Robert De Veer Email & Phone Number

New York, NY, US

New York, NY, US

Chicago, IL, US

• Mandate to further enhance GCM’s risk culture, investment analytics, and data infrastructure across its $40bn+ private markets business (private equity, real estate, infrastructure, and private credit) to drive a.
• Supported by two GCM risk professionals dedicated to private markets.

• Member of the firm’s senior leadership team; head of RPC/QS team managing two risk analysts and two quant strategists.
• Chair of the firm’s Risk Committee, member of the CIO Advisory Group and the Valuation Committee.
• The firm’s main investment strategies focus on CLOs (equity and debt tranches), ABS (equity residuals and debt tranches), healthcare private capital, and absolute return strategies for municipal bonds.
• Responsible for all risk management related aspects of managing the various hedge funds and drawdown funds, including portfolio construction, setting fund risk limits, leverage constraints, and portfolio hedges (CDS.
• Enable the quantitative strategists to develop technology solutions that support daily production of investment, risk and fund analytics, improve PM abilities to efficiently analyze investments, simplify trade.
• Provide independent capital allocation recommendations for Assured’s excess capital across insurance companies, of which $750mm is available for AssuredIM strategies, based on capital management (investment pipeline.

• Led the three-person team responsible for portfolio construction, investment sizing recommendations, fund allocations, developing and implementing hedging strategies, trade construction, investment analytics, risk.
• Involved in the full life-cycle of the different opportunistic investments strategies, including pipeline, investment committee (ICs), allocation committee, valuation committee and portfolio company review meetings.
• Directly responsible for active portfolio management and risk management of two opportunistic investment drawdown funds, including capital call/distribution decisions, and two single-investor funds that are solely.
• Additional responsibilities included leading risk management oversight and initiatives for the firm’s fundamental credit strategies (long/short credit and distressed & special situations) and fixed income relative.

Washington, DC, US

• Investment Professional at Carlyle's Investment Solutions business segmentPrevious roles:
• Head of Portfolio Management & Analytics at Carlyle Real Estate Solutions (Metropolitan)
• Vice President at Carlyle's Customized Investments Group (operating as investment professional across private equity, real estate and hedge funds)
• Portfolio & Risk Analyst at Carlyle Private Equity Solutions (AlpInvest)

Washington, DC, US

The Portfolio Management & Analytics team is responsible for developing quantitative tools and analysis that provide insights and recommendations needed to make informed investment decisions and manage private real estate portfolios efficiently for our clients. The team reports to Metropolitan’s Co-CIOs and CFO.The team combines financial analysis.

Washington, DC, US

• Investment professional at Carlyle's Customized Investments Group
• Operating across all divisions of Carlyle Investment Solutions (private equity, real estate and hedge funds) and the broader Carlyle organization.
• Focus on portfolio construction, product development, portfolio management, and the development of investment themes.
• Collaborate with clients to identify their portfolio objectives and constraints by developing and implementing quantitative models to recommend or manage portfolio allocation strategies and commitment strategies for.
• Actively designing and structuring managed accounts, and the formation of private fund products.
• Create portfolios of alternative investments considering the unique return and risks characteristics of such investments.

Washington, DC, US

• Prepare detailed private equity portfolio analyses, performance reporting, and benchmark studies for clients, internal stakeholders and third parties
• Develop private equity exposure and liquidity models for both existing and potential clients
• Prepare and maintain AlpInvest management fee and carried interest forecast models for financial budgeting purposes
• Modeling fee estimates based on varying pricing structures for potential managed accounts
• Responsible for developing and maintaining the AlpInvest track record for fundraising efforts and public filings
• Active contributor to a variety of research efforts

Amsterdam, NL

• Academic research project focused on measuring the effects of changes in corporate credit ratings on financial reporting under IFRS and its direct impact on the capital requirements for financial institutions under.

The Hague, South Holland, NL

• Academic research project focused on the development of dynamic trading strategies by forecasting short-term interest rate movements using decision trees. Responsible for programming, implementing and testing the.
• Review programming code and test trading strategies for an FX Quant Fund

Utrecht, NL

• Part-time position alongside studies
• Develop valuation models for (interest rate) derivatives and credit risk instruments
• Incorporate valuation models in risk management tools and hedging strategies
• Co-author of the study “Structure of the Financial Market for Euro Medium-Term Notes”

Chartered Financial Analyst (Cfa)

Chartered Alternative Investment Analyst (Caia)

Financial Risk Manager (Frm)

Msc., Quantitative Finance & Actuarial Sciences

Msc., Investment Analysis

Bsc., International Business

Bsc., Econometrics & Or

Advanced Risk And Portfolio Management