head of Credit Strategy, TD Securities Marty Mannion - MD, Head of TD Automated Trading, TDSAT

Buy Side Only & Open to a maximum of 20 buy side per session  



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Hans Mikkelsen

MD, Global Head of Credit Strategy
TD Securities

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Marty Mannion

MD, Head of TD Automated Trading
TDSAT

Track Chair: Gavin Little-Gill, Independent Consultant

Track A: Automation & Digital Transformation

2:30 pm - 3:00 pm 360 Perspective: Front office tech: How can you level up your front-office experience and strike the right balance between buy and build to achieve a fully interoperable and streamlined desk?
Jay Gattani - Global Head of Trading and Operations Technology, Nuveen Mike Fang - Senior Portfolio Manager, Maryland State Retirement and Pension System Chris Heffernan - EVP Fixed Income, Trading Technologies Gavin Little-Gill - Independent Consultant, Independent Hong Gao - Vice President, Front Office Technology, PGIM Fixed Income
  • Which new technologies are set to transform the financial and asset management industries? 
  • As tech budgets are cut, how do you navigate the numerous tech initiatives and best assess desk solutions and their potential for interconnectivity and scalability? 
  • Have recent pushes towards cloud-based technology changed how we assess the conundrum of buy vs. build? 
  • What are the benefits and results of aligning domain knowledge and workflow expertise?  
  • How can you attract and retain coders, quants, and data scientists to ensure you can operate in a today’s data-fuelled financial markets?


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Jay Gattani

Global Head of Trading and Operations Technology
Nuveen

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Mike Fang

Senior Portfolio Manager
Maryland State Retirement and Pension System

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Chris Heffernan

EVP Fixed Income
Trading Technologies

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Gavin Little-Gill

Independent Consultant
Independent

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Hong Gao

Vice President, Front Office Technology
PGIM Fixed Income

Track A: Automation & Digital Transformation

3:00 pm - 3:20 pm Presentation: Decoding AI: How the platform shift in Artificial Intelligence is changing the set of risks and opportunities for investors
Andrew Dassori - Chief Investment Officer, Wavelength Capital Management
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Andrew Dassori

Chief Investment Officer
Wavelength Capital Management

Track A: Automation & Digital Transformation

3:20 pm - 3:50 pm 360 Perspective: Workflow automation: How can you leverage the latest workflow technology offerings to drive greater interoperability, streamline processes and drive efficiencies on your desk?
Steven Chylinski - Head of Fixed Income Trading, Eagle Asset Management Andrew Claeys - Head of Systematic Trading, Allspring Global Investments Britni Ihle - Head of Quant Trading, Citi Michael Rus - Head of US High Yield Trading, AllianceBernstein Steve Toland - Co-Founder, TransFICC Gavin Little-Gill - Independent Consultant, Independent
  • What automation capabilities have shown significant promise in enhancing interoperability across various systems, and how do they contribute to streamlining processes? 
  • Buy, build, hybrid: how is the tech best tailored to suit the unique needs and intricacies of fixed income trading desks?  
  • What are the regulatory compliance and risk management implications? 
  • What are the next areas that are ripe for automation? 
  • As desks move towards multi-asset, where are the hurdles for automation? 
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Steven Chylinski

Head of Fixed Income Trading
Eagle Asset Management

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Andrew Claeys

Head of Systematic Trading
Allspring Global Investments

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Britni Ihle

Head of Quant Trading
Citi

Michael Rus

Head of US High Yield Trading
AllianceBernstein

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Steve Toland

Co-Founder
TransFICC

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Gavin Little-Gill

Independent Consultant
Independent

Track Chair: Terry Flanagan, Managing Director, Markets Media Group 


  • What are the key benefits and advantages of integrating ETFs into fixed income portfolios, and how can they complement traditional trading approaches? 
  • What is the investment case for ETFs and what are some of the big picture reasons for managers to use ETFs? 
  • How do ETFs hold up in times of market stress and are there some types that fare better than others?  
  • What’s on the horizon in terms of new products and ETF design and what are the implications for fixed income markets? 
  • What is the latest on ETF derivatives?  


