Overview: Quantitative, Systematic Risk Manager/Trader with Global Macro focus. Investment portfolios are dynamic art and asset agnostic, classic top-down bottom-up methodology is the canvas. Specialties: Uncovering, analyzing and articulating asymmetric trade opportunities across all ...more

Overview: Quantitative, Systematic Risk Manager/Trader with Global Macro focus. Investment portfolios are dynamic art and asset agnostic, classic top-down bottom-up methodology is the canvas. Specialties: Uncovering, analyzing and articulating asymmetric trade opportunities across all countries and asset classes while monitoring and minimizing perceived volatility and risk. At Global Macro Management we construct, monitor and renovate quantitative-derived statistical models designed to expose and capture alpha across multiple time frames. A multi-variable/layered, filtering process seeks to allocate and manage exposure to catalyst driven risk premiums undergoing 'state' transitions from stochastic-to-deterministic return profiles; exposure and sizing tends towards discretionary while entry/exit timing tends towards the systematic. Current client (SMA) mandates: (i) Ariane Absolute Return Fund L.P. marries a systematic and quantitative-derived approach to risk allocation while combining global macro trends with distressed, deep-value and/or event-driven equity plays. (ii) Raja II Fund is founded on a trend, channel and breakout following, long-only process solely utilizing Vanguard products and designed primarily for the long-term and self-proclaimed "risk-averse" investor who nevertheless demands steady and absolute return on capital.less