Alexei Jiltsov

Alexei spent 16 years focusing on quantitative finance. Prior to Blacktree, Alexei spent 6 years developing the Quantitative FX franchise for Lehman Brothers. His work included the studies of currency volatility around macro-economic events, analysis of currency tail and correlation risks, risk aversion dynamics and inflation risk premium. Alexei led the development of Lehman Brothers’ macro quantitative suite of systematic currency trading strategies that ran over $1.8Bn AuM. Alexei was also heavily involved in developing the quantitative FX volatility trading tools and ran systematic proprietary risk in the currency space on behalf of Lehman Brothers since 2005. Prior to Lehman Brothers, Alexei held research positions at the London Business School and University of Chicago Graduate School of Business. Alexei holds a PhD in finance from London Business School and a MSc. from Moscow State University in Applied Mathematics. Articles written by Alexei have been published in the Journal of Finance and Journal of Financial Economics. His research has received awards and has been referenced by major world policymakers.