Seminar Listing

Quantitative Investment Strategies at Goldman Sachs - Alpha, Liquid Alternatives, Advanced Beta, Traditional Beta

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Tuesday, September 20, 2016, 2:00 - 3:30 pm, 552 Hill Center
Speaker: Gary W. Chropuvka, Head of Customized Beta Strategies, Alternative Investment Strategies and Tax-Advantaged Core Strategies businesses within Goldman Sachs Asset Management’s (GSAM) Quantitative Investment Strategies (QIS) team.
Bio: Gary is head of the Customized Beta Strategies, Alternative Investment Strategies and Tax-Advantaged Core Strategies businesses within Goldman Sachs Asset Management’s (GSAM) Quantitative Investment Strategies (QIS) team. In this capacity, he oversees the team’s rules-based and customized index strategies, alternative risk premia and liquid hedge fund replication strategies, as well as tax-efficient investment strategies.  Additionally, Gary oversees global client portfolio management for the entire QIS franchise across the alpha and beta spectrum, including the team’s Equity Alpha, Macro Alpha and smart beta offerings. Previously, Gary was a portfolio manager for GSAM’s QIS Equity Alpha business, managing the portfolio implementation efforts for both tax-exempt and taxable clients, a position he held for seven years. Gary has been a member of the QIS team since 1999, having joined to manage the team’s tax-efficient investment strategies. He joined Goldman Sachs in 1998 as an analyst in GSAM’s Private Equity Group and was named Managing Director in 2006 and partner in 2014.  Gary earned a BA in Mathematics from Rutgers University and a master’s degree in financial engineering from Columbia University. He is a CFA charterholder.