February 10 - 12, 2025
JW Marriott Marquis, Miami
Momtchil is Head of the Currencies team at BNP Paribas
Asset Management, where he is responsible for setting strategy for currency
alpha, active hedging and overlay portfolios. He joined FFTW, a predecessor of
BNP Paribas Asset Management, in 2013 and is based in New York. Prior to his
current position, Momtchil was Deputy Head of Currencies. Prior to joining us,
he was a Director and Senior Portfolio Manager at Hathersage Capital Management
and before that Head of Currencies for Hermes Fund Managers and Senior
Portfolio Manager at Pictet Asset Management. He began his investment career at
Invesco Asset Management, first as a Senior Economist and then as a Senior
Portfolio Manager. Momtchil has 17 years of investment experience. He holds an
MSc in Finance from Vienna University of Economics and Business Administration,
and a PhD in Financial Econometrics from University of Basel. He is a CFA
Charterholder. Momtchil has advised various asset management firms, including
PIMCO and Goldman Sachs Asset Management, in the area of currency return
analytics. In 2008, he coined the term “currency betas” to describe returns
from generic currency investment strategies. He has published extensively in
finance and investment journals, including the Journal of Portfolio Management
and the Financial Analysts Journal. Most recently, Momtchil has co-edited the
book The Role of Currency in Institutional Portfolios, published by Risk Books.
He is a member of The Economic Club of New York and the Swiss Society for
Financial Market Research. He recently served on the Editorial Board of the
Financial Analysts Journal (2010-2016).
Check out the incredible speaker line-up to see who will be joining Momtchil.
Download The Latest Agenda