Latest intelligence from
Systematic Risk | Systematic Value
Systemic Risk and Systematic Value, SR-SV, is dedicated to socially responsible macro trading strategies. Macro trading strategies are alternative investment management styles based on macroeconomic and policy trends. If the right principles and ethics are applied, social and economic benefits arise from an improved information value of market prices, increased efficiency of capital allocation and reduced risk of financial crises.
SR-SV is our sister, non-profit effort created by Ralph Sueppel in 2012.
Robert Enserro is a founding partner of Macrosynergy and its Chief Executive. Robert is responsible for the company’s strategic business development and operations.
From 2005 to 2009, Robert worked at BlueCrest Capital as a Portfolio Manager and Head of Business Development for the Emerging Markets team. Before joining BlueCrest, Robert was a sovereign debt trader, managing proprietary and flow trading efforts at Deutsche Bank, Donaldson Lufkin & Jenrette (DLJ), UBS and Chase Manhattan/Chemical Bank, where he started his career in 1991.
Prior to working at Deutsche Bank, Robert spent three years at Bank of America, where he created and was Co-Head of the Central Bank Liquidity Desk, the bank’s first cross-product sales effort for central banks and sovereign wealth funds.
Throughout his career, Robert has been driven by building businesses and strategic relationships, leveraging his entrepreneurial spirit with lessons learned from his experience working within global financial institutions. Robert graduated with a Bachelor of Science (B.Sc.) in Public Policy and in Spanish from Hamilton College (USA).
Dr. Ralph Sueppel is Macrosynergy’s Managing Director for Systems and Trading Strategies, leading the development of the company’s quantamental system and tradable economics strategies.
Ralph joined Macrosynergy in January 2018. From 2011 to 2017, Ralph was an Executive Member and Portfolio Manager at Graham Capital, managing capital in global derivatives markets across all asset classes based on a broad range of proprietary macro-systematic strategies. During his tenure at Graham Capital, Ralph created the Systemic Risk and Systematic Value Project, a non-profit effort dedicated to educating the broader economic, investment and quant community on the merits of socially responsible macro trading strategies. Prior to Graham, Ralph was head of quant macro and algorithmic strategies at UBS AG, where he renovated and enhanced the systematic strategies for both the FICC and equities businesses. Before UBS, he worked as Senior Strategist and Portfolio Manager at BlueCrest Capital. Ralph began his career at J.P. Morgan in the 1990s and served in a brief assignment for the European Central Bank.
Ralph earned his doctorate in economics and finance from the University of Bonn and completed his undergraduate studies at the University of Mannheim.
Dr. Lasse de la Porte Simonsen is Macrosynergy’s Director of Advanced Analytics and Infrastructure with responsibilities for backend infrastructure, data processing and statistical workflows.
Lasse joined Macrosynergy in 2016 first as a consultant and later as a portfolio strategist, while finishing his doctorate in economics from Birkbeck, University of London. In his doctorate thesis Lasse focused on dealing with economic measurement and modelling of large and untidy datasets and building systematic systems to clean and process data. Part of this research was conducted during a PhD internship with the Bank of England in 2015. Lasse’s thesis was awarded the Phillip Powell award for best PhD thesis of 2019 in the school of Business, Economics, and Informatics at Birkbeck.