Video Description
Portfolio Management Conference 2026
This talk covers:
- Renee’s journey from Citadel and Millennium to launching Neo Ivy Capital
- How AI captures Non-Linear Alpha
- Why being a 100% woman-owned quant fund matters in today’s hedge fund space
- Real-world applications of AI and machine learning in liquid markets (beyond the buzzwords)
- Differentiating Neo Ivy’s approach in an overcrowded allocator landscape
- The entrepreneurial experience: lessons from building a boutique fund in a male-dominated industry
Speaker Bio
Renee Yao
Renee Yao began her career on Wall Street at Citadel, LLC. Later she left Citadel to join WorldQuant, a Millennium Management portfolio manager/trader with discretionary trading authority for her own designated account. Subsequently she joined a prop trading firm founded by a former trader of Susquehanna International Group(SIG) where she managed multiple statistical arbitrage portfolios totaling several hundred million USD in gross positions. In early 2015, Renee set up her own firm, Neo Ivy Capital Management, a quantitative hedge fund manager that focuses on trading liquid, publicly traded equity securities via artificial intelligence strategies. Renee was named as “Tomorrow’s Titan” by The Hedge Fund Journal in 2019 and “10 Leaders Transforming Investing in North America” by Business Insider in 2020. Renee has also been interviewed by Bloomberg’s “The Big Take” and the JPM Market Team, highlighting her contributions to artificial intelligence in 2023. Renee holds a M.A in Statistics from Columbia University.
Video Description
Portfolio Management Conference 2026
This talk covers some recent approaches to modelling Limit Order Books (LoB), both in the context of a single symbol as well as a chain of option LoBs on the same symbol. Specifically, it covers the use of competitive agents, AI or otherwise, and the use of statistical ensembles to derive conservation laws and self-similarity scaling laws.
Speaker Bio
Dr. Jan Rosenzweig
Jan has been working in the financial services industry in London for over 20 years, as a quant, trader, structurer and portfolio manager. He worked for Credit Suisse, Rabobank, HSH Nordbank, IV Capital, Brancherose and Pine Tree. He is also active in the machine learning space, both within financial services, and in general. He has a PhD from the University of Cambridge and a BSc from the University of Zagreb. He also has a visiting affiliation with King’s College London.
Video Description
Portfolio Management Conference 2026
Fixed Income markets have never evolved this fast and Lucette channels her passion into designing next-generation solutions. Harnessing Nordea’s latest multi-asset platform, Lucette fuses systematic rigour with cutting-edge technology, creating portfolios that are both scalable and meticulously tailored to client ambitions. With relentless precision, innovative engineering, and a passion for solving complexity, Lucette transforms market challenges into opportunities, delivering solutions that are as dynamic and forward-thinking as the Fixed Income markets themselves.
Speaker Bio
Lucette Yvernault
Lucette brings extensive experience in global fixed income markets, most recently from Fidelity International, where she served as Head of Systematic Fixed Income. At Fidelity, Lucette managed global and regional portfolios across Investment Grade and High Yield, as well as Emerging Market Debt and Global Aggregate solutions. Over eight years at Fidelity, Lucette delivered consistent excess returns through active portfolio management and played a key role in designing bespoke client solutions. She worked closely with large institutional investors to align portfolios with their objectives, developing strategies incorporating LDI-based portfolios, Target Date matching, and ESG integration. Prior to joining Fidelity, Lucette spent more than a decade at Schroders as a Global Credit Portfolio Manager, and earlier in her career, five years at Citigroup Asset Management as a Portfolio Manager and Vice President within the Fixed Income team, managing both fixed income and total return strategies. Lucette holds a Master’s in digital technologies, financial engineering and management from EPF Engineering School.
Catch up with the Portfolio Management in Quant Finance Conference, featuring an exciting lineup of groundbreaking discussions on the latest industry advancements.
