
Senior Quantitative Analyst & Portfolio Manager
Matteo is a senior quantitative analyst and portfolio manager. In this current role he is in charge of developing and managing Fund Q, a low volatility quantitative fund. When investing, he believes in fundamentals and equally - if not more - in numbers. His background in risk management and his critical approach to DeFi enabled him to identify and document in a research paper the risks associated with Terra Luna, one month prior to the collapse of UST. Matteo previously worked in risk model development and validation at Credit Suisse and UBS, and later served as senior investment manager at SwissBorg.
He holds a PhD in Finance from the University of Zurich, and is a Senior Research Associate at the University of Johannesburg and visiting fellow at the University of Edinburgh Business School. He teaches data analytics and high frequency finance at three universities, and has published over 20 papers in international peer-reviewed journals.
