Presenter’s Bios
Bratin Saha, DigitalOcean, Keynote Speaker
As Chief Product and Technology Officer, Bratin Saha drives the product and platform strategy, development, and security with a focus on making DOCN the simplest, most productive, and most cost-effective platform for the developer community. Bratin brings more than 20 years of experience across a wide range of domains, including GenAI, machine learning, cloud computing, data analytics, media processing, and hardware design.
Prior to DigitalOcean, Bratin was Vice President and General Manager of Artificial Intelligence (AI), Machine Learning (ML) and Data Infrastructure. He led the creation of one of the fastest growing businesses in AWS history and helped to build the multi-billion-dollar annual recurring revenue (ARR) generative AI business. Prior to his time at Amazon, Bratin was Vice President of Software Infrastructure at Nvidia, and prior to that in various leadership roles at Intel. He has a proven track record of leveraging cutting-edge technologies to solve complex problems and drive innovation across various sectors.
Bratin is an alumnus of Harvard Business School’s General Management Program and received a Ph.D. in Computer Science from Yale University and a B.S. in Computer Science from the Indian Institute of Technology. He has more than 70 patents granted, more than 30 conference/journal papers, and Harvard Business School has written three case studies on his work.
Brian Granger, Jupyter open source team, CalPoly San Luis Obispo and AWS Open Source and AI
Brian Granger is a Senior Principal Technologist at Amazon Web Services and a professor of physics and data science at Cal Poly State University in San Luis Obispo, CA. He works at the intersection of UX design and engineering on tools for scientific computing, data science, machine learning, and data visualization. Brian is a co-founder and leader of Project Jupyter, co-founder of the Altair project for statistical visualization, and creator of the PyZMQ project for ZMQ-based message passing in Python. At AWS he is a technical and open source leader in the AI/ML organization. Brian also represents AWS as a board member of the PyTorch Foundation. He is a winner of the 2017 ACM Software System Award and the 2023 NASA Exceptional Public Achievement Medal for his work on Project Jupyter. He has a Ph.D. in theoretical physics from the University of Colorado, Boulder.
Roger G. Ibbotson, Yale School of Management
Roger G. Ibbotson is Professor in the Practice Emeritus of Finance at Yale School of Management. He is also chairman of Zebra Capital Management, LLC, an equity investment, index, and hedge fund manager. He is founder, advisor and former chairman of Ibbotson Associates, now a Morningstar Company. He has written numerous books and articles including Stocks Bonds Bills and Inflation with Rex Sinquefield (updated annually) which serves as a standard reference for information and capital market returns.
Professor Ibbotson conducts research on a broad range of financial topics, including popularity, liquidity, investment returns, mutual funds, international markets, portfolio management, and valuation. He has recently published Popularity: A Bridge between Classical and Behavioral Finance and Lifetime Financial Advice. He has also co-authored The Equity Risk Premium with William Goetzmann and two books with Gary Brinson, Global Investing and Investment Markets. He is a regular contributor and editorial board member to both trade and academic journals.
Professor Ibbotson serves on numerous boards including Dimensional Fund Advisors’ funds. He frequently speaks at universities, conferences, and other forums. He received his bachelor’s degree in mathematics from Purdue University, his MBA from Indiana University, and his PhD from the University of Chicago where he taught for more than ten years and served as executive director of the Center for Research in Security Prices.
Jason Kappel, Microsoft
Jason Kappel is a field Chief Product, Technology, and Strategy Owner at Microsoft Capital Markets. Drawing on a robust blend of human-centered design principles and advanced AI capabilities, Jason drives transformative solutions that tackle real-world challenges in the financial services space. Known for his forward-thinking mindset and passion for meaningful impact, he regularly speaks at Microsoft and industry events, sharing insights at the intersection of innovation, data, and user experience. An active contributor to the human-centered design community, Jason’s work exemplifies his commitment to shaping a more intuitive, technology-driven future.
