online summit 2020
online summit 2020
Join Neudata on 8-10 December for a virtual summit exploring the future of the alternative data industry. Hear from leading buy-side and sell-side analysts as they recap what worked and what failed in 2020, as well as from data vendors on exciting new product developments for 2021. This event will also feature insight from Neudata’s own analysts on our macro predictions for the industry.
AltDating Programme: Alongside thematic panels and presentations, this Summit will include the opportunity for buyers and sellers to interact before, during and after the event, via a programme of personalised matchmaking.
Who should attend:
Public market investors
Venture capital investors
Private equity investors
Corporations using alternative data to influence strategy
Data and technology providers
10.30AM ET Welcome, Neudata Updates and Summit Briefing – Rado Lipuš & Ian Webster, Neudata
10.50AM ET Question Driven Data Science: Creating Value from Alternative Data – Jonathan Berkow, AllianceBernstein
11.10AM ET How Do You Measure Alt Data ROI? – Chris Longworth, GAM Systematic
11.20AM ET Panel: How Do You Measure Alt Data ROI? – Moderator: Sondra Campanelli, Neudata, Chris Longworth, GAM Systematic, Mark Ainsworth, Schroders, Nico Smuts, Surveyor Capital
11.50AM ET Alpha Generation Accelerated: Finding, Evaluating and Combining Data Sets – Matt Napoli, AWS Data Exchange
12.10PM ET Networking Break
12.40PM ET State of the Alt Data Nation & Pricing Trends – Daryl Smith, Neudata & Kathryn Forde, Neudata
1.10PM ET Morgan Stanley Presentation
1.40PM ET How Immune is Zoom? – Jeremy Scott, SimilarWeb
2.00PM ET How to Stop Drowning in Spurious Correlations When Evaluating Datasets – Dr Darko Matovski, causaLens
2.10PM ET Networking Break
10.30AM ET Welcome – Dean Murphy, Neudata
10.35AM ET Analysis of the Option Volatility Surface for Informed Equity Trading – Robert Levy, Cboe Global Markets
10.45AM ET Case Study: Forecasting the Credit Rating of Sovereign States – Chafic Merhy, Head, Quantitative Research, Ostrum Asset Management
11.05AM ET Market Analysis with B2B Industrial Sourcing Data – Hamid Benbrahim, Thomas
11.15AM ET Using Survey Data to Stay Ahead of the Curve: Implementing Daily Respondent Data to Fuel Decision-Making – Ryan Gross, YouGov
11.35AM ET NLP/Sentiment Signals for Trading Systematic Futures – Tony Guida, RAM Active Investments
11.55AM ET Networking Break
12.25PM ET Case Study – Sebastian Owen, HIPSTO
12.35PM ET NLP – Analysis of Long-Form Documents – Moderator: Sanne De Boer, Voya Investment Management, Amy Dafnis, Neudata, Poorya Ferdowsi, Bristol Gate Capital Partners, Andrii Pylypenko, HIPSTO
12.55PM ET Which Datasets are Being Terminated and Why? – Amy Dafnis, Neudata
1.15PM ET Fireside Chat – Ruggero Gramatica, Yewno
1.25PM ET Quantifying Innovation – The First Validated Quality Assessment for Patents and How to Use Them in Asset Management – Lucas von Reuss, Quant IP
1.35PM ET Panel: Is There Still Alpha in Transactional Data? – Moderator: Ian Webster, Neudata, Edward Leung, Invesco, Max Chapados, ex Surveyor Capital
2.00PM ET Networking Break
10.30AM ET Welcome – Dean Murphy, Neudata
10.35AM ET Neudata Provider Platform and Training – Sondra Campanelli, Neudata
10.45AM ET Panel: People, Skills, Training and Talent – Moderator: Dean Murphy, Neudata, Celia Fraser, Capital Group, Pauline Hawkes-Bunyan, Investment Association
11.00AM ET Case Study – Hivemind
11.20AM ET Beyond Anonymization & Aggregation – The Future of Selling (More) Alternative Data with Differential Privacy – Dawson Smith, LeapYear Technologies
11.30AM ET Sentry Update & DDQs – Donald D’Amico, Neudata
11.35AM ET Panel: How to Stay Competitive Whilst Applying Data Ethics Policy – Moderator: Donald D’Amico, Neudata, Danny West, Two Sigma, Max Abend, PDT Partners, Owen Schmidt, Schulte Roth & Zabel LLP
12.00AM ET Networking Break
12.30PM ET User Privacy: Interpreting Latest Regulations and iOS Updates – Jose Elias Terriquez, Neudata
12.50PM ET Micromotives and Macrobehavior: Real-Time Consumer Research and Market Shifts – Dritan Nesho, HarrisX
1.00PM ET Building an ESG Ratings Model – How to Find the Data – Julia Meigh, Neudata
1.20PM ET Panel Session: Measuring Human Capital Factors – Moderator: Ian Webster, Neudata, Julia Meigh, Neudata, Mike Chen, PanAgora
