Irina Bogacheva

Head of Multi-Asset Research QS Investors

Currently, Irina Bogacheva is the Head of Multi-Asset Research at QS Investors where she is responsible for all multi-asset and macro research. She is also an Adjunct Professor at Columbia Universtity.

Irina was formerly Vice President in the quantitative strategies group at Deutsche Asset Management from 2009 – 2010. Prior to joining Deutsche Asset Management in 2009, she had 11 years industry experience, most recently as Vice President at Goldman Sachs where she developed quantitative trading strategies.  Prior to Goldman Sachs she worked in research positions at AIG Global Investment Group, Cornerstone Research and Citigroup Asset Management.

She holds a MSc in Mathematics from Moscow State University, MA in Economics from New Economic School (Moscow) and MBA in Finance from the University of Chicago.

Conference Day One: June 30 2020

Tuesday, June 30th, 2020

4:20 PM Panel: ML applications in risk managements and portfolio optimization

- Identifying when to intervene with AI model, when to leave it alone and when to start again 
- Overcoming difficulty in explaining ML in risk models to clients (little economic interpretability)
- Validation and testing of ML models to mitigate risk