Principal and Co-CIO
Greg is a member of Darling Macro's Investment Committee
Greg has over 25 years of senior trading and banking experience in senior market making, trading and risk management roles.
Over his 16 year career at Deutsche Bank, London, Greg tailored solutions for corporate and institutional clients as a senior trader in vanilla and exotic derivatives.
At Westpac Institutional bank, Greg ran a global derivatives trading business, designed collateral portfolio pricing models and managed a quantitative risk algorithm.
Greg's experience includes
Developing tailored solutions for corporate and institutional clients in a broad range of products including replication of hedge fund factors.
Pricing and risk managing large structured products including a $2bn CPPI structured note for clients on a leading hedge fund
Operating in less liquid markets with incomplete pricing information, Greg developed models for the pricing and risk management of interest rate options.
For an investment bank, Greg executed a version of the Darling Macro strategy offering diversification with prevailing VAR and risk factors.