1.40PM ET 2021 Event Schedule – Dean Murphy, Neudata
1.50PM ET Close
Max Abend is Counsel at PDT Partners. PDT Partners is a global investment manager that develops and deploys quantitative, model-driven strategies to trade liquid assets using proprietary technology. At PDT, Max is responsible for, among other things, evaluating legal and compliance risk in connection with alternative datasets. Additionally, Max is the leader of the procurement arm of the FISD Alternative Data Council, where he leads efforts to establish best practices and standards to promote the ethical use of data and bring improvements to the data procurement lifecycle. Max began his career as a litigator at Cravath, Swaine & Moore in New York. Max holds a BBA in Management Information Systems from Western Connecticut State University and a JD from the New York University School of Law.
Mark joined Schroders in 2014 where he has formed the Data Insights Unit, a team of data scientists. The team focuses on using big data, analytics and machine learning for investment and research, to enhance and complement the existing skills of our fund managers and analysts, and to give Schroders an ‘information edge’ over competitors.
After his degree in Experimental Psychology from Oxford and masters in Operational Research, in 1999 he was recruited by the McLaren F1 team as a Race Strategy Analyst. In 2002 he moved to Tesco, initially reporting on trade performance and analyzing customer spending behavior and then heading up the analytics team in the Site Location Planning function. In 2007 he became Chief Technology Officer of Talent Innovations, a start-up selling online 360 degree feedback software. In 2012 he joined Telefonica Digital, as Head of Analytics of Smart Steps, their ‘big data’ monetization division.
Hamid Benbrahim is Head of Data and AI at Thomas, the primary source for industrial sourcing in the U.S. and Canada. He is leading the transformation of Thomas Publishing into a data business, developing new financial indexes and alternative data products for the financial industry, streamlining data operations, and deploying advanced analytics capabilities for sales, marketing, and operations.
His experience in the financial industry spans over a decade advancing investment management and systemic risk strategy with big data, machine learning, and systems thinking. He held senior leadership roles at Natural Numerix as CEO, TD Ameritrade as Chief Data Scientist, and Fidelity as Head of Applied Complexity Research leading business areas in systemic risk and data-driven strategy. Earlier in his career, Hamid assumed a number of business operations and technology leadership roles in Telecom at Verizon in the US and Internationally.
He holds an MBA in Finance from Columbia Business School, and a Ph.D. in Engineering and Machine Learning from the University of New Hampshire. He is fluent in English, French, Spanish, Arabic, and Berber. He holds a patent on dynamic call routing and filed 9 patents in financial services and communications.
Dr. Benbrahim is a frequent speaker on a number of complex topics including financial risk, and market dynamics.
Jonathan Berkow is the Director of Data Science in the equities division at AllianceBernstein. He leads the research and adoption of alternative data in equity research and systematic strategies. Prior to joining AB in 2018, he was a systematic portfolio manager and researcher at the hedge funds Element Capital and Kepos Capital. He started his career at Goldman Sachs Asset Management where he managed quantitative research and was a portfolio manager for global equity portfolios. His research has spanned both equities and macro asset classes. He graduated from MIT with a degree in economics.
Sondra is the editor of Neudata's news platform. She covers the alternative data strategies of asset managers and data vendors, including new fund launches, product launches, fundraising, dataset usage and pricing. She takes a particular focus on legal, compliance and tax issues that impact buyers and sellers of alternative data.
Prior to joining Neudata, Sondra covered the machine learning and alternative data strategies of institutional investors for EQDerivatives/machineByte and commercial real estate debt markets for Real Estate Finance & Investment across the US, UK and Europe.
