Henrik Neuhaus, PhD

Co-Founder and Chief Investment Officer
CataMetrics Management, LLC / Henrik Neuhaus, PhD

Henrik has spent over 25 years in capital-markets trading, investment management, and risk management. He has extensive experience in the areas of portfolio construction, development of investment strategies, and in creating risk-management frameworks. His particular expertise is in volatility modeling, developing and using factor models, and in creating trend-following strategies.

Prior to co-founding CataMetrics Management, Henrik was the Chief Risk Officer at a hedge-fund platform, and he has extensive experience in analyzing, evaluating, and risk-managing traditional and alternative investment strategies across the full spectrum of asset classes and styles.

After moving to the US in 1998, Henrik managed his own consulting business specializing in advising buy-side firms on risk management. Earlier, in the UK, he co-founded and ran the Group Risk Division of Nikko Securities where he headed Nikko’s overall risk-management methodology and technology development. Prior to this, Henrik was an equity-derivatives market-maker for S.G. Warburg, traded derivatives at J.P. Morgan, and worked as an analyst for Salomon Brothers.

Henrik is a frequent participant, speaker, and panelist at industry events and has been published in industry magazines and academic journals. Henrik is active in PRMIA (Professional Risk Managers’ International Association) and is a member of the Stamford Steering Committee. Henrik received his doctorate in finance from the University of London and his undergraduate degree in economics and business administration from the Stockholm School of Economics.

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