Iuliia Shpak

Quantitative Strategies Specialist Sarasin & Partners LLP

In her multifaceted role, Iuliia focuses on quant investment solutions and research for institutional asset owners, in particular SWFs and large pension funds. Currently Iuliia also serves as Quant Researcher to a Tech & Innovation arm of a large SWF.

Iuliia’s research experience covers market anomalies, volatility modelling and risk premia strategies in equities and commodity futures as well as application of Machine Learning techniques to quantitative and discretionary investment management.

Iuliia is a Member of Scientific Council at the CBBA-Europe and Adjunct Researcher at the World Pensions Council. She holds MSc in Operational Research and PhD in Finance. 

Iuliia frequently delivers guest lectures at the London School of Economics (LSE) and other academic institutions. 

Conference Day One: June 30 2020

Tuesday, June 30th, 2020

2:35 PM Panel: Journey of embedding quant methods within your fundamental approach effectively

- Instigating the integration of new technology into a traditional structure
- Building internal capabilities through investment in people and technology
- Remaining competitive in a saturated market

4:20 PM Panel: Tools for combatting cognitive bias

- Ensuring data is accurate, complete and sufficient to be able to extract statistical significance
- What steps can we take to minimise or control data bias?