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Jeremy Neisewander

Portfolio Manager
Invesco

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Bill Spencer

Multi-Asset Trader
UBS Asset Management

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Britni Ihle

Head of Quant Trading
Citi

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Bill Ahmuty

Managing Director, Head of SPDR Fixed Income
State Street Global Advisors

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Nicholas Godec

Head of Fixed Income Tradeables & Private Markets
S&P Dow Jones Indices

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Terry Flanagan

Managing Editor
Markets Media Group

Track B: Trading Strategies

3:00 pm - 3:20 pm Fireside Chat: Mortgage-backed securities: How can you harness the surge in the MBS market and capitalize on new business opportunities?
Neil Moriarty - Global Head of Fixed Income, Mackay Shields Benjamin Nye - Chief Investment Officer, Narwhal Capital Management John Getchis - Senior Vice President for Capital Market, Ginnie Mae Harry Melandri - Advisor, Macro Intelligence 2 Partners
  • How have rising interest rates and increased market volatility shaped the MBS market in recent years and what comes next? 
  • How can you best assess the level of credit and prepayment risk in the current market and the implications for MBS? 
  • How can electronification and automation be used in the MBS market to increase transparency, access liquidity and unlock new opportunities?   
  • Are any regulatory changes in relation to housing policies and mortgage regulations anticipated in 2024 and beyond? 
  • What are the opportunities for derivatives in the MBS space?


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Neil Moriarty

Global Head of Fixed Income
Mackay Shields

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Benjamin Nye

Chief Investment Officer
Narwhal Capital Management

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John Getchis

Senior Vice President for Capital Market
Ginnie Mae

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Harry Melandri

Advisor
Macro Intelligence 2 Partners

  • How can the buy side better access liquidity and more transparency in the muni market and how can automation untap new opportunities?   
  • How can the dealer community leverage e-trading and pricing models for better access to liquidity in times of volatility?  
  • How can automation improve pre-trade transparency and enhance front-to-back trading workflows?   
  • What hurdles need to be overcome to truly unlock muni market potential and increase e-trading adoption?


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Robert Daly

Director of Fixed Income
Glenmede

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Ed Paulinski

Managing Director, Head of Municipal SMAs
Goldman Sachs Asset Management

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James Morris

Senior Vice President
Investortools

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James Pruskowski

Chief Investment Officer
16Rock

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Terry Flanagan

Managing Editor
Markets Media Group

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Jen Hoffenkamp

Head of Municipal Bonds
Northern Trust Asset Management

Track C: Market Structure

2:30 pm - 3:00 pm 360 Perspective: Protocols: How can you be more structured with your approach to protocol selection to deepen your understanding of trading choices?
Gaurav Ray - VP, Senior Municipal Bond Trader, Northern Trust Asset Management Andy Chai - Executive Director, J.P. Morgan Private Bank
  • What structural issues are still affecting fixed income and how can traders best determine how to implement a trade more efficiently without exclusively relying on dealer balance sheets? 
  • How is the expansion of trading platforms into new markets helped to drive electronic trading adoption and how will this trend shape your portfolio strategies moving forward?  
  • RFQ, streaming and algos: How are banks evolving their trading suite services to ensure clients are getting the best method of execution across different fixed income products? 
  • How can you be more structured in your approach to deciding which protocol to choose when and better understand why you’re making each trading decision?  


