Rigorous Risk Management

Janna Sobolev has world-class quantitative and risk management expertise. While at SAC Capital, Janna was a member of the firm’s Quantitative and Risk Analytics Group responsible for the vetting, analysis, and approval of all portfolio managers for inclusion on SAC’s multi-strategy platform. She was responsible for real-time P&L analysis, stress testing, peer analysis, and portfolio optimization. While at GleacherFund Advisors, a $750 million fund of hedge funds, Janna led the development of the firm’s formal risk management effort and quantitative fund research process for a portfolio of over 40 hedge fund investments.

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