Jose Menchero, Bloomberg
Jose Menchero serves as Head of Portfolio Analytics Research at Bloomberg. Jose and his team are responsible for developing the analytics and algorithms used for factor risk models, portfolio risk and return attribution, scenario analysis, tail risk, portfolio construction, and portfolio optimization. Prior to joining Bloomberg, Jose was the founder and CEO of Menchero Portfolio Analytics Consulting. Before founding his consulting firm, Jose worked for eight years at MSCI, where he was Managing Director responsible for developing the Barra equity risk models, and for portfolio construction research. Jose also served for seven years as Director of Research at Thomson Financial, where he developed several risk and return attribution methodologies, as well as equity factor risk models.
Jose has over 30 finance publications in leading practitioner journals. Before entering finance, Jose was Professor of Physics at the University of Rio de Janeiro in Brazil. Jose holds a PhD in theoretical physics from the University of California at Berkeley, and a BS degree in aerospace engineering from the University of Colorado at Boulder. Jose is a CFA Charterholder.
Markus Pelger, Stanford University
Markus Pelger is an Associate Professor of Management Science & Engineering at Stanford University and a Chambers Faculty Scholar in the School of Engineering. He is also a Research Associate at the National Bureau of Economic Research.
His research focuses on understanding and managing financial risk. He develops mathematical financial models and statistical methods, analyzes financial data and engineers computational techniques. His research is divided into three streams: machine learning solutions to big-data problems in empirical asset pricing, statistical theory for high-dimensional data and stochastic financial modeling.
Markus’ work has appeared in the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Management Science, Journal of Econometrics and Journal of Applied Probability. He is an Associate Editor of Management Science, Operations Research, the Journal of Econometrics, Digital Finance and Data Science in Science. His research has been recognized with several awards, including the Utah Winter Finance Conference Best Paper Award, the Best Paper in Asset Pricing Award at the SFS Cavalcade, the Dennis Aigner Award of the Journal of Econometrics, the Bates-White Prize for the Best Paper at the Society for Financial Econometrics Conference, and the Crowell Memorial Prize. He has been invited to speak at hundreds of world-renowned universities, conferences and investment and technology firms. He has been a consultant or advisor to investment institutions, governmental agencies and supranational organizations.
Markus received his Ph.D. in Economics from the University of California, Berkeley. He has two Diplomas in Mathematics and in Economics, both with highest distinction, from the University of Bonn in Germany. Markus is a founding organizer of the Advanced Financial Technology Laboratories and the AI & Big Data in Finance Research Forum. He is affiliated with the National Bureau of Economic Research, Stanford Institute for Computational and Mathematical Engineering, the Stanford Institute for Human-Centered Artificial Intelligence, Stanford Data Science and the Stanford Woods Institute for the Environment.
Kevin A. Pemberton, Americas COO for Investment Management in the Banking & Capital Markets practice at Microsoft
Kevin is the Americas COO for Investment Management in the Banking & Capital Markets practice at Microsoft. In this role, he advises asset and wealth management clients and custodial banks on business model innovation, platform modernization, and strategic tech investments to drive growth and competitive advantage.
Kevin was most recently a Director at UBS Hedge Fund Solutions, where he led investment and operational due diligence for a 250+ investment manager complex with $85B AuM. Prior to this, Kevin was Senior Vice President, Sub-advised Portfolios at Neuberger Berman, where he transformed its $17B 3rd party mutual fund platform into a recognized asset leader. During his tenure, Kevin also led compliance and risk and fund governance of the firm’s inaugural ‘40 Act liquid alternative funds. He sat as a non-voting member of the ESG Committee, Transaction Cost Analysis and Best Execution Committee, and the Mutual Fund Governance Committee. Prior to Neuberger Berman, Kevin was a Vice President in the Corporate Advisory Division of Lehman Brothers Asset Management where he was responsible for the strategic plan for an investment adviser and limited purpose broker dealer with $8.7B in AuM.
He has held senior roles at Citigroup, Franklin Templeton (f/k/a legg Mason), Clearbridge Investments. Kevin started his career as an investment management analyst at Putnam Investments.
