Will Simmons, CFA
Portfolio Manager at Kepos Capital, L.P.- Claim this Profile
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Bio
Credentials
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Charted Financial Analyst
CFA Institute
Experience
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Kepos Capital, L.P.
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Financial Services
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1 - 100 Employee
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Portfolio Manager
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2018 - Present
Research, design, and manage systematic and fundamental investment strategies for a multibillion-dollar macro hedge fund, with an emphasis on global carbon, environmental, and energy markets. • Oversee the firm's research and investment activities in carbon allowance markets, including the California Cap-and-Trade System (CCA), the Regional Greenhouse Gas Initiative (RGGI), the EU Emissions Trading System (EU ETS), and the UK Emissions Trading Scheme (UK ETS) • Co-developed and co-manage a thematic investment product focused on the global transition towards a lower carbon intensity economy • Developed and manage multiple vehicles that invest in major carbon compliance programs worldwide • Manage quantitative strategies in global macro markets, including currencies, fixed income, and commodities • Provide support to additional strategies in alternative risk premia, volatility, and equities Show less
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Eqira
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Investment Management
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Director of Research
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2013 - 2018
Founded a consultancy specializing in empirical analysis of financial markets. Primary areas of research included factor analysis and hedge fund modeling. Employed both traditional statistical techniques and machine learning approaches. • Created Eqira’s Portfolio Insights, a platform for performing returns-based factor analysis of individual hedge funds and hedge fund portfolios, including intra-month return projection, risk attribution, stress and scenario testing, simulation, forecasting, and portfolio optimization • Developed algorithms for modeling low frequency financial time series such as hedge fund returns by supplementing traditional statistical approaches with advances in machine learning • Designed the Eqira Market Factors, a proprietary database that played a crucial role in Eqira’s modeling efforts by replicating hundreds of traditional and alternative investment strategies across global markets Show less
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Spartus Capital Management
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United States
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Investment Management
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Portfolio Manager
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2012 - 2013
Co-managed a volatility-focused arbitrage and divergent strategies model portfolio while adding to the marketing and business development efforts of a start-up hedge fund. • Performed empirical research to identify and exploit inefficiencies in the pricing of index and single-name equity derivatives • Implemented a model for creating synthetic options on realized variance using listed options Co-managed a volatility-focused arbitrage and divergent strategies model portfolio while adding to the marketing and business development efforts of a start-up hedge fund. • Performed empirical research to identify and exploit inefficiencies in the pricing of index and single-name equity derivatives • Implemented a model for creating synthetic options on realized variance using listed options
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Kepos Capital, L.P.
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Financial Services
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1 - 100 Employee
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Trader
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2010 - 2012
Contributed to idea generation, risk management, trade execution, and infrastructure development for a multibillion-dollar systematic macro hedge fund. • Traded futures, FX, rates, equities, commodities, and volatility derivatives in more than 100 global markets Contributed to idea generation, risk management, trade execution, and infrastructure development for a multibillion-dollar systematic macro hedge fund. • Traded futures, FX, rates, equities, commodities, and volatility derivatives in more than 100 global markets
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College Road Capital
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Newark, DE
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Founder
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2007 - 2009
Developed systematic investment strategies and researched methods for asset class return forecasting, covariance estimation, and robust portfolio optimization. Developed systematic investment strategies and researched methods for asset class return forecasting, covariance estimation, and robust portfolio optimization.
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Harvard Management Company
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Financial Services
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1 - 100 Employee
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Summer Associate
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May 2007 - Jul 2007
Evaluated alternative investment opportunities for Harvard University’s then $35 billion endowment, focusing on private equity transactions and European hedge funds. Evaluated alternative investment opportunities for Harvard University’s then $35 billion endowment, focusing on private equity transactions and European hedge funds.
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Satellite Asset Management
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Investment Management
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1 - 100 Employee
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Portfolio Manager
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2003 - 2006
Managed a $200 million convertible arbitrage portfolio and assisted with the management of a $150 million private investment in public equities (PIPEs) portfolio for a then $5 billion hedge fund. • Employed volatility, credit, and capital structure arbitrage-based strategies to return approximately 1% per month with no down months during tenure as Portfolio Manager Managed a $200 million convertible arbitrage portfolio and assisted with the management of a $150 million private investment in public equities (PIPEs) portfolio for a then $5 billion hedge fund. • Employed volatility, credit, and capital structure arbitrage-based strategies to return approximately 1% per month with no down months during tenure as Portfolio Manager
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JPMorgan Chase & Co.
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United States
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Financial Services
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700 & Above Employee
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Analyst
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2001 - 2003
Analyzed exotic structured transactions for valuation risk, managed risk reserves, and conducted independent valuations of the firm’s $6 billion commodity derivatives trading portfolio. Analyzed exotic structured transactions for valuation risk, managed risk reserves, and conducted independent valuations of the firm’s $6 billion commodity derivatives trading portfolio.
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Education
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1997 - 2001
Duke University
B.S., Economics, Computer Science -
2006 - 2008
Princeton University
Master in Finance, Finance
Community
