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QuantMinds Edge: Alpha & Quant Investing
6 June 2022
14.00 - 17.10 BST (GMT+1)Online

J.D. Opdyke
Chief Analytics Officer, Senior Managing Director at Sachs Capital Group Asset Management

Profile

JD Opdyke is Chief Analytics Officer, Senior Managing Director at Sachs Capital Group Asset Management. A senior investment and risk analytics quant of nearly 30 years, JD leads a team of senior modelers at SCG leveraging and developing advanced analytical methods to optimize the risk-return profile of SCG’s structured portfolio and maximize its risk-adjusted returns.

JD has strong and extensive experience across major financial verticals (capital markets (derivatives/structured products, sovereign wealth fund, venture capital), banking (corporate, retail mortgage, credit card), insurance (enterprise portfolio risk)). He has built and led several senior quant teams, published 14 peer reviewed journal papers and book chapters, several of which were voted ‘Paper of the Year’ by panels of experts, and is a frequent invited speaker and presenter at top quant and risk professional conferences globally. He came to SCG from the Abu Dhabi Investment Authority (ADIA) where he was quant lead in a rapidly growing alpha factory, and previously from Allstate where he was Head of Enterprise Risk Analytics, responsible for modeling and estimating enterprise-level economic capital for the firm’s entire portfolio, across all risk silos and business lines. JD held a similar role at GE Capital as Managing Director, Head of Modeling for Operational Risk and Enterprise-level Economic Capital estimation, aggregation, and allocation.

Earlier in his career JD was a senior consultant to numerous banks and financial organizations, including Barclays Capital, Wells Fargo, American Express, Northern Trust, Deloitte Consulting, and venture capital and economic consulting firms, where he developed and implemented both investment algorithms and quantitative risk analytics models. J.D. earned his undergraduate degree, with honors, from Yale University, his Master’s degree from Harvard University where he was awarded a Kennedy Fellowship and a Social Policy Research Fellowship, and he completed post-graduate statistics studies as an ASP Fellow in MIT’s graduate mathematics department. He serves as review editor of several journals, including Artificial Intelligence in Finance.

Agenda Sessions

  • New research: Applying machine learning techniques to alpha generation models

    14:05