Fundamentals matter,
but liquidity and macro can overwhelm them
MARKETS:
Global FX & Rates, Corporate and Sovereign Credit, Equity Indices and Stocks, Commodities, Volatility, Structured Products
STRATEGIES:
Discretionary and Systematic Macro, Directional and Relative Value FX and Rates, Long/Short Equities, Volatility Arbitrage, Tail Volatility
- We are an experienced group of hands-on and detail oriented Portfolio, Risk, Analytics and Infrastructure professionals that collaborate to bring the best institutional expertise to solve complex process problems
- Business development through direct engagement with investors and close collaboration with all business units on efficient delivery of a business mandate
- Extensive practical experience with capital allocation, portfolio construction and downside risk management
- Seasoned by managing through a wide range of market regimes and macro environments
- Experienced in utilizing derivatives in order to establish desired portfolio risk profile
- Quantamental Investment process management by combining discretionary inputs with systematic methods of investing
- More than 20 years of building analytical platforms for quantitative and discretionary multi-manager funds
- Data and analytical infrastructure handling to facilitate a data informed investment process
Risk Profile Advisors was founded by Konstantin Igel. He served as a Chief Risk Officer and Head of Quant Strategies and Analytics for Graticule Asset Management Asia, where he also was a member of investment, risk and management committees.
Konstantin was responsible for all data, pricing and analytical infrastructure, assisted portfolio managers in trade and portfolio construction, managed a central portfolio of structural ideas, ran quantitative strategies, as well as fund replication portfolio. He worked closely with fund’s investors, and facilitated portfolio manager selection and integration process.
Over his 8 year career at Fortress, Konstantin served as the Head of the Quantitative Portfolio Strategies team as well as a Risk Officer for the Fortress Convex Asia Fund. Prior to joining Fortress Konstantin co-managed an equity volatility arbitrage portfolio at Amaranth Advisors, which he joined after 9 years as a Quantitative Strategist at Goldman Sachs, with experience building analytical platforms for the Equity Volatility, Foreign Exchange and Interest Rates desks.