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QuantMinds International

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7 - 10 November, 2022
W Barcelona

Giuliano De Rossi
Head of European Quantitative Strategy at Goldman Sachs

Profile

Giuliano is the head of Portfolio Analytics in Prime Services. Prior to joining Goldman Sachs, he worked at Macquarie and PIMCO. He also spent six years in the Quant research team at UBS. Giuliano has a PhD in economics from Cambridge University, and worked for three years as a college lecturer in economics at Cambridge before joining the finance industry on a full-time basis. Giuliano’s Masters degree is from the LSE and his first degree is from Bocconi University in Milan. He has worked on a wide range of topics, including pairs trading, low volatility, the tracking error of global ETFs, cross asset strategies, downside risk and applications of machine learning to finance. His academic research has been published in the Journal of Econometrics, the Journal of Banking and Finance and the Journal of Empirical Finance and has been covered, among others, by the Economist and the Financial Times.

Agenda Sessions

  • Crowding in hedge fund positions

    16:30