Involved in the generation of alpha in discretionary multi asset portfolios through volatility strategies, portfolio tail risk mitigation and the design and implementation of systematic multi asset risk premia strategies.Lead manager of the Fulcrum Income Fund and the Fulcrum Equity Dispersion Fund

Worked within the Multi Asset Team on portable alpha strategies (predominately in equity), tail risk mitigation and absolute return funds. Was actively involved in the Tactical Asset Allocation process.Lead manager of the F&C Sapphire Fund, a Cayman listed hedge fund, from inception in 2003 to 2012. The fund produced an annualised net return of 6% on a Sharpe Ratio of 0.6 (a return of circa 9% and a Sharpe of 0.9 on a gross basis). The fund had positive returns in both 2008 and… Show more Worked within the Multi Asset Team on portable alpha strategies (predominately in equity), tail risk mitigation and absolute return funds. Was actively involved in the Tactical Asset Allocation process.Lead manager of the F&C Sapphire Fund, a Cayman listed hedge fund, from inception in 2003 to 2012. The fund produced an annualised net return of 6% on a Sharpe Ratio of 0.6 (a return of circa 9% and a Sharpe of 0.9 on a gross basis). The fund had positive returns in both 2008 and 2009.Returns derived from trading equity implied volatility, correlation and dividends combined with a risk mitigation overlay. The fund purchased CDS protection on US sub prime RMBS in September 2006 for example.Successfully ran LIBOR + / absolute return product since 1993, spent 7 years involved in the management of a multi billion Deutschmark structured product business and 18 months advising insurers on interest rate optionality in their guaranteed annuity books Show less