LDI Research

Our mission is to empower wealth managers to offer innovative shared longevity products to their clients and to raise awareness of the looming retirement crisis. We have developed the revolutionary Fair Tontine Plan engine, which makes it easy for wealth managers to provide their clients with fair and effective solutions for sharing longevity risk and planning for retirement. Our Modern Tontines and Target Date Fund Ladders campaign is aimed at providing valuable insights and resources to help individuals make informed decisions about their retirement planning. We are dedicated to empowering individuals to take control of their financial future and achieve a secure retirement, and to that end, we will continue to innovate and push the boundaries of retire-tech industry. Together, we can pave the way for a secure future for all.

At Avrox Investment Solutions Ltd, we connect asset managers, insurers, and brokers with cutting-edge financial technology companies. Initially established as a service provider for a hedge fund launch, we have since shifted our focus to product development consulting for software companies that we believe will enhance our clients' strategies. Utilizing our industry knowledge and connections, we assist these companies in developing their products and navigating the sales process. Our team, made up of a fund manager and an investment bank salesman, brings valuable firsthand experience and understanding of the needs of today's portfolio managers. We are well-versed in the industry and can communicate effectively with our clients.In addition to our core services, we now also provide introductions to venture capital and private equity firms for companies seeking their next round of funding. Our clients come from a variety of industries, and we work closely with them to prepare them for this important stage in their growth.

My role was to develop [derivative] macro investment strategies portable across all client portfolios and contribute more widely to Cameron Hume's investment process and business strategy.Cameron Hume predominantly manage portfolios benchmarked against the Bloomberg Barclays Global Aggregate Bond Index. The index is a flagship measure of global investment grade debt from twenty-four local currency markets. This multi-currency benchmark includes treasury, government-related, corporate and securitized fixed-rate bonds from both developed and emerging markets issuers.

Lead fund manager and sole decision maker for OMGI Rates and LDI (RALDI) funds. Mandated to launch and manage a suite of sophisticated Liquid Alternative, LDI and Cash (repo) products and solutions, and to build on the previous success at Ignis (2004 - 2014: UCITS fund launch and $6bn AUM raise and successful development of bulk institutional rates and LDI products AUM >$25bn) USP is process developed over last decade using forward rates as analytical, risk and positioning framework and exclusive investment in the default free universe of assets (developed country government bonds, OTC and ETD rates, inflation, fx and index derivatives - no corporate or emerging market debt). Framework allows for efficient risk and hedging for liabilities and discretionary positioning.• Hired team of 8 investment professionals with diverse backgrounds to develop product suite and manage funds. • Complete infrastructure build from scratch to support OTC instruments and VAR managed products. • Successful launch, in the autumn of 2015, of the Absolute Return Government Bond (ARGBF) and Liquid Macro Fund (LMF). • Raised third party AUM of > $500m and performance of +0.6% and +3.5% (ARGBF & LMF) net of fees, 7th October 2015 through 10th June 2016.I left OMGI in early June 2016 due to differences in strategic vision.

Head of Rates. Responsible for active management of over $30bn Rates and Inflation assets. Created innovative “forward rate” process & investment philosophy [2005]. Built specialized investment management, risk and LDI software. Lead Fund Manager of award winning UCITS III Absolute Return Fund, sophisticated levered “active gilt LDI” product and Hedge Fund (Lux SIF). Consistently high Sharp Ratio. Raised over $8bn third party assets in 3 years. Managed team of 10 (including Chief Economist, Head of Quantitative Research, 6 PM’s, Specialist application developer and Product Specialist). Input into firm wide strategy, part of senior management strategy team. Lead e-trading R&D, Previously responsible for both EM Bond and Liquidity teams.Instrument set:OECD Government Bonds, Linkers & StripsFICC ETD DerivativesG10 Currencies Supra & Sov AAA creditInterest Rate Swaps & Inflation Swaps Swaptions, Floors & CapsInterest Rate and Inflation ExoticsVolatility derivativesMortgage instruments Indexes CDSProfessional Accomplishments & AwardsWinner “Absolute Return” – Investment Week Fund Manager of the year 2014Winner “Best Macro UCITS Hedge Fund” – Hedge Fund Journal 2014Winner “Best UCITS Hedge Fund” (2y) – Hedge Fund Journal 2013“Buy” rated by Mercers and other UK consultantsFunds & ProductsGlobal Macro Government Bond Fund (Lux SIF) – October 2013Absolute Return Government Bond (Lux UCITS III SICAV) – April 2011“Gilt-LDI” Sophisticated Active Pension – July 2011Traditional Long Only Benchmarked Gilt & Index Linked Pension – 2000 Bulk UK and European Life and P&C Insurance Liability – 1997PerformanceRaised > $8bn in external funds 2011 to 2014 from >250 institutional clients ($2bn LDI, >$6bn Absolute Return)UCITS III Absolute Return - 20% return since launch (Mar 2011 to Mar 2014)Consistent performance for bulk UK Life Insurance and Pension funds (10y + > +$1bn gross P&L)Highly ranked in gilt pension peer group

CFA Charterholder 2003