Our Portfolio Management Industry Group is made up of a diverse group of CQF Alumni, representing a range of international markets and sectors. Group members apply their expertise, guidance, and insight to advance the CQF Institute’s program of events and thought leadership. In doing so, the Group explores and advances new ideas, playing a leading role in addressing the opportunities and challenges within the sector.
The Group welcomes contributions and suggestions from quantitative finance professionals with an interest in Portfolio Management. Get in touch here: cqfinstitute@fitchlearning.com
Portfolio Management Group Members
James Jarvis
Head of Research, Trium Capital
James is Head of Research and Chair of the Investment Committee at Trium Capital, an Investment Manager focused on managing hedge funds and alternative UCITS funds. He previously led research into quantitative hedge fund strategies at PAAMCO, an institutional fund of hedge funds, and worked as an FX Trader at the Royal Bank of Scotland. James has an MBA from the University of Chicago Booth School of Business. Additionally, James holds the Certificate in Quantitative Finance.
James is the Chair of the Portfolio Management Industry Group.
Sam Diedrich
Managing Director, Head of Absolute Return and Credit, New York
Sam Diedrich joined Partners Capital in 2020 to head Absolute Return and Credit strategies. Prior to joining, Sam was a Vice President at AQR Capital Management, serving as a member of the portfolio management and research team for hedge fund and style premia strategies. Previously he was Portfolio Manager for multi-strategy, real asset strategies within Brookfield’s public securities group and Sector Specialist at PAAMCO managing the firm’s fixed income relative value strategies.
Sam received his MBA from the University of Chicago Booth School of Business, his MS in Electrical Engineering from Johns Hopkins University, and his BS in Electrical Engineering from the University of Washington. Sam is a CFA Charterholder and CQF qualified.
Jean-Paul Jaegers, CFA, CQF
Head of Asset Allocation, Barclays Wealth Management & Investments
Jean-Paul leads the team focused on the core investment offering covering Strategic Asset Allocation (SAA), Tactical Asset Allocation (TAA), and multi asset research.
Jean-Paul Jaegers joined Barclays in 2018, quickly stepping up to Head of Investment Strategy, and in July 2019 became Head of Asset Allocation for Barclays. Jean-Paul joined from Prudential UK, where he was senior investment strategist for the multi asset ‘with profit’ funds. Prior to that, Jean-Paul was senior portfolio manager and deputy head of research in the multi asset solutions teams at BNP Paribas Asset Management and Fortis Investments.
Jean-Paul has over 17 years of experience in the investment management sector. He has a Masters in Finance from Maastricht University, is CFA charter holder and CQF qualified. Jean-Paul is a frequent contributor of economic and capital market’s insight to Bloomberg, CNBC and various other media outlets.
Felix Schlumpf
Head of Strategic Asset Allocation, Zurich Insurance Group Ltd
Dr. Felix Schlumpf worked in strategic asset allocation for over 20 years at firms such as Swiss Re and Zurich Insurance Group Ltd. He started his career as a researcher in theoretical particle physics publishing several peer reviewed papers. Felix is also an alumnus of the Certificate in Quantitative Finance program.
Lisa N. Brown
Founder and Head of Research, Gorgon Capital Research
Lisa Brown is the Founder and Head of Research at Gorgon Capital Research (GCR). Throughout her career Lisa has researched the value drivers of various asset classes and the most efficient way to measure them. She founded GCR in 2010 after a collaboration with a Commodity Trading Advisor where she devised quantitative based trading strategies for commodity, credit, equity and foreign exchange derivatives. Today GCR helps investors design and implement tactical asset allocation strategies and consults with issuers on the structure and distribution of alternative investment products. Lisa has also completed the Certificate in Quantitative Finance program.
Geras Kheratyan
Portfolio Manager, Verition
Geras is a Portfolio Manager in the Credit Group at Verition focusing on Long/Short Emerging Markets Credit. Prior to Verition, he worked at MEAG(Munich Re Group) and Deka Investment as a Portfolio Manager specializing in Emerging Markets Fixed Income both absolute return and relative value strategies.
He holds a Masters in Finance from J.W. Goethe University of Frankfurt, PhD in Economics from Yerevan State University and a Masters in Engineering from State Engineering University of Armenia Polytechnic. He has completed the Certificate in Quantitative Finance program and is a CFA Charterholder. Geras likes skiing, hiking and travelling.
Alexandra Coupe
Independent Portfolio Consultant
Ibrahim Buya
Portfolio Manager, NSSF-Uganda
Ibrahim Buya is a Senior Portfolio Manager of Fixed Income at the National Social Security Fund, Uganda. He holds a Bachelors degree in Economics from Makerere University and an MBA from Warwick Business School. He has also completed and acquired professional qualifications— CFA and CQF and is currently a student of Applied Mathematics at Johns Hopkins University. Ibrahim specialises in economic and investment analysis, portfolio management, strategic planning, business process re-engineering and performance improvement. He is passionate about sharing his knowledge and expanding local expertise in Africa’s financial sector.
Giorgio Borelli
Head of Multi Asset Investments & Quant, Emirates NBD
Matthew Hall
Associate Director, CQF Institute
Matthew is the Associate Director for the CQF Institute, with responsibility for member and alumni engagement. He has over a decade of experience working for membership organisations within the financial services sector, including the Chartered Institute for Securities and Investment, and the Chartered Insurance Institute. He is currently pursuing an MBA from Bayes Business School.
Matthew provides the secretariat for the Portfolio Management Industry Group.
