Adam is the Head of the Portfolio Modeling and Quantitative Research Groups. Adam has more than 20 years of investment industry experience and specializes in portfolio risk modeling and manager research. He focuses on investment opportunities in diversifying asset classes and strategies, including CTA/managed futures strategies, alternative beta/hedge fund replication, risk parity and GTAA, active currency, volatility trading, and discretionary and systematic global macro. Adam also actively researches factor replication, skill detection, asset allocation frameworks, and failure/survival probabilities on an ongoing basis. In addition to his manager research efforts, Adam is a frequent presenter at industry conferences.
Prior to joining Cambridge Associates, Adam served as Director of the Global Currencies and Emerging Market Client Risk Advisory Group at Credit Suisse. In this position, Adam oversaw the business in North America, helping clients achieve best execution and optimize their hedging programs and conducting research on topics such as tail risk hedging, strategy selection, and event risk positioning. Previously, he spent 12 years at JP Morgan Chase, where he held several roles focused on the trading, structuring, and sales of fixed income and foreign exchange derivatives. He began his career as an asset and liability trader at PNC Bank. Adam received an MS from the Graduate School of Industrial Administration at Carnegie Mellon University and a BS in Information and Decision Systems from Carnegie Mellon University.