Robert Klingenschmid

Responsible for range of synthetic & physical investment strategies, including LDI-type swap overlay strategies, using a range of instruments (such as physical bonds, index-linked bonds, interest rate swaps & inflation swaps). Also manage synthetic funds for 3rd parties ("Bond+TRS" structures & ETFs) & pooled swap funds. Led front office implementation effort of Front Arena, an integrated OTC derivative front-to-back pricing, trade capturing, valuation & risk management system.

Managed a range of international bond portfolios. Focused on alpha generation by applying a technical strategy to directional, curve and currency trades (using futures overlay and forwards), as well as relative value credit opportunities. Also developed a risk management framework for a hedge fund using a directional/opportunistic strategy focusing on the most liquid end of the investment universe (equity index futures and options, L/S large cap equities, bond futures, major currencies).

Monetary Economics & Banking, International Economics, European & Strategic Studies

International Finance, Securities Valuation, International Economics, Monetary Economics. Dissertation: The Structure and Firm Size Distribution of German Manuacturing Industry. Research focused on non-normal statistical growth models resulting in Pareto and general power-law distributions.