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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.

Msc, Finance (Graduated With Merit)

Masters Of Engineering (Hon), Chemical Engineering