An investment management firm that designs, builds and manages customized portfolios and multi-asset solutions for a variety of institutional investors. We design and implement multi-asset risk premium investment strategies on behalf of our clients to increase the portfolio’s expected return in a risk-controlled framework. We are organized as credit suisse investment management LLC and are wholly-owned by the eight partners who run the business.
What do we mean by risk premium? Definition: A risk premium is the expected excess return on a security or portfolio for bearing specific risk, where the excess return is the difference between an actual return and that of a riskless security. A risk premium strategy systematically captures this excess return in a risk-controlled fashion. Our clients engage us as advisors: discretionary, non-discretionary or both. Nederlof began his career as a quantitative strategist at Salomon Brothers, Inc, was the head of research and portfolio management at TSA Capital Management, the Head of Investor Risk at Capital Market Risk Advisors and a Portfolio Manager and Managing Director at K2 Advisors LLC in Stamford, CT. Lloyd began her career in the Economic Research department at Irving Trust and then moved into Foreign Exchange Sales. She continued in FX Sales at JP Morgan, followed by joining Morgan Stanley’s FX Sales group, where she rose to Managing Director.
Lloyd moved to Deutsche Bank where Ms. Lloyd was instrumental in the formation of the FX Select platform which evolved into the DB Select hedge fund platform offering. Baehr began his career at Banque Paribas in 1996, working with asset managers, hedge funds, and private banks on a range of equity, interest rate, and foreign exchange derivatives transactions. Subsequently, on equity derivatives desks in New York and London at Bankers Trust, Deutsche Bank, and Morgan Stanley, he helped usher in new risk premium and risk redistribution strategies that provided exposure to implied volatility, correlation, and dividends. In 2007, Baehr joined BNP Paribas as a Managing Director and launched North America Long Only Sales, a solutions team that grew to serve over fifty pension funds, asset managers, insurance companies, and endowments. Most recently, he drove product campaigns for multi-asset quantitative index strategies to insurance companies and asset management firms at Credit Suisse. Since 2008, Baehr has served on the Board of Directors of Goodwill NYNJ and sits on the Investment and Audit Committees.