Silvia has close to 20 years experience in systematic and volatility research and investment, across academia, sell-side and buy-side.
Prior to her current position heading research at Emcore Oy, she was portfolio manager and principal researcher at London-based Aspect Capital, managing products across defensive, alpha and solutions in systematic volatility. She joined Aspect from Gam Systematic (previously Cantab) where she most recently co-headed the quant research team at the Cambridge-based manager.
Earlier in her career she was a derivatives strategist at Deutsche Bank in London and an assistant professor in quant finance at the University of Kent in the UK. She retains links with academia, having served on the governance board of CCIMI, an institute for the Mathematics of Information, part of the Faculty of Mathematics at University of Cambridge.
