Ken Miller

Ken has more than 20 years experience as a Portfolio Manager and Trader, designing and implementing global macro and systematic strategies for a range of institutional investors. Most recently at Longtail Alpha he formulated both absolute return strategies for unconstrained accounts and tail-risk hedge solutions to add alpha versus passive hedge benchmarks. He has developed cross-asset research and custom portfolio optimizations to meet specific client objectives, applying the results of analyses of major market drawdowns including 2008 and the 2020 episodes.

In his prior role at PIMCO, Ken managed G10 bond portfolios and traded equity, fixed-income and FX derivatives across the firm’s accounts. Ken engaged frequently with PIMCO’s Investment Committee to debate global macroeconomic portfolio strategy and to tailor and integrate investment positioning for portfolios. He was the lead portfolio manager on the firm’s $100 billion G10 currency overlay funds platform, for which he designed and managed the product’s evolution and its analytics since inception in the early 2000s. Other areas of focus include non-dollar macroeconomic strategy, FX research and options trading, and supranational/sovereign debt research and portfolio strategy.

Ken holds an MBA from the Marshall School at the University of Southern California and an undergraduate degree in Applied Mathematics from UC Berkeley, and is also a CFA holder.