Jeremy Attali
Vice President, Jr. Portfolio Manager, Capstone Investment Advisors LLC
Focus on VIX Options
Thursday, March 9, 2017
3:45 pm

Jeremy Attali began his career in 2007 on the Index Volatility Trading desk at Merrill Lynch. In 2010, Mr. Attali joined Barclays Capital as the Risk Manager for the Index Volatility trading desk where he was responsible for designing and implementing a volatility and correlation risk management platform to accommodate the growing VIX complex, until 2011. 

He subsequently moved to Paloma Partners as a Volatility Trader and Strategist before joining and co-building Glenshaw Capital in 2012, a volatility hedge fund for which he was the Chief Risk Officer. At Glenshaw, Mr. Attali built the risk management and strategy platform for VIX and VIX ETPs. The team was successively absorbed by Nomura Principal Strategies Group in 2014 and Mr. Attali remained with Nomura as a Proprietary Quantitative Trader and Strategist in Index Volatility. Mr. Attali joined Capstone in March 2015 as a Junior Portfolio Manager in the VIX Opportunities group where he works directly with the Portfolio Manager. 

Jeremy holds a MSc in Financial Engineering from Columbia University; a Master of General Engineering with a specialty in Financial Mathematics from École Centrale Paris; and a Master of Financial Mathematics from the Universite Pantheon Sorbonne. Mr. Attali ranked in the top 1% during his preparatory school for the national competitive exams which earned him entrance into Centrale Paris “Grande École”.


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