Steven Geovanis - Risk USA

Steven Geovanis

Steven is responsible for Hedge Fund Due Diligence, Risk Management of Hedge Fund Portfolios, and covers equities, fixed income and FX at Lyxor Asset Management. At the end of last year Steven did extensive analysis of Lyxor's flagship multi asset portfolio made up of $2.5 billion (after record performance in 2013). This resulted in redemption of Lyxor's systematic CTA's, and investment in discretionary macro managers, as well as the movement of their equity books towards market neutral managers and redemption from traditional credit managers. The moves were controversial at the time but are working well in the current environment.