Tail Risk Hedging

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By Andrew Rozanov
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Andrew Rozanov is Managing Director and Head of Institutional Portfolio Advisory at Permal Group, responsible for advising sovereign wealth funds and other long-term institutional investors on various aspects of asset allocation, portfolio construction, risk management and alternative investments, with a particular focus on global macro and tail risk strategies. Before joining Permal, Andrew was at State Street, where he was Managing Director and Head of Sovereign Advisory, working closely with the Portfolio and Risk Management Group. Prior to that, he held various roles at State Street Corporation in London and Tokyo, and he also worked at UBS Investment Bank in Japan. Andrew is well known in the industry for having introduced the term 'sovereign wealth funds' in an article in Central Banking Journal in 2005. In 2012, he published a highly acclaimed book Global Macro: Theory and Practice. He is a Chartered Financial Analyst (CFA), a Financial Risk Manager (FRM), and a Chartered Alternative Investment Analyst (CAIA). He holds a Master's equivalent degree in Asian and African Studies from Moscow State University. Ryan McRandal is currently a Portfolio Manager at Peters Capital Group, a global macro firm that builds and implements bespoke investment portfolios for institutional clients. These portfolios are thematic in nature and cover a range of unique investment objectives including tail risk hedging in equities and interest rates. Ryan was formerly the Head of Thematic Portfolio Management at AXA Investment Managers. His focus was on creating customized solutions and building thematic portfolios for institutional clients, particularly in areas such as macro convexity and hedging equity risk. Ryan launched and managed the first institutional fund of tail hedging strategies in the world, the award winning AXA Alternative Tail Hedge fund. Ryan was also responsible for hedge fund allocation as well as private equity, impact investing and real estate solutions and oversight. Prior to joining AXA IM, he worked for four years as the Head of Research at Unifortune Asset Management, a multi-year award-winning hedge fund boutique. Prior to that role, he was a derivatives trader. At Swiss Re Capital Markets, London, he held a Vice President position on a fixed income treasury and trading desk. He has also been a derivatives trader at WestLB in London. At WestLB he was part of the Cross Market Derivatives Arbitrage Group and has multi-assetclass derivatives expertise having traded across interest rates, foreign exchange and emerging market credit derivatives. Ryan graduated with a first-class, honors, degree in International Securities, Investment and Banking from the ICMA Centre's specialist business school for financial markets, University of Reading.
AuthorAndrew Rozanov Author 2Ryan McRandal
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