Adam Duncan

Adam is Head of Investment Science and a Managing Director in Cambridge Associates’ Boston office. He is the former head of the Portfolio Modeling and Analytics Group where he oversaw the development of the factor models and portfolio decomposition tools in use at Cambridge Associates. He has also held senior roles in manager research where he focused on investment opportunities in diversifying asset classes and strategies, including CTA/managed futures, alternative beta and risk premia, active currency, and volatility trading strategies as well as discretionary and systematic macro programs. Adam’s research interests include skill and anomaly detection, predictive modeling related to manager selection, and process automation. Adam is a frequent presenter at industry conferences and guest lectures at a number of universities.

Prior to joining Cambridge Associates, Adam served as Director of the Global Currencies Client Risk Advisory Group at Credit Suisse. In this position, Adam oversaw the business in North America, helping clients achieve best execution and optimize their currency hedging programs. He conducted research on topics such as tail risk hedging, strategy selection under volatility regimes, and event risk positioning. Previously, he spent twelve years at JP Morgan Chase, where he held several roles focused on the trading, structuring, and sales of fixed income and foreign exchange derivatives. Adam received an MS from the Graduate School of Industrial Administration at Carnegie Mellon University and a BS in Information and Decision Systems from Carnegie Mellon University.