Global Head of Quantitative Research, Asset Allocation and Investment Risk Management
- Citi Investment Management
Strategic asset allocation—creating a long-term investment strategy—is
one of the most critical challenges investors face. Our methodology takes a distinctive
approach to returns and risk, as well as to each client’s needs.
Gregory has overall responsibility for quantitative research and asset allocation
within Citi Investment Management. He oversees Adaptive Valuation Strategies, our
methodology for determining the suitable long-term mix of assets for each client’s
portfolio. He also serves as Vice Chairman of the Private Bank’s Global Investment
Committee, which sets our tactical asset allocation policy.
Previously, he was chief investment risk officer at Ivy Asset Management, director
of research at Rydex Investments and a director at the global research center
in Deutsche Asset Management.
Gregory received his MS and PhD with a concentration in Finance from The Wharton School,
University of Pennsylvania, his SM in Management from the Sloan School of Management,
Massachusetts Institute of Technology and his BS from the Haas School, University
of California at Berkeley.
Citi Investment Management is the Private Bank’s discretionary investment
management organization, which actively manages equities, fixed income, hedge fund-of-funds,
as well as multi-asset class and bespoke investment portfolios on behalf of clients.