Kevin previously served as a former Adjunct Faculty in the Master of Science, in Enterprise Risk Management program at Columbia University. He is an advisor for start-ups at the Martin Trust Center for M.I.T. Entrepreneurship and a lifetime member of the Computer Science Artificial Intelligence Lab at M.I.T. He also serves as an advisor to Fintechs to Microsoft for Startups, a presales program that enables startups to build on Microsoft Azure.
Kevin is a Northeast native. Born and raised in Brooklyn, New York, he now lives in New Jersey. He holds an AB, social science, concentration in economics from Harvard University and an MBA from M.I.T. Sloan School of Management. He holds the distinction of CFA Institute Certificate in ESG Investing. He is a member of The Economic Club of New York. He is a member of the National Advisory Council for Creative Capital, the largest grant making interdisciplinary arts organization in the U.S.
Discussants
Kenneth Blay, Invesco
Kenneth Blay is Head of Research for Global Thought Leadership at Invesco. In this role, he works closely with investment teams to lead the development of original research, the authorship of white papers and articles for publication in practitioner journals, and the creation of innovative investment content focused on strengthening Invesco’s profile as a global thought leader in asset allocation, risk management, systematic and factor investing, and portfolio implementation.
Mr. Blay 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 efforts for advisory engagements with institutional clients and collaborated with academic partners to develop and implement new 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.
Mr. Blay has worked closely with Nobel Laureate Harry Markowitz on advancing various asset allocation research initiatives, including the optimization of the net present value of future cash flows, tax-cognizant portfolio analysis, and simulation-based multi-period portfolio selection. He has had his research published through various journal articles and books, including Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume 1), which he coauthored with Markowitz. He also serves on the advisory board for the Journal of Investment Management conference series. Mr. Blay earned a BBA degree in finance from the University of Texas.
Seoyoung Kim, Santa Clara University
Seoyoung Kim is the Department Chair and Associate Professor of Finance and Business Analytics at Santa Clara University’s Leavey School of Business, where she teaches Financial Management, Financial Engineering, and Financial Technology (i.e., FinTech). She is also a Senior Editor for the Journal of Investment Management (JOIM).
Professor Kim’s academic work focuses on the microstructure of financial markets and on innovative financial instruments, with a specialized focus in structured finance. Along this regard, she has provided consulting expertise and litigation support in relation to the structuring, management, and liquidation of various special purpose vehicles issuing collateralized debt obligations and asset backed securities. She has also consulted on and written extensively about cryptocurrencies, non-fungible tokens (“NFTs”), blockchain technology, and the broader decentralized finance (“DeFi”) space, including her recent books: DeFi For Dummies and NFTs For Dummies, and she regularly gives workshops and seminars on cryptocurrencies, blockchain technology and analytics, DeFi applications and protocols, and smart contract design.
Prior to joining SCU, Professor Kim held a faculty appointment at Purdue University. She holds a B.A. in Mathematics from Rice University and Ph.D. in Finance from Emory University.
Weijian (William) Liang, PGIM Quantitative Solutions
(William) Liang is Director of Multi-Asset Research at PGIM Quantitative Solutions. In his capacity, he leads a research team to develop quantitative investment models in global multi-asset space. Before joining PGIM in 2019, he was a senior quant researcher and manager at Vanguard Group. Before that, he worked as an Alpha Strategy Researcher at Credit Suisse and a quantitative modeler at Moody’s Investor Service. Weijian Liang received his Ph.D. in statistics from Stern Business School of New York University.
Alex “Sandy” Pentland, Stanford Digital Economy Lab and MIT
Professor Alex ‘Sandy’ Pentland is Fellow at Stanford HAI, and previously helped create and direct the MIT Connection Science, the Media Lab and the Media Lab Asia in India. He is one of the most-cited computational scientists in the world, and Forbes declared him one of the “7 most powerful data scientists in the world” along with Google founders and the Chief Technical Officer of the United States.
