I recently joined Asset Management at Sygnum Bank, the world’s first digital asset bank, as Head Systematic Solutions and Portfolio Construction.
My role is focused on the development of infrastructure and systematic solutions for institutional-grade investment strategies for crypto assets from long-only products to dynamic trading strategies.
I have been gradually dwelling into the crypto space by analyzing the DeFi applications (see my work with Prof Alexander Lipton on Automated Market Making), by working on crypto options volatility and options data from deribit exchange (a quant paper with interesting modelling insights is coming), and by doing some systematic strategies on crypto assets.
I find that the DeFi and digital assets offer plenty of unique opportunities and that a lot of interesting contributions can be made by combining the expertise from traditional markets with the growing eco-system of DeFi space.
My professional ambition is to make Sygnum Asset Management number one in systematic solutions and benchmarks for crypto and DeFi assets, which will include many applications and innovations along the road. Stay tuned…