Nick Baltas

managing director and head of R&D, cross-asset delta-one and commodity systematic trading strategies, Goldman Sachs

Nick Baltas is a managing director and head of R&D, cross-asset delta-one, commodity and stocks systematic trading strategies at Goldman Sachs. He is specifically responsible for advising on factor and risk premia investing, portfolio construction and strategy design. Alongside this, he maintains a visiting academic position at Imperial College Business School and has been serving in the Editorial Board of the Financial Analysts Journal and the Journal of Investing.

Prior to joining Goldman Sachs in 2017, Nick was an executive director in the quantitative research unit of UBS. Previously, he was a lecturer in finance at Imperial College Business School, a visiting lecturer at Queen Mary University of London, as well as a risk manager in a London-based hedge fund. Nick’s academic research has been awarded numerous grants and prizes, has been published in academic, peer-reviewed and practitioner finance journals and books, and has been quoted by the financial press.

Nick holds a Diploma of Engineering in electrical and computer engineering from the National Technical University of Athens, a Master of Science in communications & signal processing from Imperial College London and a PhD in financial economics from Imperial College Business School.