Greg Wallace Email & Phone Number

United Kingdom

Sydney, Au

Vyzrd is a highly innovative fintech starting its commercial journey after four years of development. It delivers company and portfolio level Climate Valuation Intelligence that enables corporate boards, as well as their bankers, consultants, investors and insurers to estimate the potential impact of climate change and other key sustainability issues on the company’s current and projected financial performance.The company's proprietary Climate-Forward™ [CliF™] methodology incorporates physical climate risk, fundamental, economic, ESG, emissions and operational data to calculate forward looking, company specific, impairment metrics to future enterprise value and other key financial indicators. This incorporates both risks and opportunities.This capability is accessed via our B2B enterprise software and SaaS platform. The platform is used jointly by corporates and their advisors to transform complex climate and sustainability scenarios into deliverable and actionable programs using generative AI driven project, scenario and analytical tools. This enables corporates to engage with markets, counterparts and regulators in an increasingly climate aligned and climate regulated economy using transparent, logical and informative data. These outputs are modulated and re-calculating on a continuous basis as the company engages with the AI driven project plans.

Fehmida.AI is a start-up focused on empowering investment professionals via its AI-enabled investment research platform.

New York, Ny, Us

Crafting ESG investment research for consumption by decision-makers in financial markets.

London, United Kingdom, Gb

Experienced investment leader exploring how to make a meaningful difference by contributing to global initiatives in Sustainable Finance.Key initiatives were:* leading research and development of our ESG Reporting Repository platform* creating Environmental and Composite metrics to complete our Sovereign ESG offeringIHS Markit merged into S&P Global in February 2022.

London, Greater London, Gb

We partner with fund managers to help them extract full value throughout their Investment Process, with a particular focus on ESG.Our main services for fund managers include:* ESG screening and integration - managing Pure ESG equities funds* the ACE Investment Process Framework - gaining clarity about your investment questions * Investment Process consulting - extracting full value from your skill* Outsourced Quant - doing some of your Investment Process for youOur main products include:* EQ Impact Model - an advanced third-generation market impact model* EQ Liquidity Risk Model - used by fund managers to comply with Liquidity Risk regulations* EQ Execution Tools - forecasts and tools for pre-trade, in-trade and post-trade analyticsI established EQ International to build on my equities experience and quantitative expertise to develop quality products, research and consulting.Our clients include:* institutional and retail stockbrokers* fund managers, hedge funds and wealth managers

London, Greater London, Gb

ESG is increasingly important to institutional investors, yet remains a puzzle to many, given the variety of ways a stock is assessed by different ESG rating agencies.Our Pure ESG approach:- blends Slow ESG signals from third-party providers, with Fast ESG signals from AI filtering on alternative data- is a factor-based, systematic approach to deliver a pure exposure to E, and to S, and to G- results in a strong relationship between active portfolio weights and our Pure ESG signals- immunises against unintended exposure to factors such as size, value and momentum- applies to either a core or satellite portfolio, and can be long-only, long-short or market neutral- allows clients to exclude industries and stocks that don't match their sustainable philosophies

London, Greater London, Gb

In this engagement, I provided the Equities market expertise to a Behavioural Analytics Startup, as well as leading a diverse research team comprising Data Scientists, Neuroscientists and Mathematicians. The task was to expand its behavioural analytics offering to help professional investors increase their decision-making skills.Key aspects of my role included delivering various new initiatives to clients, including:* developing new methods of determining where equities portfolio managers have skill, then presenting these insights using Tableau dashboards * creating a Behavioural Analytics Model which searches for evidence of behavioural bias within investment decisions, then determines the negative impact on portfolio performance* developing a Decision Propensity Model to determine the probability of an individual making effective investment decisions that day based on their mood, attitude, physiology and biometrics* consulting to a US Fixed Income manager on practical ways to improve their investment process* conceiving and facilitating a Behavioural Analytics Workshop for fund manager clients* speaking at conferences and facilitating workshops in UK, Germany, Denmark and US

London, Greater London, Gb

EQUATOR is an algorithmic execution system used by Australian stockbrokers to execute their client orders.The more popular Algo Strategies include VWAP, TWAP, OPEN, CLOSE, SNIPER and BARRAGE.

London, Greater London, Gb

The EQ Fund Capacity Report determines how large an equities fund can grow whilst still meeting its objectives.

London, Greater London, Gb

In this engagement, I established a new Portfolio Trading team for J.P. Morgan Australia. This involved formulating and implementing a plan, creating the mix of personnel, then training, coaching and guiding the team, whilst at the same time ensuring cultural change occurred so the team became embedded within their organisation.The technical aspects of the role included establishing execution processes and responsibilities, specifying execution tools and developing a marketing approach to communicate the team capabilities to clients to ensure rapid use of its services.

London, Greater London, Gb

The first product at EQ International was the EQ Impact Model, a 3rd generation market impact cost model.Fund managers continue to use the EQ Impact Model, which at its peak was produced for 8,500 stocks over 52 countries, all updated daily.

Zurich, Ch

Greg introduced a novel multi-layered approach to Portfolio Trading which resulted in CSFB achieving no.2 market share for Portfolio Trading within 6 months of being formed.The multi-layered approach included:• combining people, process and technology• training, coaching, mentoring team of 6 staff in newly-created roles• introducing pre-trade, in-trade and post-trade analytics• using performance measurement and attribution as a competitive tool• researching market micro-structure to predictably vary the execution style between stocks• communicating with clients via ongoing commentary on index issues• treating clients with respect by under-promising and over-delivering• implementing robust processes to minimise trading errors• marketing our people, processes, technology and results to both internal and external clients

Amsterdam, Nl

When ABN AMRO Australia purchased BZW Australia, Greg's broad experience throughout the organisation was utilised in forming the new ABN AMRO Australia from the best parts of the two merged companies.Meanwhile Greg continued guiding quant research, index research and program trading at ABN AMRO.In addition, Greg was recognised as being the pre-eminent index analyst in Australia throughout the benchmark transition from the All Ordinaries to the S&P/ASX 200.

- voted member representative as trustee of staff super fund- provided asset allocation advice to trustees- initiated review of existing fund managers- introduced member choice

Since 1990 Greg Wallace has crafted a career at the cutting edge of developments in global equities markets.As a quantitative analyst he achieved broad recognition for being able to convey his complex, creative ideas in a simple way. His work on Improving the Investment Process was the cornerstone of him being rated no. 1 Quantitative Analyst in Australia in the mid-to-late 1990s. In this series he published his first market impact model in 1995.As a result of his ideas of Improving the Process Greg’s role broadened from quant research into risk arbitrage, electronic distribution of research, website development, index research, program trading and execution research.

Education record

Masters, Applied Mathematics

Graduate Diploma In Applied Finance And Investment, Portfolio Management, Equities Valuation, Quantitative Techniques

Bsc, Pure Mathematics, Applied Mathematics