Michael Hemph has 15 years experience from the financial markets as Head of Quantitative Analysis at Nektar Asset Management, a 3bn USD macro and fixed income relative-value hedge fund. He was also partner and director of the board at the fund.
He managed a team ranging from five to ten quantitative analysts and developers, located in three international offices.
The team was among other things responsible for the development of the OTC pricing library, the proprietary charting and analysis software and the real-time portfolio risk application used by the Portfolio Managers.
Being a relatively complex fund in terms of traded products, Michael was also actively involved as a project lead and stakeholder in a multi-year systems integration project when the administrator of the fund made the transition to a new front-to-back system.