Chris Kelliher is a Senior Quantitative Researcher and Portfolio Manager in the Global Asset Allocation group at Fidelity Investments. In addition, Mr. Kelliher is a Lecturer in the Masters in Mathematical Finance and Financial Technology program at Boston University. He is also the author of "Quantitative Finance with Python: A Practical Guide to Investment Management, Trading, and Financial Engineering". Prior to joining Fidelity in 2019, Mr. Kelliher served as a portfolio manager for RDC Capital Partners. Before joining RDC, Mr. Kelliher served as a Principal and Quantitative Portfolio Manager at a leading quantitative investment management firm, FDO Partners. Prior to FDO, Mr. Kelliher was a Senior Quantitative Portfolio Analyst and Trader at Convexity Capital Management and a Senior Quantitative Researcher at Bracebridge Capital. Mr. Kelliher earned a BA in Economics from Gordon College, where he graduated Cum Laude with Departmental Honours, and an MS in Mathematical Finance from New York University’s Courant Institute.
Dan diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986, Northfield develops quantitative models of financial markets. He holds leadership positions with numerous industry organizations including IAQF, and CQA. He is a director and past president of the Boston Economic Club. His publication record includes more than fifty books, book chapters and research journal articles. In addition, Dan spent several years as a Visiting Professor at Brunel University. He has been admitted as an expert witness in litigation matters regarding investment management practices and derivatives in both US federal and state courts. He became editor in chief of the Journal of Asset Management at the start of 2019.
Jessica Stauth is chief investment officer of Systematic Equity Strategies in the Quantitative Research and Investments (QRI) division at Fidelity Investments. Fidelity Investments is a leading provider of investment management, retirement planning, portfolio guidance, brokerage, benefits outsourcing, and other financial products and services to institutions, financial intermediaries, and individuals. In this role, Ms. Stauth is responsible for the oversight of portfolio management, systematic equity research and for driving strategic initiatives that contribute to investment performance and portfolio risk management.
Prior to her current role, Ms. Stauth was chief investment officer at Geode Capital Management where she had oversight of Geode's active portfolio management and research teams. She also worked at Fidelity Labs at Fidelity Investments as a managing director responsible for exploring and launching fintech startup businesses. Previously, Ms. Stauth worked at Quantopian as a managing director, Thomson Reuters as a vice president, quant strategy and Starmine Corporation as a senior quant research analyst. She has been in the financial industry since 2008.
Ms. Stauth earned her bachelor of arts degree in physics from Colby College and her PhD degree in biophysics from University of California, Berkeley.
Kenneth Blay is Head of Research for Global Thought Leadership at Invesco. In this role, he leads the development of original research through collaborations with investment teams, industry researchers, and institutional clients. Kenneth joined Invesco in 2018. Prior to joining the firm, he served as advisory research manager in the portfolio and risk research group at State Street Associates, where he led research engagements with institutional clients and collaborated with academic partners to advance research on asset allocation, risk management, and investment strategy. Previously, he was director of research for 1st Global, where he established the firm’s investment management research group, led asset allocation policy, and managed the firm’s discretionary multi-asset portfolios. He has been in the financial industry since 1991.
Kenneth has collaborated extensively with Harry Markowitz, Nobel Prize laureate, on developing and advancing various asset allocation methods, including the optimization of the net present value of future cashflows, tax-cognizant portfolio analysis, and simulation-based multi-period portfolio selection. He has focused his research efforts on practical asset management, including tax-efficient investing, retirement/liability planning, and systematic and factor investing. His research has been published in various industry journals and books, including Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume 1), which he co-authored with Markowitz. He serves on the advisory boards of the Journal of Portfolio Management and the Journal of Investment Management conference series, as well as on various committees for the Q Group (The Institute for Quantitative Research in Finance). Kenneth earned a BBA degree in finance from the University of Texas.
Romae Smith is a quantitative researcher on the Systematic Equity team at GMO. In 2018, she graduated with a double major in Mathematics and Statistics from the University of Florida. She later earned a degree in Mathematical Finance from Boston University. After graduating from BU in 2020, she joined GMO as an Investment Rotational Associate where she got the chance to work on different investment teams across various asset classes like corporate credit, developed and emerging market rates and FX, fundamental equity teams, as well as the systemic equity team in which she currently works. Romae also serves as an advisory board member for the staffing company TekRecruiter.