Arthur M Berd

Arthur M Berd is founder and CEO of General Quantitative. Previous to this, he was the head of macro volatility strategies at Capital Fund Management, a hedge fund specialising in systematic investment management, headquartered in Paris. He is a well-known industry expert in credit modelling, quantitative investment strategies, and portfolio and risk management.

Prior to joining CFM, Berd was the head of quantitative market strategies at BlueMountain Capital Management, a leading credit hedge fund in New York. Prior to that, he was a senior vice-president at Lehman Brothers, where he was responsible for a variety of quantitative credit models and strategies across corporate bonds and credit derivatives, and was instrumental in portfolio and risk advisory activities for the firm’s largest clients. Before joining Lehman Brothers in 2001, he was a vice-president at Goldman Sachs Asset Management, focusing on risk management and quantitative portfolio analysis.

Berd holds a PhD in physics from Stanford University. He is an author of more than 30 publications in refereed journals and industry publications, and a frequently invited speaker at major industry conferences. He is a member of the editorial board of The Journal of Credit Risk, and the co-ordinator of the quantitative finance section in, a global electronic research repository.


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