Robert Navin

Prior to founding Real Time Risk Systems LLC in July 2004, Robert, along with two colleagues, set up a Stamford, CT based alternative asset management fund. The fund grew from $150mm under management to $1.1bn, with excellent returns from trading convertible bonds, equity, credit default swaps, equity options, together with interest rate instruments, currency derivatives and exotic volatility derivatives. The fund executes multi-strategy trades globally with a focus on Asia, and is a recognized market leader among hedge funds in Asia. Robert’s remit included all systems, quantitative strategies and risk. The company had twenty employees by May 2004.

Robert and both his above-mentioned colleagues were previously at Highbridge Capital Management, based in New York. Robert was head of quantitative analysis from 1997 to 2002. His role encompassed wearing two hats; providing all quantitative analysis for the global fund managers and also working with one of the two principals on firm-wide risk-analysis and control. Highbridge Capital Management was a globally recognized leading hedge fund in the field of CB trading at that time, and currently has in excess of $30bn under management.

Robert got his grounding in the basics of applied quantitative finance in the o’Connor risk-group at, then Swiss Bank, in Chicago from 1995 to 1997. His contributions included exotic interest rate derivative modeling and building the CB model that underpins the firm’s global risk-management system at what is now UBS. He also previously did some consultancy work in 1995 for a financial software company, CMS (Capital Management Sciences), specializing in fixed income risk and based in Los Angeles.

Robert graduated with a Ph.D. and an M.S. in theoretical particle physics from the California Institute of Technology in 1993, after sitting for Part III of the Maths Tripos at Cambridge, England in 1988 and graduating with distinction. This followed a B.Sc. (honors) First Class, in Physics with Astrophysics from the University of Leeds, England in 1987.

Robert has a book (published in December, 2006) on the basic mathematics and numerical techniques of derivatives modeling that underpin the systems that Real Time Risk Systems has built.

Robert Navin