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Experienced Senior Portfolio Manager quantitative investment strategies. Ph.D. in financial econometrics, MSc. in business administration (cum laude), CFA charterholder. Moved from quant research to GTAA to set up the quantitative strategies desk in 2006.

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Recent Publication

Estimating Implied Default Probabilities and Recovery Values
The Case of Greece during the 2010 European Debt Crisis
June 2010

Expertise
Global Tactical Asset Allocation, Quantitative Investment Strategies, Quantitative Research, Hedge Funds, Portfolio Construction, Portfolio Management, Global Macro, Equities, Commodities, Fixed Income, Foreign Exchange, Value, Momentum, Carry.