, 23rd Floor, NY , NY 10017hblank@qwafafew.org; (917) 992-7852
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AGENDA
5:45 - 6:25 PM Registration and Networking
6:25 - 6:35 PM Chapter Business – C. Michael Carty
6:35 - 7.10 pm – Jack Zwingli, Audit Integrity, “A New Approach to Earnings Quality: Measuring Corporate Integrity”
• Integrity as Measured by Accounting & Governance Risk Metrics
• Integrity Metrics That Best Measure Fraud Risk
• Building a Taxonomy to Predict Fraudulent Behavior
• The Link Between Fraud Risk and Equity Returns
7:15 - 7.30 – Libation and networking break
7:30 – 8:15 – Ronit Walny, CFA, MacroMarkets LLC, “Dissecting the Yield Curve: Inflation Components and Beyond”
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About our speakers:
Jack Zwingli is Chief Executive Officer of Audit Integrity, a leading provider of independent research and risk management services. Prior to Audit Integrity, Jack led a multi-faceted, global business at Standard & Poor’s. As the senior executive of the Investment Services division of S&P, Jack transformed the business through product innovation and sales expansion, driving strong top and bottom-line growth. Prior to Audit Integrity, Jack led a multi-faceted, global business at Standard & Poor’s. As the senior executive of the Investment Services division of S&P, Jack transformed the business through product innovation and sales expansion, driving strong top and bottom-line growth. As CEO of Vantra Group, Inc., a software and ASP business providing online brokerage technology, Jack led the company to a market-leading position and successful sale. Jack holds a BS in Marketing from Indiana University and an MBA from Rutgers University.
Ronit Walny is Director of Product Sales for MacroMarkets LLC, the Provider of S&P/Case-Shiller Home Price Indices and MacroShares. Ronit is responsible for building product solutions to deal with major risks to investors. Prior to joining MacroMarkets in 2007, she handled sales responsibilities at BARRA for two years and had been in Fixed Income Trading and Portfolio Management at Northern Trust for five years. Ronit is a member of the New York Society of Securities Analysts.
ABOUT QWAFAFEW [quaff- a -few], the Quantitative Alliance For Applied Finance Economics & Wisdom, is an informal professional association with chapters in various states of functionality throughout the globe. A typical QWAFAFEW meeting includes topics of discussion on quantitatively oriented investment industry issues along with the opportunity to network, relax, and enjoy libations. Please visit www.qwafafew.org to learn more about the organization, its resources, and local chapter events. Our dress code, rules of “etiquette” and everything else are strictly casual.
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Future QWAFAFEW-NYC Meetings (Other org. events below):
July 22nd, 2008 – “The Correlated Alpha Factors Blues”, Mary Ann Bartels, Merrill Lynch; New Paradigm for ETF Indexes”, C. Michael Carty, Benchmarks by Design
August 19th, 2008 – “Financial Health Conundrums”, Herbert Blank, Rapid Ratings International; “Outside-the-box Thinking For Risk Managers”, Navin Sharma, Oppenheimer Funds
September 23rd, 2008 – Ken Akoundi, Optima Funds Management; Bjorn Flesaker, Bloomberg LP
October 28th, 2008 –Elliott Noma, Asset Alliance LLC; James Q. Rice Spear Capital LLC
November 25th, 2008 – Matthew Rothman, Lehman Brothers
Gioel Molinari, ClariFi
December 30th 2008 – TBA
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Want to get more involved in the NYC Chapter of QWAFAFEW? We have a steering committee meeting scheduled immediately preceding our meeting on Tuesday June 24th. Looking for people to take a more active role in chapter activities and recruiting. Please e-mail nyc@qwafafew.org and put Steering Committee Volunteer in the title line if you wish to join the committee and attend the June 24 meeting. If you wish to speak at QWAFAFEW in 2008-9, please contact Program Director Audrey Kaplan at akaplan@federatedinv.com.
Those of you who are also members of linked-in are welcome to join Herb Blank’s QWAFAFEW networking group on that site. The URL is http://www.linkedin.com/e/gis/59644/530E700BF98A; if you have not been permissioned in advance, please e-mail hblank@qwafafew.org
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Job Postings
Senior Quantitative Analyst – Federated investment Management (NY Office) seeks candidate to develop, back-test, and evaluate potential stock, country, sector, or valuation models. The successful candidate will document and present research results to quantitative team and portfolio managers and assist in implementation of quant recommendations in the portfolio management process while working with portfolio managers to implement quantitative model recommendations. 5+ years of industry experience and a Masters degree in relevant discipline required – Ph.D. preferred. CFA a significant plus. Other qualifications include experience in working with international financial data, risk packages, and demonstrably strong quantitative skills. US citizens or permanent residents only. To view additional details and to apply on line, please go to https://careers.federatedinvestors.com, and apply to job #5062
QWAFAFEW - NYC Chapter, e-mail: nyc@qwafafew.org
website: www.qwafafew.org/New York
Chapter Administrator: Moira Hand, moira727@yahoo.com
Please send checks for Membership Dues to:
Herb Blank, QED International Assoc., Inc.
708 3rd Avenue, 23rd Floor, NY, NY 10017, 212-953-4058 .
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Chicago
