Justine Wezenaar, ESG Engineering Team Leader, Quant, Bloomberg (New York Headquarter)
About the Speaker: Justine Wezenaar is a quant on the ESG Engineering team at Bloomberg New York headquarter. The quant engineer team owns the production implementation of Bloomberg’s proprietary scoring models, including Corporate ESG Scores, Government Climate Scores, and Corporate Temperature Rise. They work closely with Product, Data, Research, and other Engineering teams to ensure the reliability, transparency, and materiality of Bloomberg’s ESG Scores.
Justine studied mathematics and physics at McGill University. Following graduation, she worked as a Data Scientist at a health-tech startup in her hometown of Halifax, Canada. In 2018, Justine moved to NYC to join Bloomberg’s BVAL quant engineering team, where she worked on fixed income pricing models, before joining the ESG team in in 2022.
Natalia Grishkova , ESG Scores Data Team Leader, Bloomberg (New York Headquarter)
Natalia Grishkova is a team leader of the ES Scores Data team at Bloomberg New York headquarter. The ES Scores Data team is responsible for ESG scores data management as well as materiality analysis of the environmental and social issues impacting the companies that are covered. The team works closely with the Governance Scores Data team, as well as Research, Product Management and Engineering.
Natalia studied Economics and Finance at the Moscow State University of International Relations and is a CFA Charter holder. She started her career in investment banking, covering Oil and Gas and Chemicals companies, before transitioning to Bloomberg as an equity analyst. Natalia has worked for Bloomberg LP since 2014 in a variety of roles across analytics, relationship management and data management.
Michail Vamvakaris, Machine Learning Quant Researcher, Bloomberg AI team (London)
Dr Michail Vamvakaris is a Machine Learning Quant Researcher at the Bloomberg AI team based in London, working on Machine Learning models that support the BVAL product.
Before joining Bloomberg, Michail was Lead ML research at Barings working along the Quant team to produce ML models predicting the fixed income market. He also served as lead ML specialist researcher at Greensill Capital where he managed a team of 9 people and was responsible for the R&D activities of the company towards automatic credit scoring and fraud detection. Other roles include Senior Machine Learning Engineer at Ford and Head of Data Science at Datatecnic.
Michail holds a bachelor degree in Economics and Finance and MSc in Mathematics from Aristotle University of Thessaloniki, MRes in Engineering from University of Liverpool and a PhD in Computer Science (Major in ML) from University of Manchester.
Dr. Chelsea Yao, Associate Professor of Finance, PhD Director, Department of Accounting and Finance, specialized on ESG rating and disclosure, climate finance and sustainable investing.
Professor Ingmar Nolte, Professor of Finance and Econometrics, Department of Accounting and Finance, Director, Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
Date and Times:
Wednesday 14th June 2023
14:00-15:00 (networking lunch and drinks served at 13:00)
No registration needed and all welcome. For catering purpose, please response to the calendar invitation or email Ms. Julie Stott at firstname.lastname@example.org