Sondra holds BA degrees in Economics and Public Communications from American University in Washington, D.C.
Max Chapados has spent the past 10 years working with alternative data, leading and building various teams. Most recently he was Head of Sector Data Analysts at Surveyor Capital, one of three equity businesses at Citadel. Prior to joining Citadel in 2015, he worked at M Science and served as Vice President and Data Lead for Market Research. He joined M Science in 2010 as a Telecommunications Research Associate. Max received dual bachelor’s degrees in Mechanical Engineering and Finance from the University of Pennsylvania.
Dr. Chen is a Director at PanAgora. In this role, he is responsible for novel alpha research and
model development across PanAgora’s Equity strategies, and daily management of firm’s Dynamic
Equity portfolios. Dr. Chen’s current research interests are in the areas of machine
learning/alternative data, ESG, and China A. Previously, he was a Portfolio Manager on PanAgora’s
Stock Selector Equity team.
Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity
(SAE) team, where he was responsible for portfolio management and research into alpha insights for
use across the entire SAE platform. While at SAE, Dr. Chen won “Signal of the Year” award for a
signal he researched and developed. 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 researched, developed
and patented a framework that allowed for pricing of derivatives based on two rate curves with
dynamic multiplicative spread, one of the first such models on the street.
Dr. Chen graduated from the University of Illinois in 2005 with a Ph.D. in Electrical and Computer
Engineering. He has published in leading engineering and applied mathematics journals, and had
been invited to talk at numerous academic and industry conferences.
Don is the General Counsel of Neudata. In addition to managing the company's legal affairs, Don leads the review of the compliance and regulatory aspects of new datasets and assists with product development. He previously served as Legal Counsel at Davidson Kempner Capital Management LP, where he onboarded third party research providers and conducted related due diligence. Don started his career as a research analyst on a merger arbitrage trading desk.
Don holds a JD from the Fordham University School of Law and a BA from Washington University in St. Louis. He has received CIPP/E and CIPP/US certifications from the International Association of Privacy Professionals.
Sanne de Boer is director of Quantitative Equity Research at Voya Investment Management responsible for overseeing the firm’s quantitative equity research agenda. Prior to joining the firm, he was a senior research analyst for quantitative strategies for Invesco. Previously, he was a research analyst for global quantitative equities at QS Investors as well as ING Investment Management, Voya’s predecessor firm. Sanne’s research has been published in the Journal of Asset Management, the Journal of Index Investing, and the Journal of Investing. He received a Ph.D. in Operations Research from the Massachusetts Institute of Technology and an M.S. in Mathematics and an M.A. in Econometrics cum laude from the Vrije Universiteit Amsterdam. He holds the Chartered Financial Analyst designation.
Poorya has more than ten years of experience in analytical and numerical analysis, mathematical modelling, in-house code development and client interfacing. He is highly experienced in designing numerical algorithms and computational methodologies in both research labs and industry. These methods have been proved to perform superior to the similar existing ones, the results of which have been published in various journal papers and presented at conferences. In his career, he has been addressing client needs by providing cost effective and timely efficient solutions.
Celia joined Capital Group (CG) in January 2020 to develop its Europe and Asia Insights & Analytics capability. An experienced finance and data professional, she was, prior to CG, a Risk & Analytics Manager at Lloyd’s Banking Group and also had consulting stints in Financial Analytics/FinTech at both PwC and Accenture. Her areas of focus at CG include building a best-in-class analytical function to provide the Europe and Asian distribution arm with the deepest understanding of CG clients possible by leveraging data and technology, ensuring the delivery of a superior client experience.
Celia is passionate about Women in Data as well as Diversity, Equity and Inclusion within Financial Services. Her extensive efforts in this space have led to recognition as a Yahoo Finance Top 100 Ethnic Minority Future Leader and, separately, an Investing in Ethnicity Top 10 Future Leader, both in 2020. An internationally-ranked junior tennis player, Celia obtained a 1st Class BSc Finance degree whilst on a 100% sports scholarship at the University of Houston.
Actively involved both in academic research and industrial applications, Ruggero’s experience spans across large projects within innovative technologies and applied research.
With over 25 years of experience Ruggero brings strategic leadership as well as technological and operational expertise, he has contributed to the growth and expansion of 5 successful startups both in the United States and across Europe and have operated successfully in both blue chip and early stage environments.
