Hedge Fund Manager Is Wrongfully Terminated In The Midst Of SEC Probe


Portfolio Management ExpertThis case involves the head of trading at a large hedge fund who was wrongfully terminated during an SEC probe. He had been implicated for misconduct by his previous employer and the claim required investigation. After the investigation, the head of trading was found to be innocent of any wrongdoing or misconduct that his previous employer was guilty of. It was alleged that due to the disparaging implications made by his previous employer, the head of trading suffered irreparable damage to his career.

Question(s) For Expert Witness

  • 1. Please describe your experience managing traders and their career progression at a quantitative hedge fund or similar firm.
  • 2. In what capacity are you able to discuss the career trajectory or successful traders at large quant hedge funds?
  • 3. Are you capable of commenting on the potential income stream for this individual had he remained in the industry?

Expert Witness Response E-083467

I began my career in trading and subsequently became an executive recruiter specialized in portfolio managers, CIOs, analysts for many of world’s most demanding hedge funds. My quantitative background is extremely valuable in assessing an individual’s skills, and I am able to comment on the employability of this individual as well as his potential income stream had he remained in the industry.

Expert Bio:

This highly qualified expert has 20+ years of securities experience specializing in portfolio management, equity derivatives trading, proprietary trading and investment research. He is a member and panelist of numerous professional societies including the International Association for Quantitative Finance, the Professional Risk Managers’ International Association, and the Quantitative Work Alliance for Applied Finance, Education and Wisdom. He has formerly held roles as the director of equity derivatives at a large investment banking company, co-head of equity derivatives trading at a financial services company, senior vice president of structured equities at a top bank, and as managing director and head of quantitative and risk practice at a recruitment service for major investment functions. He is also widely known for initiating the distribution of investment strategies with derivatives, an activity now called ‘portable alpha’ and ‘smart beta’. After this, he ran due diligence on investments strategies and selected senior investment personnel for some of the world’s most famous and most demanding hedge funds and asset managers, including portfolio managers, analysts, quants, CIOs, CROS. In 2017, he co-founded a quantitative activity deploying the latest machine learning techniques in global long/short equities. He also currently serves as the founder and managing partner of a prominent hedge fund.

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