Alexander Strange is a Principal Quantitative Researcher at BlueCove, with previous experience as a Quantitative Analyst at Aberdeen Standard Investments and UBS. Alexander's expertise lies in systematic macro fund launch, volatility products, linear products/curve modeling, swaption/interest rate derivatives, and exotic equity derivatives. Alexander holds a BA in Natural Sciences specializing in Physics from Trinity College Cambridge and an MSci in Experimental and Theoretical Physics from the same institution.
March, 2024 - present
July, 2021
Principal Quantitative Researcher at Hedge Fund Management
Principal Quantitative Researcher at Lynx Asset Management
Principal Quantitative Researcher at Lynx Asset Management
Principal Quantitative Researcher at Paragon National Group
Principal Quantitative Researcher at Neurons Lab