In addition to a PhD in Applied Mathematics, Ruggero holds an MBA from the University of Chicago Booth School of Business, an Engineering degree from the Politecnico di Milano University and a Certificate in Quantitative Finance.
Ryan Gross is the Head of East Coast Accounts for YouGov’s Data Products. He is responsible for renewal sales, client management and ongoing product development of YouGov’s Data Products offerings.
Prior to joining YouGov he was an Account Executive at Yelp driving the full sales cycle to attain new business and earned a BA at New York University.
Tony Guida is a Quantitative Portfolio Manager and researcher. Tony’s work is focused primarily on extracting market inefficiencies from different sources from traditional fundamentals, market signals, alternative data, and machine learning. His expertise is in mid to low frequency in equities. Tony started his career at Unigestion in 2006 where he joined the quantitative equity low volatility team to work as a research analyst. He evolved into a member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients. In 2015, he moved to Edhec Risk Scientific Beta as a Senior Consultant for Risk allocation and factor strategies before going to a major UK pension fund in 2016 to build the in-house systematic equity, co-managing 8 billion GBP as a senior quantitative portfolio manager. He joined RAM-Active Investments in January 2019.
Tony holds a Bachelor and Master degrees in Econometry and Finance from the University of Savoy France, is the editor-in-chief for the Journal of Machine Learning in Finance.
Tony co-wrote and edited the book “Big Data and Machine Learning in Quantitative Investment” Wiley 2018 and co-wrote “Machine Learning for Factor Investing” Chapman and Hall/CRC 2020.
He is an advisory board member for the Financial Data Professional Institute and a machine learning lecturer for the CQF Willmott Institute.
Pauline is the Executive Director responsible for the Business: Risk, Culture & Resilience team at the Investment Association (IA). She supports IA member firms to shape and respond to policy issues.
Key responsibilities include;
Culture & Conduct
Talent, Diversity & Inclusion
Operational & Human Resilience
Pauline is leading the IA’s work on COVID-19.
Pauline has spent more than 20 years in the investment management industry seeing industry opportunities and challenges from adviser, in-house and trade body perspectives. Prior to joining the IA, Pauline was a Director at Aviva and Financial Services Partner at Deloitte.
Edward Leung is a Quantitative Research Analyst for the Invesco Global Quantitative Equity
Mr. Leung joined Invesco in 2007. Prior to joining the firm, he was an associate director at
Bear Stearns Asset Management focusing on hedge fund due diligence. Before that, he was a
director at Standard & Poor’s (S&P) focusing on the S&P hedge fund indexes. Mr. Leung also
taught at Columbia University from 2002 to 2005 and at New York University in the fall of
2009 as an adjunct assistant professor. He began his investment career in 1999 with Knight
Trading Group as a quantitative analyst.
Mr. Leung earned a BA degree from Northwestern University and a PhD in economics from the
University of Pennsylvania.
Robert Levy is Head of Business Development for Cboe Information Solutions at Cboe Global Markets, Inc. (Cboe). In this role, Levy oversees business development activities for Cboe Hanweck, the leading provider of risk analytics as-a-service. Levy is responsible for expanding the reach and scope of Cboe Hanweck's products in the financial industry, as well as seeking opportunities to develop new business lines.
Previously, Levy led Portfolio Risk Analytics at Merrill Lynch for six years. Levy also helped found MarketAxess, where he developed trading businesses in credit and rates products. Levy has held a number of senior positions in sell-side firms, including running fixed-income arbitrage desks. He began his career in finance at JP Morgan, trading U.S. Treasuries and rates derivatives for eight years.
Levy holds an MBA in Finance from the University of Chicago Booth School of Business and a Bachelor of Science in Electrical Engineering from Johns Hopkins University.
Rado Lipuš, CFA is the founder and CEO of Neudata, an alternative data intelligence and SaaS provider. Prior to founding Neudata, Rado's professional experience spans 20 years of FinTech leadership, quantitative risk management and data innovation for the buy-side. An acknowledged expert, Rado is regularly invited to speak about alternative data at conferences and industry events.
