Jonathan Loflin

Head, Alpha at GSR

Jonathan Loflin is the current Chief Risk Officer at GSR. Prior to this, they were a Principal and Senior Portfolio Manager of the Coria RV Fund at Mariner Investment Group from December 2013 to September 2018. There, they were responsible for technical research and programming projects to apply ML approaches to enhance derivatives/RV investment strategies.

From January 2019 to May 2021, Jonathan was with Coria Capital Advisors LLC & Catenary/GenTrust LLC as a machine learning, risk & portfolio management, derivatives, and solutions specialist. In this role, they advised CIOs on derivative-based strategies and investments, macro, and risk management. Jonathan also developed and launched a long-volatility SPAC Warrant strategy, with an emphasis on applying machine-learning techniques. Additionally, Jonathan engineered advanced listed option, vix, and volatility-derivative analytics libraries and developed ‘solutions’ to provide systematic option strategies for investment management businesses.

Jonathan holds an Executive Program in Management & Leadership from the MIT Sloan School of Business. Their coursework there included AI / ML, Python, and Data Science.

Jonathan Loflin works with Quentin Dubois - Trader, Aman Bhalla - Director of Trading & Client Operations, and Michael Bressler - Global Head of Sales. Jonathan Loflin reports to Richard Rosenblum, Co-Founder and President.

Links

Timeline

  • Head, Alpha

    Current role

  • Chief Risk Officer

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