Sebastian Rohm

head of alternative risk premia, Union Investment
Bio

Sebastian Rohm has been working in Union Investment’s Multi Asset unit since 2013. His responsibilities include due diligence and selection of cross asset rule-based investment strategies. Sebastian established Union’s investment process for alternative risk premia and oversees the management of several multi-asset funds. In addition to that, he deals with questions related to efficient portfolio optimization and construction.

Before moving to his current position, Sebastian worked for six years in the Quant Strategies team. Prior to joining Union in 2007, he was employed by Deka Investment as a quantitative analyst.

Sebastian holds a master’s degree in economics from Humboldt University of Berlin. He studied in Berlin and at Charles University in Prague, specializing in empirical macroeconomics, financial markets and quantitative methods. Sebastian is a CFA charterholder.

Event Participation

Europe EQD 2022
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Europe EQD 2022

This event was originally scheduled for January 24-25, 2022. Attendance is for sponsoring banks, non-bank sellside and buysiders only. You must register to secure a spot in the room. Registrations are subject to approval.
Europe EQD 2020
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Europe EQD 2020

Pre-registration is closed. Walk-in registrations may be accepted. Multi-Asset ¦ Risk Premia ¦ Volatility ¦ ESG ¦ Fixed Income ¦ Global Macro ¦ Alternatives

Related Articles

USD471 billion Union Investment is adding a new strategy that sells S&P options and buys VIX calls to its quantitative, alternative risk premia portfolio as a way to hedge market volatility more quickly and efficiently. The strategy will be live in the mandate in the coming weeks. 
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