Q U A N T I T A T I V E   M A R K E T S


Christian Schaller


Since 2004, Christian Schaller has advised investment banks on the development, training, and management of quantitative research teams through his Japan-based consulting firm Shinzenbi Ltd.


After earning a Ph.D. in Mathematics at the University of Bonn, Germany, in 1995, he learned the tools of the fixed income trade in the Relative Value team at Deutsche Bank, managed by Anshu Jain.


As Global Head of Leveraged Investment Strategy at ABN AMRO, Christian used his skill to translate mathematical theory into profitable trading positions for the firm’s most demanding clients, including hedge funds, proprietary trading desks, central banks, and other financial institutions.


He played a key role in establishing the current analytic state-of-the-art in the areas of principal component analysis and basis swap modeling.

Doug Huggins


Doug Huggins has been working in the fixed income markets in the US and Europe for 25 years.


He managed the European fixed income relative value research group at Deutsche in the late 90’s, when the group was voted best in its class for three consecutive years by the readers of Global Investor Magazine.


He joined ABN AMRO in 2001 as Global Head of Fixed Income Relative Value Research, and subsequently became the firm’s Global Head of Hedge Fund Sales.


In 2003, he started a proprietary trading desk at ABN, focusing on fixed income relative value opportunities. He continued a career as a relative value trader in the London offices of two global hedge funds, Citadel and Old Lane.


Doug has a Ph.D. in financial economics and statistics from the University of Chicago and has focused throughout his career on developing financial and statistical models for the purpose of identifying relative value opportunities in global markets.