Public Lecture: Arnold Miyamoto

Event Date: 

Monday, January 26, 2009 - 4:00pm

Event Date Details: 

Reception to follow at 5:00pm

Hosted by the Department of Statistics & Applied Probability and The Center for Research in Financial Mathematics & Statistics

Public Lecture: Overview on Foreign Exchange and Capital Markets

Speaker:

Arnold Miyamoto

Arnold Miyamoto is the Managing Director; Head of North America Exchange Sales & Trading, as well as the Global Head of Markets Quantitative Analysis. In this latter role, he is responsible for Quantitative Analysis, Tools & Analytics, Emerging Markets Trading Strategy and Value Added Services & Products for Citi's Fixed Income platform. Arnold is the lead author of more than seventy articles on currency risk and portfolio management. Prior to joining Citi, Mr. Miyamoto held positions at Bank of America as Global Head of Liquid Products Research and Global Head of FX and EM Research. He previously directed foreign currency research and product development at TSA Capital Management, an asset allocation firm; and also worked at Leland O'Brien Rubinstein Associates, a pioneer in the application of derivative strategies in asset management. Mr. Miyamoto holds a B.S. degree in Chemical Engineering from the University of California, Santa Barbara. He also holds an M.B.A. from UCLA where he was a Finance Fellow.

Title:

Overview on Foreign Exchange and Capital Markets

Abstract:

Arnold will present an overview of Foreign Exchanges Salves & Trading from its historical beginnings to today's environment. As quantitative strategies are at the center of how Wall Street works, he will also discuss where quants are used and the opportunities. Lastly, he will reflect on the past 1.5 years in the financial markets with a view towards what is on the near horizon.