Deutsche Capital Group adds risk premia capability

Deutsche Capital Group has added a risk premia capability to its asset management business in Germany.

To do this, Deutsche Capital Group has hired a team that previously worked together at Halcrum Asset Management to manage systematic strategies that access risk premia across multiple asset classes and trading styles.

Most recently, Alan Rolmatis was partner and head of Quantitative Strategies at TWC Partners. He is joined by Steve Leontsinis who was the volatility and derivatives specialist at RWC, leading the research in related strategies.

Rolmatis and Leontsinis are reunited with former colleague, Halcrum partner and head of trading, James Harrel, who brings expertise in technology infrastructure and execution efficiency.

“Our focus on this space was driven by direct client demand as well as our belief that this approach is an attractive proposition within an overall portfolio solution,” said Markus Wagner, partner at Deutsche Capital Group in Germany.

“We are looking forward to applying our proprietary combination of quantitative and risk management skills to create risk premia strategies as solutions for Deutsche Capital Group’s client base,” said Rolmatis.

“The systematic volatility models that we have built provide diversified access to volatility premia across a wide range of assets and asset classes. We see these models both as standalone vehicles as well as a significant part of our solutions-based effort,” explained Leontsinis.

“Today, technology, automation and the streamlining of costly processes means quantitative investment management techniques can be accessible to clients on a bespoke basis,” added Weber, a partner at Deutsche Capital Group.

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