Schlomy Botbol

Background

About Schlomy Botbol

As a seasoned Quantitative Portfolio Manager, I combine portfolio management and analytical responsibilities to design innovative models and lead investment strategies involving derivative products. Specializing in volatility strategies - including arbitrage, Global Macro CTA, and hedging - I have managed up to $800 million in assets, consistently delivering strong results in demanding environments. I leverage my strong programming skills to design a quantitative research platform and portfolio management tools that automate daily tasks. This allows me to dedicate over 50% of my time to research, fostering the development of more robust models and optimizing long-term performance. To offer an alternative to diversified and multi-asset funds, I combine my quantitative expertise with long-term, conviction-based stock picking to manage flexible funds that aim to deliver strong performance while controlling risk. This approach has proven successful with the Comgest Growth Global Flex fund, rated 4 by Morningstar and ranked 16th in Sharpe Ratio among nearly funds in its category. Leveraging my entrepreneurial mindset, I contribute to large-scale projects, such as the founding of Nexar Capital and the development of quantitative expertise at Comgest. I lead the design of innovative strategies, collaborate with teams to develop tailored investment solutions, and support marketing efforts to drive client engagement. My passion for sharing knowledge has led me to teach Volatility Trading Strategies since 2014 to students in the Master 203 program at Paris Dauphine University. My courses are consistently praised for their clarity and relevance, with positive feedback from both students and the program director every year.