Florin Court Capital is a diversified systematic asset manager, and part of Brummer & Partners. The Firm is solely focused on trend-following and other systematic strategies on a broad range of alternative/exotic markets, not commonly traded by systematic macro/CTA programmes. The investment methodology is evidence-based and process-driven. The portfolio is constructed using proprietary mathematical models implemented on computer systems. A particular focus is extracting the benefits of diversification through market selection from hundreds of financial securities across all major asset classes including currencies, stocks, fixed income, credit, commodities and power.
The Florin Court Capital management team have worked together for years. Highly experienced, the team has worked with some of the best-known names in the hedge fund and broader financial services industry.
Doug has over 30 years of experience in portfolio management and trading. From 2012 to 2014, he was Chief Risk Officer of Man/AHL and also headed the Portfolio Management Group, beginning in 2013. Doug was jointly responsible (with the CIO) for the evaluation and approval of all investment strategies and trading systems. Prior to AHL, Doug was a Managing Director working as a quantitative portfolio manager at the Fortress Investment Group beginning in 2006. From 2001 to 2006, Doug was Head of Agency Mortgage Trading at RBS Greenwich Capital. He also managed an 8 person quantitative proprietary trading desk at the firm, beginning in 2000. From 1993 to 1999, Doug worked at Goldman Sachs in New York, as a fixed-income proprietary trader. Prior to Goldman, Doug was a Senior Consultant at BARRA.
Doug earned a Ph.D. and an M.S. in Mathematics from the University of California at Berkeley in 1993. He graduated from Princeton University in 1986 with an A.B. in Economics, Summa Cum Laude. He was awarded the Wilson Prize for his thesis, which influenced Fischer Black’s late work on general equilibrium theory. Doug taught Portfolio and Risk Management at the Courant Institute at NYU in 2010.
Claudio has 14 years of experience in the hedge fund industry as a quantitative researcher.
Before joining Florin Court Capital, Claudio worked for three years at Winton Capital Management focusing on trading systems research and risk management.
Prior to joining Winton Capital Management, Claudio was a Lecturer in Statistics at the London School of Hygiene and Tropical Medicine (LSHTM) and a senior statistician at GlaxoSmithKline Pharmaceuticals, focusing on statistical genetics applied to drug development and Bayesian methodology. Before then, he was a post-doc in statistical genetics at Imperial College London.
Claudio holds a PhD in Biostatistics from LSHTM, University of London and an MSc in Financial Engineering (with distinction) from Birkbeck, University of London.
Alex has 22 years of experience in finance having held roles within both hedge funds and investment banks.
Before joining Florin Court, Alex worked for three years as an execution trader at Brevan Howard focussing on their systematic strategy. Prior to Brevan Howard, Alex worked at Royal Bank of Canada where he was a VP in their Fixed Income Derivatives department, and before that as an execution trader at London Diversified Fund Management. Alex started his finance career in 2003, joining the Barclays Capital graduate scheme where he rotated across different departments within Fixed Income, Equities and Structured Capital Markets.
Alex graduated in 2002 with a BSc (Joint Hons) in Mathematics and Economics from Bristol University and is also a Chartered Management Accountant (ACMA).
Evelyn has over 19 years of experience in asset management and fund operations having held roles within hedge funds, sovereign wealth funds and fund administration.
Before joining Florin Court, Evelyn worked for five years at Abu Dhabi Investment Authority (ADIA) focusing on private markets and alternative investments. Evelyn was responsible for NAV oversight, operational change initiatives, enhanced risk and control frameworks across multiple investment mandates and managed key stakeholder relationships. Prior to ADIA, Evelyn spent nearly 10 years at Citco Fund Services (Dublin) Ltd where she was a VP managing strategic hedge fund clients across Multi-Strategy, CTA and Long/Short equity portfolios, end-to-end NAV production, overseeing fund launches, operational delivery and investor and regulatory reporting.
Evelyn graduated in 2007 with a BSc in Business (Hons) from Munster Technology University and is also a Chartered Management Accountant (ACMA) and Certified Investment Fund Director (CIFD).
Kieran has over 19 years of experience in finance across Fund Administration, Investment Banking and Hedge Funds.
Kieran was a Senior Vice President at J.P. Morgan within the Prime Brokerage and Derivatives Clearing business where he worked from 2013-2020 managing developed and alternative markets hedge fund strategies amongst others across multiple asset classes. He was primarily focused on driving platform adoption, product delivery, and revenue outcomes across equities and derivatives, in close partnership with Sales, Product, Trading, Operations, Technology, Risk, Legal and Compliance. Kieran managed Florin Court's Prime Brokerage relationship since launch whilst at J.P. Morgan.
From 2010 to 2013, he was a Senior Associate within J.P. Morgan’s OTC Credit and Rates Derivatives Prime Brokerage business. From 2007 to 2010, he was a Senior Associate within State Street Bank’s OTC Derivatives Group.
Kieran graduated with BA (Hons) in Business Economics from the University of Liverpool.
Peter has over 25 years of experience in technology at hedge funds and an investment bank. Prior to joining Florin Court, Peter worked as a developer at Renshaw Bay. Before that, he worked as a front office developer at CQS and spent 9 years in various roles at KBC Financial Products and KBC Alternative Investment Management.
Peter graduated with a BEng (Hons) in Computer Science from The University of York.
Mike has over 20 years of experience in asset management. Before joining Florin Court, Mike was an Institutional Sales Director at BlueCove, Senior Vice President at Two Sigma, and Client Portfolio Manager at Man/AHL from 2006 to 2013.
Mike graduated with a Bachelor of Commerce from the University of Western Australia, and is a CFA® charterholder.