He is on the Board of the UN Foundations’ Global Partnership for Sustainable Development Data, co-led the World Economic Forum discussion in Davos that led to the EU privacy regulation GDPR, and was central in forging the transparency and accountability mechanisms in the UN’s Sustainable Development Goals. He has received numerous awards and prizes such as the McKinsey Award from Harvard Business Review, the 40th Anniversary of the Internet from DARPA, and the Brandeis Award for work in privacy. Recent invited keynotes include annual meetings of OECD, G20, World Bank, and JP Morgan.
Iro Tasitsiomi, T. Rowe Price
Dr. Iro Tasitsiomi is one of the most sought-after speakers and thought leaders in AI (generative and beyond) and is renowned for her ability to bridge the gap between complex ideas and practical business solutions. Iro held significant roles at Forbes 500 companies such as Prudential Asset Management, Goldman Sachs & BlackRock. She started her finance career in quantitative finance, leading teams that developed investment/trading/risk management strategies.
Currently, she is the Head of AI & Data Science at T. Rowe Price, where she’s been instrumental in creating and integrating innovative investment signals with the firm’s fundamental investing approaches. She also oversees the company’s new AI Labs and is responsible for formulating the strategy to adopt AI across the whole firm.
Iro has been a featured speaker at the Open Data Science Conference, Data Science Salon, The AI Summit, The Summit for Asset Management, The Financial Information Summit, The Global CIO Institute,, The AI & Finance Lecture Series,, and QuantStrats. She has been interviewed by The Economist, CIO Review Magazine, The Chicago Sun-Times, and The Chicago Chronicle.
She earned a PhD in Astrophysics and a Master’s in Physics from the University of Chicago and is a well-published research author.
Moderators
Sanjiv Das, Santa Clara University
Sanjiv Das is the William and Janice Terry Professor of Finance at Santa Clara University’s Leavey School of Business.
He previously held faculty appointments as Associate Professor at Harvard Business School and UC Berkeley. He holds post-graduate degrees in Finance (M.Phil and Ph.D. from New York University), Computer Science (M.S. from UC Berkeley), an MBA from the Indian Institute of Management, Ahmedabad, B.Com in Accounting and Economics (University of Bombay, Sydenham College), and is also a qualified Cost and Works Accountant. He is a senior editor of The Journal of Investment Management, co-editor of The Journal of Derivatives, and Associate Editor of other academic journals.
Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank. His current research interests include: the modeling of default risk, machine learning, social networks, derivatives pricing models, portfolio theory, and venture capital. He has published over eighty articles in academic journals, and has won numerous awards for research and teaching. His recent book “Derivatives: Principles and Practice” was published in May 2010. He currently also serves as a Senior Fellow at the FDIC Center for Financial Research. Read Professor Das’ expanded bio here »
Seoyoung Kim, Santa Clara University
is the Department Chair and Associate Professor of Finance and Business Analytics at Santa Clara University’s Leavey School of Business, where she teaches Financial Management, Financial Engineering, and Financial Technology (i.e., FinTech). She is also a Senior Editor for the Journal of Investment Management (JOIM).
Professor Kim’s academic work focuses on the microstructure of financial markets and on innovative financial instruments, with a specialized focus in structured finance. Along this regard, she has provided consulting expertise and litigation support in relation to the structuring, management, and liquidation of various special purpose vehicles issuing collateralized debt obligations and asset backed securities. She has also consulted on and written extensively about cryptocurrencies, non-fungible tokens (“NFTs”), blockchain technology, and the broader decentralized finance (“DeFi”) space, including her recent books: DeFi For Dummies and NFTs For Dummies, and she regularly gives workshops and seminars on cryptocurrencies, blockchain technology and analytics, DeFi applications and protocols, and smart contract design.
Prior to joining SCU, Professor Kim held a faculty appointment at Purdue University. She holds a B.A. in Mathematics from Rice University and Ph.D. in Finance from Emory University.
Daniel Ostrov, Santa Clara University
https://webpages.scu.edu/ftp/dostrov/