Glen Foster Email & Phone Number

My investment career has been a journey of refining investment strategy to be more risk aware - how to measure risk exposure, how risk factors interact, avoiding unintended risk, and ensuring risks taken are rewarded. As Senior Portfolio Manager and Head of Quant & Risk at Atrium Investment Management I blend quantitative analysis with a fundamental understanding of markets, macroeconomics, and behavioural finance to build better portfolios to meet our client’s objectives.Previously, I spent 9 years at Perpetual Investments as a multi-asset portfolio manager running both objective based and traditional diversified funds as well as quantitative smart beta strategies in equities and commodities. I also spent time as an analyst working on signal research, optimisation, and portfolio construction in Perpetual’s Quantitative Equities team. Prior to that I was in the multi-asset team at AMP Capital Investors and worked on quantitative investment strategy and consulting at Willis Towers Watson (then Watson Wyatt). Since the start of my investment career I have worked on understanding risk factors and how they can be measured and targeted to build better portfolios. Over the same time the industry slowly moved away from traditional portfolio construction and strategic asset allocation where risk is an outcome of investment decisions and toward a more objective based approach. Recent bond market volatility has demonstrated the importance of genuine diversification and how a risk targeted approach can help achieve it. At Atrium I put all this experience into practice.Find out more about Atrium Investment Management: https://www.atriuminvest.com.au/

Listed skills include Equities, Asset Allocation, Portfolio Optimization, Portfolio Management, and 22 others.