Sam Priyadarshi

Head of Fixed Income Derivatives
Vanguard

Samis a senior investment professional with in-depth experience in derivatives,risk management, structured transactions and alternative investments. Deep knowledge of fixed income and derivatives markets and several years of experience leading teams responsible for trading, researching strategies, and generating alpha. Highly proficient in hedging with rates, credit, equity and FX derivatives. Skilled in developing derivatives strategies and quantitative analysis involving futures, swaps, swaptions, CDS, equity options, and structured notes. Extensive technical skills and experience in creating trading and risk management platforms. Expertise in fixed income portfolio analytics,CDO and structured credit analytics, asset-liability management, portfolio optimization, and alternative investments research. Strong knowledge of insurance GAAP, SAP, RBC and RSAT. Deep relationships with investment banks,insurance companies, asset managers, law firms, hedge funds, and accounting firms.

Check out the incredible speaker line-up to see who will be joining Sam.

Download The Latest Agenda

Summit Day 1

Friday, February 6th, 2015

08:45 Buy Side Leaders Panel: Setting the fixed income mission statement - What is the ideal fixed income market structure that can promote progression across the full trading spectrum?

Audience Participation

Regulatory reform, shrinking dealer balance sheets, liquidity shortages - these are just some of the major challenges keeping buy side traders awake at night. As the evolution within fixed income takes full swing, this market leading buy side panel will outline exactly how they want to see fixed income markets evolve, and create a ‘mission statement’ for the rest of the conference to follow. During this session, our market leading panel will discuss:

Comply - What can regulators do to help harness liquidity in fixed income markets and ease the burden on the buy and sell side?
Reform - What type of market can facilitate an efficient structure between buy side, sell side and platforms?
Streamline - How must platform initiatives progress to provide a reliable service to the buy side with less fragmentation?
Innovate - How can technology progress to assist the buy side and help them meet their best execution obligations?
Mission statement - What makes the ideal fixed income market model?

14:00 360° Perspective: As risk takers, how do the buy side need to adjust to risk reversal flows?

Historically, the buy side have always relied on the sell side for shepherding risk. However, due to capital constraints, the sell side cannot price risk and transfer it to their own balance sheet as freely as they could in the past. With the buy side now warehousing more risk on their books, they need to find new methods to manage this. This panel will provide thought leadership around:

How have capital constraints on banks impacted their ability to take on and price risk?
With the buy side now warehousing risk, is there enough liquidity in stressed market conditions?
If there was a major event, how could the buy side source funds and what needs to be done to source liquidity?
As the buy side can no longer rely on sell side balance sheets and prop desks, how can you find someone for the other end of a trade?