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Gaurav Ray

VP, Senior Municipal Bond Trader
Northern Trust Asset Management

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Andy Chai

Executive Director
J.P. Morgan Private Bank

Track C: Market Structure

3:00 pm - 3:20 pm Fireside Chat: All-to-all trading: What are the latest developments in the push for all-to-all trading and how are asset managers using it as an alternative protocol to create liquidity?
Michael Daley - VP, Credit trader, T Rowe Price Abhishek Sinha - CEO & CIO, Nelumbium Capital Robert Simnick - Senior Fixed Income Trader, Invesco
  • What are the latest developments in the electronic trading platforms that facilitate all-to-all trading?  
  • What tech infrastructure is required to seamlessly integrate with various trading platforms and counterparties? 
  • Exploring alternative trading protocols that foster all-to-all trading, such as RFQ systems and CLOB 
  • How do you need to customize your execution strategies to leverage all-to-all trading effectively? 
  • How to use algorithms and smart order routing systems to access liquidity from a wider pool of counterparties Ensuring regulatory compliance in maintaining transparency, risk management, and investor protection while engaging in these trading practice


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Michael Daley

VP, Credit trader
T Rowe Price

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Abhishek Sinha

CEO & CIO
Nelumbium Capital

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Robert Simnick

Senior Fixed Income Trader
Invesco

Track C: Market Structure

3:20 pm - 3:50 pm 360 Perspective: Portfolio trading: How has the growth of portfolio trading helped drive efficiencies in risk management and how can the buy-side tip the scales more in their favor?
Marcin Zdunek - Head of Fixed Income Trading, FM INVEST Samir Shah - Chief Investment Officer, Alpha Research and Management (ARAM) Peter Baden - Chief Invetsment Officer, Genoa Asset Management
  • How is portfolio trading adoption evolving to meet buy side needs?  
  • How is enhanced pre-trade data driving choice of protocol in order to determine dealer selection and a reference to aid decision making around execution?   
  • How are liquidity providers making workflow adjustments to shift risk? 


Marcin Zdunek

Head of Fixed Income Trading
FM INVEST

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Samir Shah

Chief Investment Officer
Alpha Research and Management (ARAM)

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Peter Baden

Chief Invetsment Officer
Genoa Asset Management

Track D: Portfolio Strategies

2:30 pm - 3:00 pm 360 Perspective: Portfolio strategies: How are portfolio strategies being shaped by current market drivers such as policy changes, geopolitical shifts and bond market volatility over the next 12 months?
James Fishback - Founder & CIO, Azoria Partners Thomas Arthur - VP Investments, Southern Farm Bureau Investments Ashwani Singh - Senior Director, Guardian Life Alvin Burgos - Senior Portfolio Manager, RGA Re
  • How can you keep generating returns in the inherent macro uncertainty and what does it mean for outright duration or credit risk?  
  • How are high inflation and tighter monetary policy shaping 2024 investments and how can you create a resilient portfolio?   
  • What are the potential opportunities to re-enter bond market in 2024 and which fixed income products will come out as the winners?   
  • How can you best position portfolios that are focused on high conviction thematic such as national security, climate resilience, innovation, and sustainability?   
  • What are the opportunities to diversify your strategies and what are the additional risks to face? 
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James Fishback

Founder & CIO
Azoria Partners

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Thomas Arthur

VP Investments
Southern Farm Bureau Investments

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Ashwani Singh

Senior Director
Guardian Life

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Alvin Burgos

Senior Portfolio Manager
RGA Re

Track D: Portfolio Strategies

3:00 pm - 3:20 pm Fireside Chat: ESG: How can you effectively incorporate ESG criteria into your investment decision making to extract value for your portfolio and best serve ESG conscious investors?
Ash Shetty - SVP, Portfolio Manager and Risk Strategist, Fixed Income, PineBridge Investments Peter Schwab - Portfolio Manager, High Yield, Impax Asset Management Jason Vlosich - Partner, Portfolio Manager, Fixed Income, Brown Advisory Sam Valverde - Principal Executive Vice President, Ginnie Mae
  • How are firms overcoming the challenges posed by lack of standardization of ESG metrics and ratings to make informed decisions and how has collaboration with ratings agencies progressed?  
  • What are some potential benefits of incorporating ESG considerations into fixed income investing and what strategies are we seeing begin to emerge?  
  • How can you best evaluate companies to avoid pitfalls of immature data and risks of greenwashing?  
  • What are the best evaluation tools on offer for broker and counterparty selection? 


