Current Employment

Founding Partner, Co-Head of Investment Research
Versor Investments (formerly Alternative Risk Premia Investments), New York, NY.

I lead and conduct quantitative research for systematic alternative investments. The team applies financial insight and machine learning methods to large and varied data sets.  The research covers alpha signals, risk models, liquidity, portfolio optimization, and execution strategies.

Versor is an award-winning investment boutique offering systematic, alternative investment strategies. The investment strategies include stock selection with short or medium holding periods, merger arbitrage, global macro, trend following, and multi-strategy combinations.

Professional Awards

With Intelligence HFM Performance Awards 2024
Versor Equity Summit (won), Versor Alternative Return Capture (short-listed), Versor Merger Arbitrage (short-listed), Versor Equity Prism (short-listed).

With Intelligence HFM Performance Awards 2021
Versor Alternative Return Capture (won), Versor Merger Arbitrage (short-listed), Versor Global Equities Tactical Trading (short-listed).

With Intelligence HFM Performance Awards 2020
Versor Merger Arbitrage (won).

Computer Skills

Expert programmer in Python and MATLAB with a focus on machine learning, statistics, and numerical optimization. Skilled user of SQL database systems and standard office, presentation, and productivity software.

Prior Work Experience

Managing Director, Research
MSCI, New York, NY.
Led and conducted quantitative research for global multi-asset-class risk models (Barra/RiskMetrics), including private equity and private real estate. 

Head of Quantitative Research
Investcorp, New York, NY.
Led and conducted research for systematic implementation of hedge fund strategies. Analysis used for asset allocation and manager selection decisions in multi-manager hedge fund portfolios.

Director of Quantitative Equity Research
New York Life Investment Management, New York, NY.
Conducted quantitative research for systematic equity strategies. Supported 5 systematic portfolio management teams. Launched target date funds. 

Assistant/Associate Professor of Finance
William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, NY.
Published academic research in empirical finance. Taught graduate courses in forecasting, finance, and international finance.

Economist
Division of International Finance, Board of Governors of the Federal Reserve System, Washington, DC.
Briefed Board of Governors on international economic and financial news. Conducted financial research.

Lecturer
Princeton School of Public and International Affairs, Princeton University, Princeton, NJ.

Research Assistant
Financial Markets Group, London School of Economics and Political Science, London, England.

Financial and Computational Consultant
Quantitative Financial Strategies, Stamford, CT.

Engineering Intern
General Motors Corporation, Detroit, MI.

Education

Ph.D., M.A. Economics
Princeton University, Princeton, NJ.
B.S. Engineering Science, Mechanical
cum laude, distinction in Economics, Yale University, New Haven, CT.
International Baccalaureate
Lester B. Pearson College of the Pacific, Victoria, BC, Canada

Academic Honors

William G. Bowen Fellowship, Princeton University.
General Motors Scholarship, Yale University.
Fellow, Studienstiftung des deutschen Volkes. (English

Professional Activities

Series 3 – National Commodity Futures Examination, NFA/FINRA
Member, American Finance Association


Previous Professional Activitives

Associate Editor, Journal of Financial Economics
Participant, NYLIM Leadership Development Program
Member, Chicago Quantitative Alliance (CQA), MATLAB Financial Services Advisory Board, Thomson Reuters Customer Advisory Board.
Ad hoc Referee for many top academic journals in Finance and Economics. 

Foreign Language Skills

German native speaker.

Publications

For a description of my research and a list of my publications, please visit the research section. 

Ludger Hentschel, Versor Investments, 1120 Avenue of the Americas, 15Fl, New York, NY 10036

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