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Bob Gingrich

Manager of Derivatives and Alternatives Risk and the Qis Group @Western Asset Management

Pasadena, CA, US
EMAILS
r••••••••@westernasset.com
MOBILE NUMBERS
+19•••••••41

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WORK HISTORY

Jul 2010 — Present

Manager of Derivatives and Alternatives Risk and the Qis Group @Western Asset Management

Pasadena, CA, US

Manager of the Quantitative Investment Solutions (QIS) group which uses machine learning and alternative data to enhance investment management. Risk manager for unconstrained and alternatives portfolios (around $20B AUM). Involves developing a risk framework, advising on portfolio construction, quantitative research and communicating results to management, clients and regulatory bodies. Started algorithmic tail risk protection fund (around $4B AUM). Make modeling decisions/create models for derivatives and rates based products, some desk quant responsibilities.

EDUCATION

1996 — 2001

Caltech

Doctor of Philosophy (Ph.D.), Theoretical and Mathematical Physics. Minor in Computer Science.

1992 — 1996

University of California, Santa Cruz

Bachelor of Arts (BA), Mathematics

1992 — 1996

University of California, Santa Cruz

Bachelor of Science (BS), Physics

SKILLS

VbaData MiningMarket RiskMatlabHedge FundsVisual Basic for Applications (Vba)BloombergRisk ManagementFinancial ModelingData AnalysisC++DerivativesSqlQuantitative FinanceStructured ProductsFinancial RiskPortfolio Management

ABOUT BOB GINGRICH

Manager and quantitative researcher in the investment management industry. Manage the…

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