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Ash Shetty

SVP, Portfolio Manager and Risk Strategist, Fixed Income
PineBridge Investments

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Peter Schwab

Portfolio Manager, High Yield
Impax Asset Management

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Jason Vlosich

Partner, Portfolio Manager, Fixed Income
Brown Advisory

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Sam Valverde

Principal Executive Vice President
Ginnie Mae

Track D: Portfolio Strategies

3:20 pm - 3:50 pm 360 Perspective: Systematic vs. Discretionary: How can you best evaluate the pros and cons of systematic, data-driven methods versus traditional, fundamentally research-based approaches?
Erin M Lefkowitz - Senior Fixed Income Portfolio Manager, Mercer Manan Mehta - Head of Quantitative Fixed Income Research, Northern Trust Asset Management Brian Smedley - Chief Investment Officer, Cynosure Group Gordon McKemie - Managing Director, Blackstone Credit & Insurance Harry Melandri - Advisor, Macro Intelligence 2 Partners
  • How to make a choice between these approaches depending on your risk tolerance, investment horizon, and the specific goals of the investment strategy 
  • Which strategies are best suited to respond to market volatility? Which are best for risk mitigation? 
  • How can you employ a blend of both strategies to benefit from the strengths of each?


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Erin M Lefkowitz

Senior Fixed Income Portfolio Manager
Mercer

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Manan Mehta

Head of Quantitative Fixed Income Research
Northern Trust Asset Management

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Brian Smedley

Chief Investment Officer
Cynosure Group

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Gordon McKemie

Managing Director
Blackstone Credit & Insurance

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Harry Melandri

Advisor
Macro Intelligence 2 Partners

Closed-Door Working Group

2:30 pm - 3:15 pm Buy-Side Think Tank: Trading desk evolution: How can you adapt your tech stack, operational processes and trader skill sets to thrive in today’s regime?
Paul McCann - Head of Fixed Income Trading, Liberty Mutual

**Hosted under Chatham House** 

Paul McCann

Head of Fixed Income Trading
Liberty Mutual

Closed-Door Working Group

2:30 pm - 3:15 pm Buy-Side Think Tank: Algos: What are the questions to be asking to put your algo choice into context and drive execution improvement?
Brian Mandirola - Head of Trading, HIMCO

**Hosted under Chatham House** 

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Brian Mandirola

Head of Trading
HIMCO

3:50 pm - 4:20 pm Brownie Bliss Coffee Break

Indulge in a decadent detour with our chocolatey confectionery, where every break is a brownie break – because life is too short for ordinary refreshments!

3:50 pm - 4:20 pm Private Workshop: Desk structures: As lines blur, headcounts are reduced and desks are being blended, what is the ideal structure for your trading team?

**Hosted under Chatham House** 


Buy Side Only & Open to a maximum of 20 buy side per session 

Track A: Automation & Digital Transformation

4:20 pm - 4:50 pm 360 Perspective: Pre-trade analytics: How can you leverage pre-trade tools to streamline information delivery and help traders cut through the noise for enhanced decision-making on the desk?
Philip Sommer - Managing Director, Trading Analytics, BlackRock Alexander Rudin - Global Head of Multi-Asset and Fixed Income Research, State Street Global Advisors AJ Cass - Head of Market Structure and Liquidity, LTX, A Broadridge Company Howard Cohen - VP & Head of Sales, Octaura Gavin Little-Gill - Independent Consultant, Independent
  • How can you implement the latest pre-trade tools to better analyze execution performance and minimize market impact? 
  • How can we better democratize data and make instrument data more accessible to smaller managers?  
  • How can you improve the accuracy and analysis of data and how can you best provide quantitative feedback to improve execution? 
  • Market data and associated costs: How can we strike the balance between specialised fixed income data and costs concerns?  
  • How can we use TCA data outputs to drive insight at the pre-trade stage? 


