Market Specialisation in a VUCA World
About This Course
This 4-hour course provides a comprehensive understanding of the sources and approaches to analyse market, economic, political and industry’s risks trends and developments and their implications on the business by applying these knowledge and information to align with opportunities, including the use of quantitative methods to evaluate the trends and developments and their overall impact on the financial sector and institutions.
Who Should Attend
- Bankers and Relationship Managers in Financial Services Industry, e.g., Insurance, Private Banking, Wealth and Asset Management
- Middle office and research functions in the Financial Services Industry
- Covered persons under the Financial Sector Code of Conduct who may be interested
- Harness the knowledge of market trends and factors driving the financial services sector and articulate the changes in the client and/or market circumstances
- Analyse and interpret the market and industry risk trends and developments both locally and internationally by identifying tools and sources of information, to maintain awareness of impacts
- Align and customise market and industry risk trends and implications with products and services based on their clients and organizational needs and
- Evaluate market and industry trend decisions for overall impact to the organisation
Introduction and Backdrop
- Key foundational requirements to support the achievement of the learning outcomes
Risks, trends and developments of the relevant market and industry
- General overview of market environments including crisis periods like today’s pandemic, market regime changes, mega- and micro-trends posing challenges and opportunities in the financial markets including lessons learnt and how to capitalise on them
- Case studies and examples (local and international) will be illustrated and discussed
Alignment opportunities with market and industry
- How these trends and developments can be understood and aligned to the products and services to be provided to their clients and businesses, e.g., model portfolios, structured / customised ESG-centric ETFs, data-driven quantitative funds, etc.
- Case studies and examples, e.g., a sample selection of trends and signals shaping the future of finance, will be discussed
- Other examples of short and medium-term trends and developments, e.g., economic and political trends impacting markets
- e.g., Green wave, Biden era and priorities, etc.
Quantitative methods for evaluation of trends and developments
- Use of AI/ML and advanced data analytics harnessing qualitative and alternative data as well as financial and economic modelling, etc.
- How their findings and outputs can yield actionable insights for decision-making with regards to overall impact on their organisations.
- Case studies and examples will be illustrated, etc.
Dr Khoo Guan Seng
PhD in Computational Physics (NUS)
GS Khoo has over 30 years of AI, data-mining, management and startup work-experience, focusing on risk and hedge fund analytics. He joined CAI in Feb 2016, after relocating back from Canada, where he was the Head of ERM with one of the largest Canadian pension fund managers, AIMCo, which he joined in 2011.
Prior to AIMCo, He was with Temasek Holdings, which he joined in 2009 from Standard Chartered Bank, where he was the Global Head/MD, Group Risk Analytics, heading the global team performing all global risk models validation for Basel & BIPRU compliance, and liaised with all the financial regulators in Europe, Asia, Africa and the Middle East, including the FSA (UK), the FSS (Korea), CBRC, HKMA and MAS (Singapore). At Temasek Holdings, he focused on developing novel investment performance and portfolio risk management metrics, applicable across the whole spectrum of investment asset classes and horizons.
In his other previous roles, he designed and managed an algorithmic hedge fund at Man Investment Products (Man Group plc.) in the 90s, was Head of Innovation (Strategy & Business Devt.) at the Singapore Exchange, was Group Chief Risk Officer at a SE Asian conglomerate (RHB Capital, Malaysia) and was based in Chicago and Denver in 2001-02 at American Bourses Corp (ABC, spun off from the Man Group), providing AI-based investment and trading analytics to clients trading on the ECNs in N America and in the Asia Pacific. At ABC, he managed the launch and production of the financial portals of SPH, asiaonemarkets.com and zaobaofinance.com in 2000. He also provided advisory services to the regulators, family offices, research institutes, global and Asian banks in the Asia-Pacific region on data-mining, ERM, Basel 2 and 3.
In addition, he has also advised startup and IT companies in S’pore, Silicon Valley and Vancouver, B.C in BigData, FinTech, and Energy Farming. He has a PhD in Physics, and has done post-doctoral work at Nagoya University, MSI’s (Molecular Simulations Inc.) research centers at Caltech (Pasadena, California), Boston and at Teijin-MSI in Tokyo, Japan on computer-aided drug design. In academia, he published over 30 journal papers on financial engineering, artificial intelligence (AI) applications in financial markets and materials science.
He has also published chapters on sovereign investing in “Sovereign Investments” (Riskbooks/IncisiveMedia, 2013), enterprise risk management for financial institutions in “Operational Risk 2.0”, (Riskbooks/IncisiveMedia, 2007), investment management in “Sovereign Asset Management for a post-crisis World”, (Riskbooks, 2011). Other publications included articles in Investment & Pensions Asia (IPA) magazine (Sept/Oct issue, 2010) where he demonstrated a deficient frontier outcome (instead of efficient frontier), entitled, “Rethinking Investment Decision-making post-GFC (Global Financial Crisis)” as well as on “Strategic Risk Allocation” in IPA Magazine (Sept/Oct 2011 issue). He has also been a speaker on ICAAP, Stress Testing, Model Validation and Economic Capital at RISKMINDS (Geneva, 2008) and RISKCAPITAL (Brussels, 2009), panelist on “Investing Beyond BRICs” at the 2013 Taft-Hartley Pension Fund Forum in Los Angeles, “Long-term Investing” & “Hedge Fund Investing” at the Asia & Middle East Govt. Funds Roundtable, (Institutional Investors, 2012-2015) and on “Emerging Markets and FX Risks” at the Asian Pension Funds Roundtables (Pacific Pension Institute, 2010-2015). He has also presented a paper on “Valuation & Risk Issues in Illiquid Investments”, in Seoul, S. Korea for Korea’s pension fund association in 2012.
Early Bird Discount
Enjoy 10% early bird discount when you register one (1) month before the course commencement date.