Current Responsibility
Mario joined OMIGSA in March 2006 as a quantitative analyst. As a member of the Quantitative Investments team, he is responsible for managing the research agenda, alpha modelling and co-manager of the Active Quant Fund, Hedge Fund and Absolute Return Fund.
Mario has a diverse background, covering information systems, statistics and computer science. He has worked in various roles, locally and abroad and his complementary skill set is perfectly suited for quantitative investing where technology and investments are inter-related.
Previous Experience
Prior to joining OMIGSA, he was a Senior Systems Analyst at Royal Bank of Canada Capital Markets (UK). Mario also worked as a Quantitative Specialist at Deutsche Bank Global Equity Derivatives (UK). Prior to that, Mario worked at Futuregrowth Asset Management, RMB Asset Management and Southern Asset Management in various roles, including, Senior Systems Developer, Portfolio Construction Specialist, Quant Analyst and Assistant Portfolio Manager.
Mario has 12 years of work experience in the investments industry.