Rome, 2020

Lobefalo Gianluca

Systemic risk and arbitrage opportunities: The case of equity markets after the Great Financial Crisis (GFC)

Head of Quant Team at Algebris

 

Gianluca joined Algebris in Nov 2018 as Head of Quant, assuming both research and portfolio management responsibilities for quant strategies/indicators. Previously, Gianluca co-founded QW Capital LLP, an asset management firm focusing on quant methodology for systematic trading and market stability indicators. Until 2008, Gianluca worked as an Executive Director in interest rate derivatives at Morgan Stanley International, and previously as Quant Analyst and Portfolio Manager at Schroders in London. Gianluca started his career in 1997 as a FX and Quant Analyst at JP Morgan. He holds a degree in Economics from Università Commerciale Luigi Bocconi, a MSc in Economics and Applied Mathematics from Université Catholique de Louvain à Louvain-La-Neuve, Belgium. Gianluca sits on the Advisory Board of the 14-10 Club at the Royal Institution of Great Britain (www.rigb.org/14-10club) and is a regular speaker at several post graduate degrees in the UK (Oxford) and in Italy.

Contacts

https://www.algebris.com/team/investment-team/#