Dr Chris Longworth is a Senior Scientist in GAM Systematic’s Cambridge team. He previously held the same role at Cantab Capital Partners, which became part of GAM Systematic in October 2016. Since joining the firm in 2010 Chris's focus has been on the development and improvement of investment strategies. Chris leads the firm’s efforts to incorporate novel or alternative data sources into the portfolio.
He also led the expansion of the firm’s tradable universe into new and unconventional markets and is responsible for the portfolio construction techniques used within GAM Systematic Discovery for trading exotic or less liquid assets. Prior to joining Cantab, Chris was part of the Machine Intelligence Laboratory at Cambridge University, where he obtained MPhil and PhD degrees. He also holds a BSc in Computer Science from Royal Holloway, University of London.
Dr. Darko Matovski is the CEO of causaLens. The company is leading Causal AI research, a way for machines to understand cause & effect, and serves some of the most sophisticated organisations. Darko has also worked for cutting edge hedge funds and research institutions. For example, the National Physical Laboratory in London (where Alan Turing worked) and Man Group in London. Darko has a PhD in Machine Learning and an MBA.
Chafic began his career as an actuary at Ernst & Young Actuaires Conseil before moving to
Axa Investment Managers where he headed the Quantitative Asset Analytics team in charge
of allocation and forecasting for the Global Fixed Income department. He joined Natixis
Asset Management in 2008 as a Senior Structured Credit and CDO Analyst. He became Head
of Credit Quantitative Research in 2012. Since 2018, he is Head of Engineering and
Quantitative Research at Ostrum Asset Management.
Chafic Merhy holds a PhD in Economics from the University of Montpellier. He also
graduated from the Ecole Nationale de la Statistique et de l’Administration Economique -
Institut Polytechnique de Paris. Chafic has contributed to various publications such as the
book Engineering Investment Process – Making Value Creation Repeatable, published in
2017 by ISTE.
Dean is responsible for leading, developing and expanding Neudata’s events programme.
Having spent the last decade creating, building and scaling conference and content businesses within the FinTech and Energy sectors, Dean has worked with some of the most recognisable global brands on B2B events of all sizes. Dean co-founded two conference companies in 2013 and exited through acquisition in early 2020.
Dean holds a BA Hons degree in Theatre and Performance Studies from Warwick University.
Matt helps AWS’s Financial Services customers more easily integrate external data into their investment processes. Prior to AWS, Matt was a Business Developer for Two Sigma’s Alpha Capture Division (2007-2016) and managed Data Distribution for 1010data (2017-2020). Matt holds a BA in Economics from New York University.
Dritan Nesho is an entrepreneur and business executive in the consumer technology, telecommunications, and media space. He is also a noted public opinion researcher affiliated with
Dritan currently serves as the founding CEO of HarrisX, a leading TMT and public policy market research and data analytics company. He is also the founder and chief technologist of Telephia, a consumer data platform that operates under HarrisX. Both companies are backed by The Stagwell Group, a leading digital media and analytics private equity platform.
Post life on the ‘dealingrooms’ in NY, London and Amsterdam, Sebastian set out on an AI endeavour. His aim to fix the information asymmetry in financial markets led to the inception of HIPSTO; a deep tech development company with a focus on Alt-data and Information Discovery. Over the last few years, Sebastian has inspired data science & tech development teams in Ukraine, India and the US to challenge the paradigm on numerous topics. And quite successfully too. By breaking through text length and multilingual limitations, Sebastian’s initial objectives have crystallized into a portfolio featuring a proprietary end-to-end Information Discovery pipeline, and an array of AI microservices geared for financial markets.
Andrii Pylypenko, CTO at HIPSTO, is known for pushing the envelope on AI-tech development and data science. As Andrii holds several academic degrees - ranging from data science to software development and project management - he knows exactly what is needed to successfully complete complex multi disciplinary products. Working from Kharkiv, Ukraine - considered one of the premier AI development hubs globally- his data architecture visions directly contributed to the success of highly innovative tech platforms in the US and Europe. Andrii leads the HIPSTO R&D team, tasked with making headway in groundbreaking NLU/NLG applications.
Owen Schmidt is a Partner in the Investment Management Group at Schulte Roth & Zabel where his practice focuses on private fund formation and compliance as well as growth equity and venture capital investment transactions. He advises on the formation and operation of credit, hedge and private equity funds and co-investment vehicles, among many other types of investment management matters. Owen also has experience advising on legal negotiations for venture, early stage and late stage growth equity investment transactions (both control and non-control) in private companies around the world.
