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SQA Half Day Conference
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When: Tuesday, November 6, 2018
8:30 AM

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SQA Annual Fall Half Day Conference

Tuesday, November 6, 2018


745 7th Avenue
New York, NY 10019


8:00am - 2:00pm





 8:00 a.m.  Registration & Breakfast
 8:30 a.m.   Conference Opening
 8:45 - 9:45 a.m. Tim Verheyden - "ESG materiality: A dynamic and factor-based approach"
 9:45 - 10:45 a.m. Mike Chen, PanAgora - “Integrated Alpha: The Future of ESG Investing”
 10:45 - 11:00 a.m. Mid-Morning Break 
 11:00 a.m. - 12:00 p.m.  Patrick Pfiefer, QMA - “Integrating ESG in Portfolio Construction” 
 12:00 - 12:45 p.m.  Lunch Break
 12:45 - 1:45 p.m.  Aye Soe & Bill Hao, S&P DJ Indices - “Carbon Risk Integration With Factors”
 2:00 p.m. Conference Closing 

Speaker Biographies


Mike Chen, Ph.D.

Portfolio Manager, Equity

Dr. Chen is a Portfolio Manager at PanAgora. In this role he is responsible for model research and development in the Stock Selector team while participating in daily management of the firm’s Stock Selector portfolios.

Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity team, where his responsibilities included portfolio management and research into alpha insights for use across the entire SAE platform. Prior to BlackRock, Dr. Chen worked at Google where he was a member of the team that managed Google’s fixed income investment portfolio and FX exposures. Dr. Chen started his career at Morgan Stanley in New York where he traded and managed a portfolio of exotic US rates derivatives. While at Morgan Stanley, Dr. Chen developed and patented a novel method that allowed for pricing of derivatives based on two rate curves with dynamic multiplicative spread.

Dr. Chen graduated from the University of Illinois in 2005 with a Ph.D. in Electrical and Computer Engineering.


R. Patrick Pfeifer, CFA, is a Vice President and Senior Quantitative Analyst for QMA working within the Research team.  In this capacity, he is responsible for alpha and implementation research that may be applicable across markets and strategies. Prior to his current role, Patrick designed, built and managed technology systems to support research and the daily investment process. He earned a BS in Electrical Engineering from the University of Pennsylvania and an MBA in Quantitative Finance from NYU Stern School of Business.  



Aye M. Soe is Managing Director, Global Research & Design, at S&P Dow Jones Indices (S&P DJI). In this capacity, Aye heads up the Americas research team. The group is responsible for conceptualization, research, and design of the S&P Global core and quantitative equity, fixed income, commodities, volatility (VIX futures based), multi asset, sustainability (ESG), and alternative asset strategy indices. Aye also regularly publishes on a number of headline S&P DJI publications as well as research papers related to capital markets and investment concepts.
Aye is a frequent contributor to financial media outlets such as Wall Street Journal, Financial Times, New York Times, Barron’s, and CNBC. Her research papers have been published in peer-reviewed practitioners’ journals such as Journal of Index Investing and Journal of Investment Strategies.
Aye is also an Adjunct Professor of Finance at Hofstra University’s Frank G. Zarb School of Business, teaching MBA courses on Portfolio Theory and Investment Analysis.

Bill Hao is Director, Global Research & Design, at S&P Dow Jones Indices (S&P DJI). In this role, he is responsible for the conceptualization, research, and design of global strategies. He specializes in factor, alternative beta, and thematic equity indices.
Prior to joining S&P DJI in 2017, Bill had 10 years of experience in quantitative equity research and investment and 17 years of experience in quant analytics. Bill was a senior portfolio manager at Winsight Global Asset Management. Before that, he held assistant vice president and quant analyst positions in investment and research at ING Investment Management, Asia Pacific region. Bill also worked as a quantitative analyst at Panagora Asset Management and lead research analyst at Liberty Mutual Insurance Group.
Bill holds a bachelor’s degree in Engineering from Northeastern University of China, a master’s degree in Biostatistics from the University of Minnesota, and an MBA in Finance from Cornell University.

Tim Verheyden is a Director in the ESG Research team where he is heading the development of Arabesque S-Ray™, a unique tool to monitor the sustainability of the world’s largest companies. Tim holds a BSc and MSc in Business Engineering and a PhD in Finance from KU Leuven (Belgium).









Member - $495
Student/Transitional Member - $250

 Non-Member - $695
Non-Member Afilliate - $595


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