Zurich, Switzerland
As a seasoned investment and risk executive with over 30 years of experience, I specialize in designing and managing profitable systematic trading strategies and sophisticated asset allocation models. With a PhD in Quantitative Finance and a deep understanding of liquid alternatives, including hedge funds and alternative risk premia (ARP), I have a proven track record of building and leading high-performing, multicultural teams in the investment and risk management sectors. Throughout my career, I have consistently delivered outstanding results, from co-managing and raising several billion in systematic strategies to transforming the risk management of hedge funds into a highly profitable business. I have successfully navigated the entire lifecycle of creating and managing an investment firm, including obtaining regulatory approval in Switzerland. My expertise lies in developing and back-testing systematic strategies, building and maintaining robust systematic infrastructures, I am passionate about leveraging my deep academic background and extensive practical experience to solve complex investment challenges and create value for clients and partners.
Development of new strategies and asset allocation models utilizing systematic trading strategies. Regular contacts with clients and prospects. Local business manager of the company
Preparation, establishment, amendment of the Investment Policy. Assessment of apparent or potential risks in connection with any investment recommendation. Regular monitoring of the investments and advice in individual investment decisions.
Developed and tested systematic strategies and solutions for institutional investors and presented them to several potential investors. Found a partner for the implementation of the developed solutions.
Responsible for systematic liquid strategies. acting as member of investment committees for external and internal strategies. ln-depth review of all internal strategies and hedge funds on the platform. Developed a regime-aware asset allocation and portfolio construction models to optimally combine internal strategies and/or external hedge fund investments. Developed concepts for the positioning of liquid alternative in the context of downside management. Interacted with clients and prospects on a regular basis and presented at client events.
Joined GAM with the Alternative Beta Partners team to further develop the alternative risk premia offering and other quantitative initiatives. Focusing now on the management of alternative risk premia portfolios and global asset allocation models.