Sep 26, 2012 ---
Silva was hired as senior portfolio strategist by Attalus Capital LP.
this newly created role, Silva will work with Attalus’ trading and risk
management teams to enhance the cost and benefit characteristics of the firm’s
risk calibration and benchmark replication for traditional and
alternative investment strategies.
will also work with clients to evaluate and construct customized solutions. The
firm’s proprietary investment platform
addresses the growing demand for customized investment solutions such as risk
exposure aggregation, calibration, inflation protection and tail hedging among institutional
Silva’s extensive background in risk management and trading expertise, Patrick
C. Egan, president and chief investment officer, said, “Our clients are
increasingly focusing on investment and risk management strategies that are
designed for their particular portfolios. That is why Attalus has built the
infrastructure needed to bring new and innovative investment solutions to the
appointment of Silva represents the continuation of the firm’s investment team expansion,
adding key personnel with macro market expertise, portfolio construction,
dedicated risk management and trading capabilities.
was most recently a managing director of equity derivatives trading at Credit
Suisse in New York, where he was responsible for overseeing the U.S. single
stock option flow derivatives trading team and managing its risk. Before that,
he held positions within Credit Suisse’s single stock options flow trading and
securitized derivatives groups in London. Silva began his investment career in
1995 as an options trader at CME with Société Générale.
holds a master’s of science in financial mathematics from the University of
Chicago and a bachelor’s of science from the University of Wisconsin at
Capital is a global asset management firm in Philadelphia.