Berlin, Berlin, Germany
Highly experienced buy-side investment professional across asset classes (Equities, Fixed Income, Hedge Funds, Structured Credit, Illiquid Assets); well balanced mix of quantitative/analytical and interpersonal skills. Design and implementation of robust comprehensive investment processes, incl. asset allocation, portfolio construction, manager due diligence, performance measurement. International experience in family offices, hedge funds and top-tier asset managers. Broad and strategic mindset. Special interests: portfolio construction & optimal capital allocation; value-added quantitative analysis; hedge funds; private equity; client advisory and presentations.
Building a sizeable private investment office from scratch; implementation of - investment processes across all asset classes (equities, fixed income/credit, hedge funds, private equity) - quantitative models (asset allocation, risk management, performance attribution, manager selection) - risk management (market, credit, and operational risk) & internal control processes - system infrastructure and reporting
Leading the risk management & quantitative analysis function for a complex multi-asset class portfolio (liquid and illiquid assets); expertise in investment risk management, manager due diligence, asset allocation & portfolio construction, risk frameworks and compliance.
Head of the risk management team covering all aspects of regulatory risk management processes, risk measurement and system development, quantitative and performance analysis, support and interaction with portfolio management, as well as client and investor communication related to risk management for inhouse UCITS and AIFs as well as third party fund structures.
Risk & Quantitative Analysis focused on Institutional Fixed Income portfolios (insurance companies, pension funds, corporates); market and credit risk analysis and modelling, portfolio optimization under regulatory capital constraints, performance measurement and attribution, extensive client interaction and presentations at C-level.
- PM Desk-based cross asset class risk management and quantitative analysis for a 1.5bn$ hedge fund manager specialized in event-driven, credit and distressed debt, stock volatility and long/short equity strategies - Significant contribution during investor presentations with a focus on providing customized analysis - Designed and built a VBA/SQL-based inhouse analytics and reporting system