Director of Risk Management
Jointly manages the investment process and decision-making. Responsible for risk management of fund of hedge funds portfolios.
Previously, Mr. Stiles was a portfolio manager with HBK Investments, where he founded and managed the firm’s quantitative volatility trading business. While at HBK, Mr. Stiles and his team traded a broad set of equity and equity-derivatives strategies including volatility statistical arbitrage, equity statistical arbitrage, and fundamentally-driven long/short equity. Prior to joining HBK, he was a proprietary options trader at Bear Stearns. Mr. Stiles previously worked in derivatives strategy and quantitative risk management at J.P. Morgan.
Prior to joining J.P. Morgan, Mr. Stiles was a finance professor at Fordham University and also taught at New York University; his research interests focused on portfolio management and derivatives.
Mr. Stiles received a Ph.D. in finance from New York University and a B.A. in mathematics and economics, magna cum laude, from Colgate University where he was elected to Phi Beta Kappa.
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