Philip Sommer

Managing Director, Trading Analytics
BlackRock

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Alexander Rudin

Global Head of Multi-Asset and Fixed Income Research
State Street Global Advisors

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AJ Cass

Head of Market Structure and Liquidity
LTX, A Broadridge Company

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Howard Cohen

VP & Head of Sales
Octaura

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Gavin Little-Gill

Independent Consultant
Independent

Track A: Automation & Digital Transformation

4:50 pm - 5:20 pm 360 Perspective: TCA: How can you optimize your TCA strategy to take it from basic best execution analysis to true insight-generating analytics?
Meredith Herold - Global Head of Systematic Execution, BlackRock Gavin Little-Gill - Independent Consultant, Independent
  • How do we make TCA work for fixed income and what are some of the more beneficial data sources outside of time stamps e.g. responsiveness of brokers or average quote time?   
  • How do you overcome challenges with TCA such as lack of data availability in Emerging Markets? 
  • How can you integrate in-house tools with your counterparties and vendors to provide effective data analytics and TCA? 
  • How can TCA be fed back to provide more insight at the pre-trade stage? 
  • Where do we take TCA from here? Assessing the future capabilities and uses of TCA output data 


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Meredith Herold

Global Head of Systematic Execution
BlackRock

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Gavin Little-Gill

Independent Consultant
Independent

Track B: Trading Strategies

4:20 pm - 4:50 pm 360 Perspective: Structured products: How are structured products being used to offer alternative routes to derivatives and help meet complex risk-return criteria?
Scott Kimball - Chief Investment Officer, Loop Capital Asset Management Matthew Scott - Head of Core Fixed Income & Multi-Asset Trading, AllianceBernstein
  • How do structured products contribute to enhancing fixed income trading strategies, and what makes them attractive instruments within this domain?  
  • How to use these instruments to help in mitigating interest rate, credit, or market risks commonly associated with fixed income assets 
  • Structured products as a facilitation for diversification: how to enable exposure to various fixed income securities or asset classes that may not be easily accessible through traditional means 
  • What level of flexibility and customization do structured products offer traders in the fixed income market?  


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Scott Kimball

Chief Investment Officer
Loop Capital Asset Management

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Matthew Scott

Head of Core Fixed Income & Multi-Asset Trading
AllianceBernstein

Track B: Trading Strategies

4:50 pm - 5:20 pm 360 Perspective: High Yield: How can you navigate today’s attractive HY space to benefit from yield enhancement and greater portfolio diversification?
Tom Melvin - Head of Credit Trading, Invesco Rachna Ramachandran - Portfolio Manager, High Yield and Macro Credit Strategy, GMO Terry Flanagan - Managing Editor, Markets Media Group Brian Regan - Senior Portfolio Manager, Wealth Enhancement Group
  • Expectations for 2024 and beyond: How are HY bonds expected to perform in a rising interest rates environment?  
  • How are new regulations, datasets and demand for greater efficiency driving electronic execution growth in these segments of the fixed income market?  
  • How has volatility and a higher perceived risk for the future increased the need for hedging by market participants?  
  • Can those risk be mitigated with enhanced trading analytics offerings?  
  • Can illiquidity and price volatility problem in HY be solved with data aggregation, observation of historical time-series performance or deeper relative value benchmarking?


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Tom Melvin

Head of Credit Trading
Invesco

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Rachna Ramachandran

Portfolio Manager, High Yield and Macro Credit Strategy
GMO

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Terry Flanagan

Managing Editor
Markets Media Group

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Brian Regan

Senior Portfolio Manager
Wealth Enhancement Group

Track C: Market Structure

4:20 pm - 4:50 pm 360 Perspective: Repurchase agreements: How can you effectively integrate REPO into your investment strategy to minimize risk in volatile markets and better demonstrate performance to clients?
  • How is the overall lifecycle and execution of REPO different from other fixed income products?   
  • How can the buy side invest in technology to streamline workflow and unlock opportunities in the REPO market?   
  • What type of fixed income securities are most suitable for financing through REPO transactions and how do you determine the optimal collateral mix for your portfolio?  
  • What will the shift to T+1 mean for REPO transaction settlement and will REPO markets need to operate in real time?  
  • How can you grasp REPO nuances and what additional requirements and features are needed to improve trading and execution?


