Michael Robillard Email & Phone Number

United States

Providing consulting, advisory, and coaching services to institutional investors in the area of quantitative investment strategies, including data, research, strategy development, and portfolio management.

Boston, Massachusetts

• Lead Portfolio Manager for flagship hedge fund, the Global Leveraged Market Neutral Fund, with assets under management up to $850mm. • Designed and deployed a CTA strategy to the paper-stage, awaiting seed capital from Acadian.• Designed and managed an Option Overlay strategy for one of the Diversified Alpha strategy accounts.• Developed customized risk-analytics, methods, and reports for systematically adjusting portfolio exposures based on risk factor development, including linear, quadratic, and non-linear methodologies.• Provided regular meetings and updates to investors and fund prospects both from an asset-raising and a maintenance perspective.• Developed and designed strategy enhancements and new strategies including implementing derivatives-based strategies. • Designed and launched new funds and evaluated changes to the investment model. Analyzed fund investments and managed risk. Controlled parameters governing the investment process and reviewed portfolio trade lists. • Reviewed new investment and risk models for the long/short business of market neutral, beta neutral, and 130/30 funds totaling over $4bil AUM. Strategy AUM greater than $850mm USD & Quantitative Equity Market Neutral Strategy.

Toronto, Canada Area

THE CARLYLE GROUP, Formerly DGAM Fund of Hedge Funds • Responsible for portfolio management, strategy research and development, coding, implementation, and trading across two funds:o Carlyle Trend Following Fund (21m track record, approx. $120mm AUM): a futures-based trend-following fund. o Carlyle Liquid Tactical Fund (18m track record, approx. $150mm AUM): tactical asset allocation across asset classes and alternative risk premia strategies.• Developed investment strategies and risk-mitigation models, as well as code to manage the funds’ scalability, systematic order generation, reporting, and redundancies. Created scalable, repeatable, proven, fully systematic process and achieved strong performance relative to comparable benchmarks.• Secured external institutional seed investors and grew the funds from $0 to about $275mm in under 2 years. Maintained strong relationships with seed investors.• Developed and utilized Trend Following Strategy that kept pace with the Newedge Trend Index; traded across Commodities, Currencies, Bonds, and Equities; achieved 36% return since inception with 15% realized volatility over 21 months. Long run expected return to risk ratio of 0.75 with right skew.• Traded across highly liquid markets with minimal transaction cost impact and scalable to multiple billions with minimal adjustments; maintained low cash requirements, typical margin to equity was 8-12%.• Developed and utilized Systematic Alternative Strategies, including momentum, carry, value, and opportunistic strategies across asset classes. • Led Tactical Asset Allocation and managed a fund that grew to over $150mm in 19 months. Outperformed a peer-group of TAA and risk-parity funds by 3-6% since inception.

Toronto, Canada Area

• Constructed a portfolio of systematic hedge funds. Strategies included Statistical Arbitrage, Equity Market Neutral, Managed Futures, Systematic Macro, and Opportunistic.

Tokyo, Japan

NOMURA SECURITIES COMPANY, LTD., Formerly Lehman Brothers

Tokyo, Japan

NOMURA SECURITIES COMPANY, LTD., Formerly Lehman Brothers

D.E.S.S. (Diplôme D'Études Supérieures Spécialisées), Finance

Risk Management, Portfolio Management, Computer Programming, Quantitative Methods, Securities Pricing, Japanese, etc.

B.Com, International Management

B.Com, Comparitive Culture