Dear Q Group members,

You are invited to attend a seminar “Factor Investing in Fixed Income and Dynamic Stress Testing for Portfolio Insight” given by Ian Lumb (Global Head of Multi-Asset Solutions, Axioma), at 5pm Thursday 29 November 2018, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Factor investing has a long history in the equity world. In this presentation, Ian will introduce Axioma's fixed income factor framework and discuss its application to factor-based investing for bond portfolios. In second part of his presentation, Ian will describe the different types of stress tests available to managers and discuss best practices for modeling relevant forward looking and insightful scenarios for portfolios.

Speaker

Ian Lumb - Global Head of Multi-Asset Solutions, Axioma

Ian is responsible for driving the product strategy for Axioma’s market-leading cloud-based multi-asset portfolio risk and performance tool and leads the specialist team encompassing pre-sales, implementation and client services. Lumb has particular experience with the insurance and pension markets, and in institutional risk management, performance attribution, portfolio construction and liability-driven investments. Ian Lumb was previously Global Head of UBS Delta, the portfolio analysis and risk management system.

Agenda:

Date: Thursday 29 November

5:00pm Arrival

5:30pm Seminar starts

6:30pm Networking

Registration:

Please use the following link for RSVP

mailto:qrsvp@qgroup.org.au?subject=[Melbourne]_I_would_like_to_attend_seminar_29_November_2018

Regards,

The Q Group Committee

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