Track C: Market Structure

4:50 pm - 5:20 pm Case Study and Q&A: Derivatives: How is the liquidity, clearing and settlement landscape changing and what does it mean for the future of the listed and OTC derivatives market?
  • How has the rise of platforms affected the derivatives market and impacted liquidity?   
  • What are the advantages of DLT for reducing settlement time and is DLT adoption crucial for moving to T+1?   
  • How will the potential digitization of settlement impact the fixed income infrastructure, and will it change the dynamics on trading platforms?  
  • How do you overcome the challenges of regulatory fragmentation 
  • Clearing adoption: What are the major barriers to fixed income clearing and what would persuade you to invest in tech that would accommodate a new cleared product?
  • What are the high-growth countries and regions and how can you pinpoint opportunities for your portfolio?   
  • How has the reopening of China played into emerging market drivers?  
  • Are we close to the end of the tightening cycle across EM markets and what does this mean for alpha generating opportunities?  
  • How will the further development of all-to-all trading choices for these markets accelerate investment opportunities?
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Christopher Magnus

Director, EM Credit Trader
MetLife Investment Management

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Sarah Leshner Carvalho

Vice President, EM Fixed Income
Capital Group

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Dan Green

Head of Emerging Market Debt Trading
AllianceBernstein

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Ludvig Soderling

Portfolio Manager, Emerging Market Sovereign Debt
Caisse de dépôt et placement du Québec

  • What are the key considerations in designing rules-based execution protocols that effectively manage liquidity during turbulent market conditions?  
  • What metrics or indicators are commonly used to trigger automated trade executions? 
  • How is risk managed during volatile market phases? How do you automatically adjust portfolio exposure or asset allocation? 
  • Adaptive order types and scheduling algorithms: how do you dynamically adjust order sizes, timing, or execution venues based on real-time market data?


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Bernd Wuebben

Global Head of Fixed Income Quantitative Research & Systematic Investing
AllianceBernstein

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Riti Samanta

Former Systematic Multi Sector Fixed Income Portfolio Manager & Lead Strategist
GMO

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Paul Kamenski

Head of Fixed Income
Man Numeric

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Karishma Kaul

Head of Systematic Fixed Income Strategies
Fidelity Asset Management

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Harry Melandri

Advisor
Macro Intelligence 2 Partners

Think Tanks

4:20 pm - 5:00 pm Head Trader Think Tank: Talking Talent: How have your talent needs, and recruitment approaches evolved in response to the growing prevalence of data-driven trading desks?
Dwayne Middleton - Global Head of Fixed Income Trading, T.Rowe Price

**Hosted under Chatham House** 


Followed by private drinks reception hosted by Jane Street



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Dwayne Middleton

Global Head of Fixed Income Trading
T.Rowe Price

5:20 pm - 5:30 pm Conference Close

5:30 pm - 5:30 pm The Roaring 20s Drinks Reception – Open to all attendees

Step back in time to the roaring 20s and join us for an unforgettable evening of networking and revelry at our Gatsby-inspired Networking Drinks event!  

 

Immerse yourself in the ambience and sway to the soulful tunes of our live jazz musicians, setting the stage for an evening of camaraderie and entertainment. And don't forget to satisfy your sweet cravings at our gelato cart!  

 

Join us for an evening where networking meets nostalgia, where connections are forged amidst the allure of the 1920s. So, grab your fedoras and flapper dresses, and let's make history together with a modern twist. After all, in this Gatsby-esque affair, the only limit is your imagination.  


Let's toast to connections that transcend time!