Expert Details
Hedge Funds, CTAs, Fund of Funds, Alpha Transport, Fund-linked Products, Portfolio Construction
ID: 727309
United Kingdom
Pioneer/early developer of tactical asset allocation overlay programmes, managed accounts platforms, multi-manager portfolio management, hedge fund-linked structured products, fund and securities structures/wrappers and institutional processes for managing alternative investment portfolios.
Specialities: Alternative Investments
- Hedge funds and CTAs
- Due diligence
- Portfolio construction
- Research, trading & risk management
- Managed accounts platforms
- Quantitative and qualitative analysis
- Structured finance related to alternative investments
- Financial engineering
- Structured transactions
- Alpha transport
- Tactical asset allocation / risk overlays
Worked with a Tier-1 insurance company to construct a portable alpha transport programme.
Mandated by a MNC to advise on strategic asset allocation and manage a tactical asset allocation overlay through futures and options strategies.
Pioneered the fund derivatives business for a leading investment bank, writing the first fund-linked option and managing risk overlay strategies.Developed proprietary models for portfolio construction, risk management and trading.
Pioneered the implementation of institutional investment structures to mitigate non-investment risks of allocating to third party investment managers.
Education
| Year | Degree | Subject | Institution |
|---|---|---|---|
| Year: 1986 | Degree: BSc | Subject: Physics | Institution: Queen Mary College, University of London |
Work History
| Years | Employer | Title | Department |
|---|---|---|---|
| Years: 2008 to Present | Employer: Undisclosed | Title: Owner - Director | Department: |
Responsibilities:Investment consultant specialising in alternative investments, strategic asset allocation, tactical asset allocation, transparent alpha transport. |
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| Years | Employer | Title | Department |
| Years: 2006 to 2008 | Employer: ThomasLloyd Global Asset Management | Title: CEO/CIO | Department: |
Responsibilities:Responsible for overseeing the Group’s USD 1.7 billion asset management activities and actively involved in the development of the firm’s alternative investments activity, establishing team, systems and institutional investment process for managing hedge fund and managed accounts, rated AA- by an independent investment consultant – process includes bottom-up manager due diligence, quantitative analysis, portfolio construction, structured finance, product creation/structuring and marketing. |
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| Years | Employer | Title | Department |
| Years: 2003 to 2005 | Employer: HedgeMAP LLP | Title: CEO | Department: |
Responsibilities:Managed accounts platform venture. |
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| Years | Employer | Title | Department |
| Years: 2001 to 2002 | Employer: Bank of America | Title: Principal | Department: Structured Securities Group, London |
Responsibilities:Originating and engineering structured products linked to hedge funds and portfolios of hedge funds, including principal protected notes, options, swaps with key client relationships in the alternative investments industry. |
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| Years | Employer | Title | Department |
| Years: 2000 to 2001 | Employer: Dresdner Klienwort Wasserstein, London | Title: Head of Research | Department: Alternative Investments Group |
Responsibilities:One of the founder members of the fund-linked team, responsible for originating and structuring hedge fund-linked products. |
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| Years | Employer | Title | Department |
| Years: 1994 to 2000 | Employer: BNP Paribas Asset Management | Title: Head of Alternative Investments | Department: |
Responsibilities:Responsibilities included managing absolute return mandates using a proprietary trading programme investing in futures and options combinations strategies, managing proprietary funds, managing multi-manager portfolios, conducting manager due diligence on behalf of the Bank, pioneering structured products linked to hedge funds and establishing a managed accounts platform. |
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| Years | Employer | Title | Department |
| Years: 1989 to 1994 | Employer: Lazard Investors | Title: Head of Derivatives Trading | Department: |
Responsibilities:Founded a dedicated alternative investments team in London, whose principal activities involved managing tactical asset allocation overlays and trading programmes through derivatives strategies for institutional investors including pension funds, insurance companies and commodity pool operators. Also established and managed one of the first open-ended umbrella global stock index tracker funds utilising an optimisation approach. |
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International Experience
| Years | Country / Region | Summary |
|---|---|---|
| Years: 2006 to 2008 | Country / Region: Switzerland | Summary: Established an investment office for a family office. |
Career Accomplishments
| Associations / Societies |
|---|
| Member of the Securities & Investment Institute, UK (MSI) |
| Publications and Patents Summary |
|---|
| Three publications: tactical asset allocation; derivatives trading and alternative investments |
Language Skills
| Language | Proficiency |
|---|---|
| English | Mothertoungue |
| Greek |