Jon Kinderlerer Email & Phone Number

United States

Strategic Value Partners is a global private credit, special situations, and private equity investing firm focused on corporate, infrastructure, and real estate distressed debt opportunities in the US and Europe.• Lead the development of the firm’s market and economic models, manage hedging programs and short portfolios, and analyze and communicate critical risks across the platform. Define SVP’s core strategy around generative AI, machine learning, and large language models. Built deep relationships with Chief Economists and strategists from all major investment banks. Manage a team of 3 including the Treasurer, Head of ESG, and one Analyst. • Produced comprehensive macro content since joining the firm to understand critical market themes across markets, sectors, and economies. Developed and led highly effective hedging programs, including a commodity hedging program and an interest rate hedging program.• Oversee Treasury operations, encompassing relationships with prime brokers, structuring esoteric funding options, handling total return swap agreements, and managing cash and liquidity to maintain financial stability and efficiency.• Serve as Co-Head of the ESG function at SVP Global to define the company’s overall approach and integrate

New York, New York, United States

A top global investment bank and financial services firm, Credit Suisse manages CHF 1.29 trillion in assets. Prime Services Risk Management is a front-office risk management group responsible for market risk, credit risk, and liquidity risk across Prime Services, Futures, and Delta One.• Led risk management of large multi-strategy and quantitative funds on the prime brokerage platform, with a client base, half of all Prime business revenue. Produced content for hedge funds to better manage their risk, served as a thought leader in the areas of big data and risk visualization, and worked closely with Portfolio Managers and Chief Investment Officers. Co-directed a Risk Management team of 8 personnel. • Headed the Quantitative Research Group within Prime Services that developed industry-leading risk visualization technologies. Conducted critical research on focus areas that included crowding, stock loan inventory analysis, risk methodologies, enhanced stress testing frameworks, portfolio construction methods, and equity factor models.• Built a quant prime brokerage offering that drove substantial revenue growth and helped elevate Credit Suisse to the top tier for equity execution. Developed and implemented innovative margin optimization strategies that maximized revenue and brought on D. E. Shaw & Co., Two Sigma, and Millennium as clients.• Developed a ‘Credit Suisse First Look,’ a leading weekly strategy product that leveraged groundbreaking visualization technology to advise clients on what was happening across the hedge fund space. Maintained a focus on crowding, exposures, capital, and hedge performance, and the incorporation of key macro themes. • Played a central role in the spin-out and leadership of Qube Research and Technologies (QRT), a major quantitative and systematic hedge fund that has expanded to $11B in assets across 50 external funds.

London, England / New York, Ny

A leading global investment banking, securities, and investment management firm, Goldman Sachs (NYSE: GS) delivers a broad range of financial services to corporations, financial institutions, governments, and individuals.• Led the Risk Management function and Quantitative Research Group for the Hedge Fund Strategies Group in the Goldman Sachs Asset Management Alternatives Business. Developed hedge fund replication and equity factor risk models that supported assets across 150 hedge fund investments. Managed a team of three Risk Managers.• Developed a risk framework that transformed the measurement and understanding of risk on the managed account platform. Headed the Risk Committee that reported identified risks to GSAM senior leadership each quarter. • Spearheaded innovative econometric work, including the development of a replication model that was an early example of alternative beta products, which helped raise more than $500M from the State of New Jersey.• Conducted risk management due diligence and quantitative due diligence for external hedge fund investments.

London, England / New York, Ny

• Developed and managed Value at Risk (VaR) models for the Equity Derivative business and established a risk framework for the Interest Rate Desk and the Commodity Derivatives business. Enabled a substantial reduction in the amount of regulatory capital needed through the implementation of advanced risk assessment models.

Msc, Finance (Graduated With Merit)

Masters Of Engineering (Hon), Chemical Engineering