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6 - 9 December 2021
Hotel ArtsBarcelona

Caio Natividade
MD, Global Head of QIS Research at Deutsche Bank

Profile

Caio Natividade is a Managing Director and Global Head of Quantitative Investment Solutions Research at Deutsche Bank. The work of his team includes signal generation, portfolio construction and risk estimation across multiple frequencies, styles and products across asset classes. Since joining DB in 2002, Caio's research experience includes fixed income and FX research for EMEA countries, options strategy in FX and commodities, and cross-asset quantitative research. Caio's work has earned considerable recognition over the years, with accolades including top ranks at Institutional Investor, Risk Magazine Awards, Euromoney and Eleonora Emerging Markets. Caio holds a BSc in Finance from Lancaster University and an MSc in Financial Mathematics from King’s College London.

Agenda Sessions

  • The N-LASR Algorithm

    14:00