Like course correcting a boat in stiff winds, investment firms have always had to adjust their investment risk management frameworks to account for known or hypothetical sources of risk and plausible stress scenarios. However, as the pandemic and other recent political events have shown, quantifying and managing tail risks is proving challenging for even the best-resourced of investors.
In this webinar, panelists will explore how firms ensure in practice that they can control investment risk while still earning appropriate returns and dealing effectively with tail events.
control investment risk
Event: 13:00 - 13:40
Sebastjan Smodis, CFA, Managing Director and Global Head of Equity, ETF and Liquidity Risk Management, State Street
Sebastjan Smodis, CFA, is a Managing Director and Global Head of Equity, ETF and Liquidity Risk Management as well as a member of the firm's Senior Leadership Team. He is responsible for implementing and advancing a robust and effective investment and liquidity risk management framework. He also chairs the SSGA Liquidity Committee and is a member of the SSGA Sub-Advisory Oversight Committee, Global Fiduciary & Conduct Committee and the State Street Country Risk Committee. Before that he was a Senior Investment Risk Manager responsible for risk oversight across EMEA Fixed Income, LDI and Multi-Asset Class portfolios.
Prior to SSGA, Sebastjan worked as Consultant at Fidelity Worldwide Investment, Credit Analyst at LNG Capital, Head of Risk Management at ALTA Group and Risk Analyst in Foreign Reserves Management at Slovene Central Bank. He is also a part-time lecturer at London Business School and a regular speaker at buy-side risk conferences. Sebastjan holds a post-experience Masters in finance degree from London Business School and has earned the CFA charter and GARP Financial Risk Manager (FRM) certificate.Click here to view our event terms and conditions.