Key Takeaways
- • AlphaSimplex Group, an affiliate of Natixis Investment Managers, appointed Dr. Kathryn M. Kaminski as Chief Research Strategist, effective May 1, 2018, in a newly created position reporting to Chief Investment Officer David Modest.
- • Dr. Kaminski joins AlphaSimplex from the MIT Laboratory for Financial Engineering, bringing over a decade of hands-on investment experience and recognized expertise in managed futures and alternative asset classes.
- • In her new role, Dr. Kaminski will conduct applied research supporting AlphaSimplex's managed futures products, including the Natixis ASG Managed Futures Strategy Fund (AMFAX) in the U.S. and The ASG Managed Futures Fund (ASGMSFA) in Luxembourg, while educating institutional investors on alternatives integration.
- • As co-manager on the Managed Futures Strategy portfolio management team, Dr. Kaminski will collaborate with a senior investment committee including CEO Duncan Wilkinson, CIO David Modest, Deputy CIO Alexander Healy, and portfolio managers Peter Lee, Robert Sinnott, Philippe Luedi, Robert Rickard, David Kuenzi, John Perry, and Derek Schug.
Summary
AlphaSimplex Group, an affiliate of Natixis Investment Managers, has appointed Dr. Kathryn M. Kaminski to the newly created position of Chief Research Strategist, effective May 1, 2018. Dr. Kaminski transitions to AlphaSimplex from the MIT Laboratory for Financial Engineering, where she conducted research on systematic investing and quantitative finance. The appointment reflects AlphaSimplex's commitment to strengthening its research infrastructure and managed futures capabilities at a time when institutional investors are increasingly evaluating alternatives for portfolio diversification.
In her role, Dr. Kaminski will serve as a co-manager on AlphaSimplex's Managed Futures Strategy portfolio management team and will conduct applied research in support of the firm's managed futures offerings. Her responsibilities include overseeing research initiatives for the Natixis ASG Managed Futures Strategy Fund (AMFAX) in the United States and The ASG Managed Futures Fund (ASGMSFA), a Luxembourg-domiciled Sicav structure. Additionally, she will focus on investor education regarding the strategic role of alternatives in diversified institutional portfolios, a function increasingly important for distribution to family offices and institutional asset allocators.
Dr. Kaminski reports to David Modest, Ph.D., Chief Investment Officer, and will work closely with the firm's senior investment committee and portfolio management team. CEO Duncan Wilkinson emphasized the strategic value of the hire, noting that "Katy brings over a decade of hands-on investment experience and a strong research focus," positioning the firm to deepen its thought leadership in the managed futures space. Dr. Kaminski's appointment strengthens AlphaSimplex's research bench at a critical juncture, as managed futures strategies continue to evolve in response to changing market regimes and investor demand for non-correlated return streams.
In her role, Dr. Kaminski will serve as a co-manager on AlphaSimplex's Managed Futures Strategy portfolio management team and will conduct applied research in support of the firm's managed futures offerings. Her responsibilities include overseeing research initiatives for the Natixis ASG Managed Futures Strategy Fund (AMFAX) in the United States and The ASG Managed Futures Fund (ASGMSFA), a Luxembourg-domiciled Sicav structure. Additionally, she will focus on investor education regarding the strategic role of alternatives in diversified institutional portfolios, a function increasingly important for distribution to family offices and institutional asset allocators.
Dr. Kaminski reports to David Modest, Ph.D., Chief Investment Officer, and will work closely with the firm's senior investment committee and portfolio management team. CEO Duncan Wilkinson emphasized the strategic value of the hire, noting that "Katy brings over a decade of hands-on investment experience and a strong research focus," positioning the firm to deepen its thought leadership in the managed futures space. Dr. Kaminski's appointment strengthens AlphaSimplex's research bench at a critical juncture, as managed futures strategies continue to evolve in response to changing market regimes and investor demand for non-correlated return streams.
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