***An Evening in Quantitative Hedge Fund Strategies and Risk Management***
As part of the LSE Hedge Fund Society's Speaker Series, we are delighted to announce our third fireside chat featuring Christopher Reeve, Director of Risk and Member of the Senior Management Team (SMT) at Aspect Capital, one of the pioneering systematic hedge funds.
Wednesday, 13th February from 18:30-20:00
Brief Bio: Christopher Reeve graduated from the University of Oxford with a first class Masters degree in Chemistry. Christopher joined Aspect in 2005 as a member of the Research Team. He is currently Director of Risk, being responsible for all investment risks associated with Aspect’s portfolios, reviewing all new research and strategies. He also coordinates Aspect’s product design, being previously Director of Investment Solutions, ensuring that Aspect’s investment strategy capabilities are assembled into its portfolio. He was appointed to the Senior Management Team in 2015. Christopher previously served in the British Army commanding an infantry platoon of The Welsh Guards.
Aspect Capital is a $6.7 billion AUM systematic hedge fund based in London, with offices in Stamford (CT), and Hong Kong. Known to be one of the first quant hedge funds, two of its founders, Michael Adam and Martin Lueck worked with David Harding, founder of Winton Capital, and are the namesakes for Adam, Harding & Lueck (AHL), now Man Group’s systematic product.
This event has limited space so please express your interest by clicking «Going» on the event: