Rudolph Shally

Rudolph Shally is a seasoned financial professional with extensive experience in derivatives trading and portfolio management. Currently serving as Sr. Director and Derivatives Portfolio Manager at Equitable since October 2017, Rudolph manages an $80 billion portfolio of variable annuities and focuses on hedging strategies involving US and international equity indices and fixed income, alongside trading, structuring, and system development in Python. Prior to that, Rudolph was a self-employed data scientist, participated in Kaggle competitions, and held several significant roles, including Portfolio Manager and CIO at IStar Capital B.V., where Rudolph managed a systematic CTA strategy, and an Executive Director at AIG, specializing in exotic hybrid derivatives. Previous experience includes senior positions at Reliance, Citi, and valuable academic roles in theoretical and experimental particle physics. Rudolph holds a Doctorate in Theoretical Physics from Charles University.