Summary
Tim Ellerton is a portfolio manager based in London with 10+ years crafting research-driven systematic long-short and long-only equity strategies for institutional investors including pension funds, insurers, and sovereign wealth funds. He blends a deep quantitative pedigree—MSc in Mathematical Trading and Finance—with practical experience across global banks and asset managers (Acadian, Nomura, Deutsche Bank, Citi, Morgan Stanley), moving from derivatives modelling into multi-asset and equity strategy leadership. Known for translating academic signals into robust, production-ready portfolios, he navigates model risk, implementation cost, and client mandates to deliver repeatable performance. Tim’s background in both front-office quant roles and derivatives modelling gives him an uncommon perspective on execution and hedging nuances that materially affect systematic strategies. He is adept at aligning research teams and portfolio construction to meet fiduciary-grade constraints while keeping innovation alive.
10 years of coding experience
1 year of employment as a software developer
MSc, Mathematical Trading and Finance, MSc, Mathematical Trading and Finance at Bayes Business School
BA Hons, Law and Society, BA Hons, Law and Society at University of Exeter