Ramon Verastegui

Dr. Ramon Verastegui is the founder & chief investment officer of Kairos Investment Advisors, a quantitative hedge fund manager, established in New York in 2020, which specializes in derivatives and volatility trading. Prior to establishing Kairos, Dr. Verastegui was a senior portfolio manager at PSP, a Canadian pension fund with more than $240bn AUM. At PSP, he was the head of the Quantitative Strategies team within the Internal and Absolute Return Strategies group and launched the Risk Recycling Fund. In addition, he was also a member of the Public Markets Investment Committee and led the global corporate initiative to define the quantitative ambitions of PSP across all investment teams.

 

Ramon also served on the Columbia University Advisory Committee for Socially Responsible Investing from 2015 to 2018, which provided guidelines and recommendations for the Columbia University endowment and led to the creation of the Climate School. Before joining PSP, Ramon was a managing director at Societe Generale (SG) in New York where he spent 13 years. At SG, he ran the Flow Strategy and Solutions group (multi-asset strategy) for the Americas. His team worked with hedge funds, asset managers and institutions on generation and structuring of quantitative investments strategies, differentiated trade ideas, and portfolio management advisory. Previously, he led the global structuring and strategy groups in the Global Equity Flow division, focusing on pricing and developing new quantitative strategies & products, bespoke solutions as well as risk management. His team has been a leader on global macro cross-asset volatility, risk premia, quantitative strategies, and tail risk hedging implementations.

 

Innovation: his team was voted #1 in best trading ideas for options, in most innovative swap and solutions, and the most innovative new product ideas, best US ETF research by Greenwich associates, as well as best US research house & global volatility house of the year by Global Capital derivatives. In 2017, Ramon was inducted into the “Hall of Fame” of volatility investing by EQDerivatives, and in early 2024, he was selected as one of the leading practitioners in volatility & systematic investing for 2023.

 

Ramon holds a Ph.D., M.Phil and M.S. in applied physics and mathematics from Columbia University in New York, a Master &DEA in engineering from CentraleSupelec in Paris and his undergraduate degrees from ICAI in Madrid. In addition, he has been a visiting scholar at the Massachusetts Institute of Technology in Cambridge, MA. Ramon has been regularly cited in the Wall Street Journal, IFR, Bloomberg and Financial Times. He is also the founding president of the Columbia University Club of Spain, and a member of the Advisory Board of Mathematical Finance program at Rutgers University. He also served on the board of managers of the Columbia University Engineering Alumni Association (CEAA)