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FF Capital Partners, LLC


We are a network of financial risk and software experts (risk managers and traders, software and financial engineers). Our core experts have known each other and worked together at least in pairs for more than a decade. Collectively we have over 80 years of “real world” experience. Our firm functions as a meritocratic organization (sharing the work and its results according to each one’s contribution to our clients). Our core partners have doctorate degrees but more importantly, we have industrial – hands on and managerial- established expertise. Our background and incentive structure enable our solutions (and implementations when necessary) to be of great value added to our clients. We start and finish by focusing on our clients’ problems.


Co-founder and Managing Partner:  Geraldo Filgueiras, PhD


Partners and Core Experts Network

Geraldo Filgueiras, PhD – partner, risk & strategy analysis, credit illiquid markets expert

geraldo.filgueiras@FFCapitalPartners.com

Geraldo has over twenty years of experience in Finance successfully covering several different business functions. Immediately after his doctoral work, he built and ran successful risk, trading strategy and quantitative research functions for some of the premier investment banks in the world. He has covered several different asset classes with a significant track record in credit, fixed income and EM classes. He is also the founder of BAM.money, Inc - a platform where professional buyers and sellers bid, ask and match (i.e., search, research and negotiate) illiquid assets. Prior to his industry experience, he spent seven years doing research in academic and/or governmental institutions.

Prior relevant experience

  • Goldman Sachs, Senior Firm-wide risk manager, Market Risk Management and Analysis: Credit Trading (Flow, Prop and Structured), Credit Origination and Emerging Market Trading. Contributed to the stellar performance of GS during market ups and downs of the 2006 - 2008 period
  • Bear Stearns, Senior Managing Director. Hired by members of the Bear Stearns executive committee (immediately prior to JP Morgan acquisition) to rebuild and run market risk, fixed income trading business
  • Barclays Capital, Global Head of market risk for Structured Credit Products trading and Head of market risk for EM-LatAm trading built the firm’s market risk framework, helping the firm avoid significant losses in the 2002-05 period.
  • Merrill Lynch (NY), Risk Manager, Global Credit Derivatives, Emerging Markets and Risk Infrastructure
  • Paribas Capital Markets (NY), Senior quant-strategist, trader: Global Emerging Markets, Fixed Income
  • Banco de Investimentos Garantia (SP, Brazil, Head of firm-wide derivatives research, all asset classes
  • PhD in Financial Engineering from EES&OR, Stanford University, MS in Eng.Econ.Sys, Stanford U, MBA in Finance, IBMEC (Brazil), Engineer and MS in Mechanical Eng., PUC-Rio (Brazil)

Mohsen Mazaheri, PhD – partner, risk analysis, hedge fund risk management expert

mohsen.mazaheri@FFCapitalPartners.com

Mohsen has over 19 years of financial markets experience. He has held senior level positions in capital markets and risk management at sell side, multi-strategy and event driven hedge funds, and hedge fund of funds. Market risk management experience includes expertise in equities, derivatives, credit and to a lesser extent FX, rates, and commodities. Headed the risk function for a commodities private equity fund with $2.5 BN in assets. His experience includes portfolio analysis for relative value, event, macro, and long/short equity hedge fund strategies.

Prior relevant experience

  • Barclays Capital, Head of Americas Risk Management: Equity businesses covered include volatility (proprietary, exotics, and flow), program trading, statistical arbitrage, capital structure, convertible arbitrage, risk arbitrage, index arbitrage, syndicate, cash, prime brokerage, and fund linked products.
  • Lehman Brothers, Risk manager for Lehman's largest proprietary portfolio.
  • Sowood Capital, Chief risk professional responsible for all phases of risk analysis and research for combined hedge fund and private equity firm. Strategies traded include capital structure, risk arbitrage, share class relative value, fixed income arbitrage, FX relative value, volatility, and structured credit.
  • Credit Suisse Asset Management, Hedge fund of funds portfolio manager. Led the Event Driven and Relative Value sectors.
  • Deutsche Bank, Head of risk management for hedge fund of funds.
  • Goldman Sachs Asset Management, Hedge fund of fund quantitative analysis, risk management, and manager due diligence.
  • Paribas, Risk manager for credit desk.
  • PhD, MA in math and MS in finance from U. of Wisconsin, Madison

Dr. Gene Schupak – advisor, pricing and risk models expert

Gene is a partner and Head of Quantitative Research and Development at Suite, LLC - a leading provider of analytical software for the Financial Services community. He has over 22 years of the Industry experience with strong emphasis on Quantitative Modeling, Relative Value Portfolio Strategy, Analytical Software Architecture and Risk Management of a broad range of Financial Products. Gene holds a Ph.D. in Physics from the Kiev Institute of Thermophysics and has taught mathematics at Temple University.

Prior relevant experience

  • Managing quantitative research teams at Tier 1 Banks, buy-side firms and software vendors
  • Heading Fixed Income Portfolio Strategy at a multi-billion dollars Hedge Fund
  • Implementation of Counterparty Credit Risk management system at a medium size bank
  • Implementation of the Credit mapping system at Tier 1 Bank
  • Analytical Library Architecture at a leading software vendor.

Boris K Alves, PhD – partner, software and visualization expert

boris.alves@FFCapitalPartners.com

System Architecture & Data Visualization expert. Proven expertise on software development, project management, high tech business and startups. Over 20 years involvement with BI, software development, cloud computing, big data analysis.

Prior relevant experience

  • mStrategy Systems – Founder and Managing Partner – high tech company in Brazil focused on CRM, Performance Management and Data Visualization. Driven marketing and sales strategies towards developing a strong multinational client base with major Fortune 500 pharmaceutical corporations. Management of software development team and new product development cycle.
  • Fundação Getúlio Vargas EAESP/FGV – Professor at the department of Informatics and Quantitative Methods (IMQ). Focus on management of information systems, mathematical modeling and decision sciences.
  • GV Consult (FGV Consulting) – Project manager and senior consultant. Development of diagnostics and strategic plans for corporate and public sectors.
  • Cegedim Dendrite – Leading multinational company focused on CRM and Sales force automation. Management of technical team in charge of development, implementation and operation.
  • PhD in computational mechanics, MA in math from U. of California, Berkeley

 

 

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