Nick Baltas

Nick Baltas is a managing director and head of R&D, cross-asset delta-one and commodity 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 as the co-executive editor of the Journal of Systematic 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 Doctor 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 Ph.D in financial economics from Imperial College Business School.