Owen spent almost seven years as a partner, general counsel and chief compliance officer at two large investment fund managers, where he was responsible for all legal matters as well as the firms’ compliance programs. In addition to legal and compliance matters, he advised on all aspects of the firms’ operations and served on numerous firm committees, including valuation, conflicts, risk and cybersecurity. Owen holds a J.D. from Fordham University School of Law and a B.S. from University of Arizona.
Jeremy Scott is a Research Analyst in SimilarWeb’s Investor Solutions and manages the Stock Intelligence product. Prior to SimilarWeb, Jeremy was a Director and Senior Research Analyst at Mizuho covering Food, Restaurants & Delivery. He has worked in similar roles at CLSA and Morgan Stanley. Jeremy brings nearly a decade of sell-side experience to SimilarWeb and specializes in building robust predictive models for complex industries in order to generate investment opportunities for clients. He is a graduate of Lafayette College and a CFA charter holder.
Daryl is Head of Research at Neudata. He and his team are responsible for researching and discovering alternative datasets for a wide range of asset managers worldwide. In doing so, Neudata are able to deliver objective advice to clients on exactly which datasets are most appropriate for their investment strategy. To date, Neudata's research team have thoroughly covered c.900 datasets.
Dawson is Senior Director of Sales at LeapYear Technologies and leads the firm’s data commercialization business. He works with data owners to securely monetize their data using LeapYear’s transformative software. Before LeapYear, Dawson held leadership positions at various alternative data and research organizations, providing solutions to institutional investors and corporate clients. He graduated cum laude from Boston College with an honors degree in Philosophy.
Nico is a Sector Data Analyst at Surveyor Capital, one of Citadel’s three fundamental equities businesses, where he uses alternative data to enhance the investment process. Prior to joining Surveyor Capital, Nico was an investment data scientist at Ninety One (formerly Investec Asset Management) and head of financials research at emerging market hedge fund 36ONE Asset Management. Nico is a qualified actuary, a CFA charterholder and a published author in the fields of alternative data and AI. Nico holds an MSc in Computer Science with distinction from Imperial College London and a Masters in Finance from the University of Cambridge, where he received the Director’s Prize as the top-ranked graduate.
Jose is bilingual fluent in Spanish and English and holds a first-class degree in Advertising and Marketing Communications. His areas of research interest include alternative analysis of corporate filings, advertising expenditure, and the wider alternative data landscape in South America. Jose is currently working towards attaining CFA designation.
Lucas von Reuss, Co-Founder and CEO of Quant IP builds on 15 years experience in capital markets.
His early interest in rule based investing and the use of alternative data to build superior portfolios led
him to start Quant IP, an alternativedata and investment boutique focused on patent data and the
quantification of innovation. He started his career as a financial journalist at Axel Springer, one of
Europes biggest publishing companies. After various editorial positions, he led the team of €uro, a monthly financial magazine as Editor-in-Chief for four years. Lucas von Reuss holds a Masters degree in Economics from the Ludwig-Maximilans-Universität (LMU) in Munich and a Diploma in Journalism from Axel Springer Academy. He graduated from Executive MBA Program of the Stockholm School of Economics in 2014.
Ian heads the Client Engagement group at Neudata, as well as its busy programme of events. He has spent the last six years helping asset managers, investment banks and retailers to get value out of traditional and alternative data. Prior to that, Ian's experience encompassed analytical and commercial roles at Vodafone, Bank of Scotland and Liberty Mutual.
Ian holds an MA in Mathematics from the University of Oxford, and a Saltire Fellowship in Entrepreneurship from Babson College, Massachusetts.
Danny West leads a team of attorneys at Two Sigma that advise the firm’s research and engineering
teams on how to appropriately acquire and leverage big data in the financial markets. He is involved in
every aspect of the firm’s data onboarding process, including diligencing novel alternative datasets and
developing scalable data and privacy-related policies, procedures and controls.
Prior to joining Two Sigma, Danny was assistant general counsel at American International Group, Inc.
(AIG), working with the firm’s big data and science teams to develop cutting-edge healthcare / financial
tools and technologies, often utilizing strategically de-identified and/or aggregated data.
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