Chris Bemis, PhD 

Chris focuses on alpha-driven portfolio construction across various asset classes. He joins the firm from Whitebox Advisors where he headed their quant group since 2007.

His previous work has yielded several systematic credit strategies, most recently in corporate credit. Chris earned his PhD in applied mathematics from the University of Minnesota, where his thesis involved modeling and optimization for portfolios of risky assets. He remains as affiliated faculty in their math finance program.