Summary
Overview
Work History
Education
Skills
Timeline
Generic

Roy Rovere

Punta Del Este

Summary

Quantitative portfolio manager and derivatives trader. Experience in managing research teams with the goal of searching for strategies, specially in the options market , to provide alpha.


Experience in dealing with institutional clients in building risk frameworks for clients to monitor their investments in complex and highly leveraged trading operations.

Overview

10
10
years of professional experience

Work History

Portfolio Manager

Lorintine Capital
01.2021 - Current
  • Portfolio management of Soteria hedge fund. A fund that seeks to obtain the same returns as SPX while being fully hedged to the downside, leveraging the power of portfolio margin.
  • Strategy development and execution

Heads of Derivatives

Teks Capital
12.2020 - Current
  • Execute trading operations
  • Portfolio risk management
  • Develop trading algorithms for options on SPX.
  • Hedging
  • Architecture of software development for backtesting engines

Quantitative Research and Development

Quantum Charts
03.2017 - 03.2021
  • Backtesting of option trading strategies
  • Development of new ideas for trading strategies
  • Software design

Owner

Centaurus S.A
01.2014 - 01.2020
  • Centaurus was a brokerage firm in Buenos Aires. My partner and myself conducted full business operations.
  • Sales
  • Operations
  • Investment advice


Education

Master in Quantitative Finance - Finance

Universidad Torcuato Ditella
Buenos Aires
12.2009

Bachelor of Business Administration - Business

Universidad De Buenos Aires
Buenos Aires
12.2006

Skills

  • Algorithmic strategy development
  • Complex backtesting capabilities for automated and manual testing in the options markets
  • Hedging dynamics
  • Data Analytics
  • Portfolio optimization
  • Capital efficiency optimization

Timeline

Portfolio Manager

Lorintine Capital
01.2021 - Current

Heads of Derivatives

Teks Capital
12.2020 - Current

Quantitative Research and Development

Quantum Charts
03.2017 - 03.2021

Owner

Centaurus S.A
01.2014 - 01.2020

Master in Quantitative Finance - Finance

Universidad Torcuato Ditella

Bachelor of Business Administration - Business

Universidad De Buenos Aires

Similar Profiles

CREATE PROFILE
Roy Rovere