[CG] Boundaries of Excellence in Applied Portfolio Management (be-aPM)

PROGRAM OVERVIEW

This is a 5-day fast-paced, experiential and in-depth executive portfolio management program developed for investment professionals including portfolio managers and analysts to upgrade their skills and learn about the latest techniques, technologies and applications in financial asset management especially in these geo-politically volatile times.

The program covers quantitative techniques as well as fundamental value, behavioral, and model-based approaches to investing, alternative big data, machine learning, and basic coding. There will be practical examples that covers a wide range of topics from equities to fixed income to hedge funds, and from macroeconomics to commodities and derivatives. Participants will be introduced to common machine learning methods and procedures that can be used for risk and portfolio management in practice.

At the end of this program, participants will be able to:

Explain the linkages between the global macroeconomy and investment management.
Recall knowledge of methodologies and models used in theory and in practice including Value Enhancement Strategies, Multi-factor Models, Big Data and Alternative Data, Liquidity, Risk Management, and the Global Macroeconomy.
Apply hands-on computational finance (including programming), risk and portfolio management as well as Big Data analysis.
Describe the process of data collection and perform analytics on the data including the basics like confidence intervals and statistical significance.
Apply data visualization techniques for complex investment strategies.
Discuss hedge funds, replication and alternative investment strategies.

Who should attend?

Portfolio managers, analysts, risk managers, buy-side service providers, and CFA holders with 3–5 years of professional investments experience who are looking to reinvigorate their quantitative, fundamental, portfolio, programming and risk management skills in equities, fixed income, and hedge funds. In addition, participants will be exposed to real-time macroeconomic views on global issues affecting investment management.
Individuals planning to make the switch from operations and admin-type functions to the front office in financial institutions (buy-side or sell-side) and who already have basic knowledge of investments and financial analysis, example, CFA Levels 1, 2 or 3.

Discounts:

Group discount of 10% is applicable where there are 2 or more participants who sign-up from the same organization. To qualify for group discount, the registrations must be submitted at the same time.
Discounts are also available for participants from FIDE Forum member institutions.

For more information, please e-mail fide@asb.edu.my

FACULTY BIOGRAPHY

Professor Joseph Cherian is Practice Professor of Finance at the Asia School of Business and at the Samuel Curtis Johnson Graduate School of Management at Cornell University (Visiting). He was most recently a Practice Professor of Finance at the National University of Singapore (NUS) Business School. Prior to NUS, Joe was Managing Director, Global Head and CIO of the Quantitative Strategies Group at Credit Suisse in New York where he had direct responsibility for over US$67 billion in client assets managed to a quantitative discipline. He was a two-term member of the Johnson School’s Dean’s Advisory Council and is now an Emeritus Member of the Council. Joe has had appointments at Singapore’s Central Provident Fund (CPF) Advisory Panel and the National Research Foundation’s Early-Stage Venture Fund Evaluation Panel. He was an Independent Non-Executive Director of Bursa Malaysia; and a consultant to Fullerton Fund Management, a Temasek subsidiary, and Singapore Exchange (SGX) in Singapore. Joe holds a B.Sc. in Electrical Engineering from MIT, and M.Sc. and Ph.D. degrees in Finance from Cornell University.

PROFESSOR JOSEPH CHERIAN

Professor Hans Genberg is a Professor of Economics at the Asia School of Business and is the Senior Director of Central Banking and Finance Programs. He has published considerably on issues related to exchange rate regimes, reserve management and capital markets development, having worked in senior roles at the Southeast Asian Central Bank (SEACEN) Research and Training Centre, the Hong Kong Monetary Authority (HKMA) and at the International Monetary Fund (IMF). Hans also has extensive academic experience, having been Professor of International Economics from 1979 to 2008 and Head of the International Economics Department from 1989 to 1998 at the Graduate Institute of International Studies in Geneva, Switzerland. Hans holds a Ph.D. in Economics from the University of Chicago.

PROFESSOR HANS GENBERG

Professor Ong Shien Jin is a Professor of Practice at the Asia School of Business. His research interests are in Finance and Analytics. Shien Jin’s background spans finance, tech and academia. He started his career as a Quantitative Strategist at Goldman Sachs Asset Management Fixed Income, specializing in mortgage-backed securities. After Goldman Sachs, he joined the tech industry as Special Assistant to the CEO at JobStreet.com, the #1 online job portal in South-East Asia. Prior to ASB, he was a Visiting Senior Research Fellow at the National University of Singapore (NUS). Shien Jin holds a Ph.D. in Computer Science from Harvard University and a Bachelor of Science in Mathematics from MIT.

PROFESSOR ONG SHIEN JIN

Professor Ben Charoenwong is Assistant Professor in Finance at the National University of Singapore Business School. His research focuses on financial regulation and has been cited in policy reports by the U.S. Securities and Exchange Commission and the French Council of Economic Analysis, as well as industry reports by the CFA Institute. It has also been covered by multiple media outlets like The Economist, Reuters, and Seeking Alpha. Ben is also a co-founder of Chicago Global, a multi-asset class, multi-strategy quantitative asset manager in Singapore. Before Chicago Global, he worked as a consultant at Citadel Investment Group and LEK Consulting. Ben completed his PhD in Finance at the University of Chicago Booth School of Business. Before that, he graduated from the University of Michigan – Ann Arbor in 2012 with a Bachelor of Science in Honors Economics, Honors Statistics, and Financial Mathematics with Highest Distinction.

PROFESSOR BEN CHAROENWONG

Professor Robert Lewis is presently Adjunct Associate Professor of Finance at the NUS Business School, where he teaches Value Investing in Asia for BBA, MBA and Executive Education participants. He has invested in Asian smaller companies over the course of his 25-year career. He managed the Hidden Jewels Fund, a US$130m equity long/short fund focusing on smaller companies in ASEAN and Asia – voted Best Small and Mid-Cap Fund in the 2007 and 2010 AsiaHedge Awards and Best Asia ex-Japan Hedge Fund by AsianInvestor for 2007. He actively invests in and advises US-based emerging alt-data companies in the field of analytics, geo-data and data sourcing.