The Stream | ESG Mandates and Global Carbon Macro Investing
Tuesday March 1, 2022

We had the opportunity to explore Nick Vasserman's cutting-edge research on the Global Carbon Macro Framework and gained valuable insights into the innovative process driving IPI's Global Carbon Strategy.

Keynotes | Panels

Speaker Bio

Nick Vasserman's Photo

Nick Vasserman

CIO & Founder, Integrated Portfolio Intelligence LLC

CIO & Founder, Integrated Portfolio Intelligence LLC

Nick Vasserman has over twenty years of experience in developing and deploying quantitative macro-oriented systematic programs globally. Nick has managed systematic macro trading portfolios in New York, London, and Toronto since 1996 at major investment banks and now offering 4th generation evolutions of the strategies and risk framework.

Before launching IPI, Nick spent several years at J.P Morgan in a variety of senior trading and risk management roles. Nick founded and was Head of J.P Morgan’s Americas Cross-Asset Quantitative Strategies business. Nick was previously Global Head of Index Trading, Quantitative Index Strategies, and Electronic Market Making within the renowned Global Commodities Group at J.P. Morgan.

Prior to joining J.P. Morgan in 2009, Nick was Global Head of FICC (Fixed-Income Currencies & Commodities) Proprietary Systematic Trading at UBS Investment Bank. He has also held roles in Interest Rate Derivatives Trading as well as Exotic and Structured Derivatives Trading at UBS in New York and London.

Nick holds a Bachelor of Administrative Studies (BAS) degree from York University and a finance MBA from the University of Toronto, Rotman School of Management, where he conducted research with Prof. John C. Hull on pricing and hedging exotic options. He is a native of Toronto, Canada, and resides with his family in New York.

Nick Vasserman has over twenty years of experience in developing and deploying quantitative macro-oriented systematic programs globally. Nick has managed systematic macro trading portfolios in New York, London, and Toronto since 1996 at major investment banks and now offering 4th generation evolutions of the strategies and risk framework. Before launching IPI, Nick spent several years at J.P Morgan in a variety of senior trading and risk management roles. Nick founded and was Head of J.P Morgan’s Americas Cross-Asset Quantitative Strategies business. Nick was previously Global Head of Index Trading, Quantitative Index Strategies, and Electronic Market Making within the renowned Global Commodities Group at J.P. Morgan. Prior to joining J.P. Morgan in 2009, Nick was Global Head of FICC (Fixed-Income Currencies & Commodities) Proprietary Systematic Trading at UBS Investment Bank. He has also held roles in Interest Rate Derivatives Trading as well as Exotic and Structured Derivatives Trading at UBS in New York and London. Nick holds a Bachelor of Administrative Studies (BAS) degree from York University and a finance MBA from the University of Toronto, Rotman School of Management, where he conducted research with Prof. John C. Hull on pricing and hedging exotic options. He is a native of Toronto, Canada, and resides with his family in New York.

Manager Sessions

Full Agenda

03:15 p.m. – 04:00 p.m.

Speaker Bio

Nick Vasserman has over twenty years of experience in developing and deploying quantitative macro-oriented systematic programs globally. Nick has managed systematic macro trading portfolios in New York, London, and Toronto since 1996 at major investment banks and now offering 4th generation evolutions of the strategies and risk framework. Before launching IPI, Nick spent several years at J.P Morgan in a variety of senior trading and risk management roles. Nick founded and was Head of J.P Morgan’s Americas Cross-Asset Quantitative Strategies business. Nick was previously Global Head of Index Trading, Quantitative Index Strategies, and Electronic Market Making within the renowned Global Commodities Group at J.P. Morgan. Prior to joining J.P. Morgan in 2009, Nick was Global Head of FICC (Fixed-Income Currencies & Commodities) Proprietary Systematic Trading at UBS Investment Bank. He has also held roles in Interest Rate Derivatives Trading as well as Exotic and Structured Derivatives Trading at UBS in New York and London. Nick holds a Bachelor of Administrative Studies (BAS) degree from York University and a finance MBA from the University of Toronto, Rotman School of Management, where he conducted research with Prof. John C. Hull on pricing and hedging exotic options. He is a native of Toronto, Canada, and resides with his family in New York.

Nick Vasserman's Photo

Nick Vasserman

CIO & Founder
Integrated Portfolio Intelligence LLC

CIO & Founder, Integrated Portfolio Intelligence LLC

Nick Vasserman has over twenty years of experience in developing and deploying quantitative macro-oriented systematic programs globally. Nick has managed systematic macro trading portfolios in New York, London, and Toronto since 1996 at major investment banks and now offering 4th generation evolutions of the strategies and risk framework.

Before launching IPI, Nick spent several years at J.P Morgan in a variety of senior trading and risk management roles. Nick founded and was Head of J.P Morgan’s Americas Cross-Asset Quantitative Strategies business. Nick was previously Global Head of Index Trading, Quantitative Index Strategies, and Electronic Market Making within the renowned Global Commodities Group at J.P. Morgan.

Prior to joining J.P. Morgan in 2009, Nick was Global Head of FICC (Fixed-Income Currencies & Commodities) Proprietary Systematic Trading at UBS Investment Bank. He has also held roles in Interest Rate Derivatives Trading as well as Exotic and Structured Derivatives Trading at UBS in New York and London.

Nick holds a Bachelor of Administrative Studies (BAS) degree from York University and a finance MBA from the University of Toronto, Rotman School of Management, where he conducted research with Prof. John C. Hull on pricing and hedging exotic options. He is a native of Toronto, Canada, and resides with his family in New York.