Company

Tolomeo Capital was established in 2011 as a spin-off from the quant and risk management unit of one of Switzerland’s largest institutional family offices. Tolomeo focuses on quantitative, technology-driven investment strategies with a strong emphasis on risk-adjusted returns. It has built a proprietary and state-of-the-art technology infrastructure that allows it to control every detail of the investment process from front to back. This enables Tolomeo to rapidly develop new trading ideas and translate them into high-quality tradable quantitative models. Tolomeo Capital is regulated and licensed as an asset manager of collective investment schemes by the Swiss Financial Market Supervisory Authority (FINMA).

 

Investment philosophy

Tolomeo Capital’s objective is to deliver stable and attractive risk-adjusted returns that have no correlation to major equity indices and hedge fund benchmarks. Tolomeo strives to generate an independent return stream with controlled volatility. To achieve this, the company pursues a systematic, short-term and price-based strategy that focuses on trading patterns of liquid, publicly-traded equity securities and derivatives. R&D and innovation are a key focus of the company. Tolomeo constantly improves its set of productive trading systems and adds new diversifying quantitative models in order to deliver uncorrelated alpha over the long term.

Team

The partners at Tolomeo Capital have worked together successfully for many years. All investment professionals have strong analytical backgrounds and a full set of complementary skills, ranging from investment management to risk management, financial mathematics and software engineering.

Ivan Popovic

Ivan Popovic

Managing Partner

Ivan Popovic is a founding partner of Tolomeo Capital and serves as the company’s Managing Partner. In 2006, he co-founded aeris CAPITAL (nka Calibrium), a large family office where he was responsible for several investment funds and served as a member of the Executive Management and the Board. Prior to that, he held various investment and risk management positions at Adveq, an international private equity investment company. Ivan Popovic previously also worked as an actuary at Swiss Re.

 

Ivan Popovic graduated with a Bachelor’s degree in Physics and a Master’s degree in Mathematics from the Swiss Federal Institute of Technology (ETH) in Zurich. He obtained an MBA from IESE, University of Navarra, Barcelona.

 

Nicolas Mirjolet

Nicolas Mirjolet

Chief Investment Officer

Nicolas Mirjolet is a founding partner and the Chief Investment Officer of Tolomeo Capital. He previously worked as a quantitative analyst at aeris CAPITAL (nka Calibrium), a large family office. From 2006 until 2010, Nicolas Mirjolet served as a member of the Executive Board and Head of Equity Strategies at swissQuant Group, a spin-off from the Swiss Federal Institute of Technology (ETH) in Zurich. Prior to that, he worked in the European Credit Research and Sales teams at JPMorgan Chase in London and Frankfurt.

 

Nicolas Mirjolet graduated with a degree in Engineering from the Ecole Supérieure d’Electricité (Supelec) in Paris and an MSc in Electrical Engineering from the ETH in Zurich.

 

Simon Keel

Simon Keel

Chief Technology Officer

Simon Keel is a founding partner and the Chief Technology Officer of Tolomeo Capital. He previously worked at aeris CAPITAL (nka Calibrium), a large family office where he focused on the areas of risk management and asset allocation. In 2006, Simon Keel was one of the co-founders and Chief Information Officer of swissQuant Group, a spin-off from the Swiss Federal Institute of Technology (ETH) in Zurich, where he served as a member of the Executive Management and the Board. From 2003 to 2006, he worked at the Measurement and Control Laboratory at the ETH, where he completed his PhD. Prior to that, he was employed as an IT consultant at the global technology consulting group Altran.

 

Simon Keel obtained a Master’s degree in Mechanical Engineering and a PhD in Financial Engineering from the ETH in Zurich.

 

Zoe Russell

Zoe Russell

Director of Sales & Investor Relations

Zoe Russell joined Tolomeo Capital as Director of Sales and Investor Relations in 2016. From 2015 to 2016, Zoe headed the Distribution team at alternative asset management firm Trium Capital in London. Prior to this, she worked for over six years at Marshall Wace Asset Management, a global alternative investment manager, initially as an Investor Relations Analyst and latterly as global Head of Investor Relations & Client Services based in London.

 

Zoe Russell obtained a BA (Hons) degree in History from the London School of Economics and Political Science in 2007.

 

Sonja Frech

Sonja Frech

Director of Finance & Compliance

Sonja Frech is a founding partner and the Director of Finance & Compliance of Tolomeo Capital. In 2006, she co-founded aeris CAPITAL (nka Calibrium), a large family office where she was the CFO and a member of the Executive Management and the Board. Prior to that, Sonja Frech worked for Energie-Baden-Württemberg (EnBW) in the areas of extrajudicial debt enforcement proceedings, mergers and acquisitions, and investment controlling, and held senior Finance and Controlling positions in several financial and industrial companies.

 

Sonja Frech graduated in Business Administration (VWA) and obtained a Bachelor in Professional Marketing and Communication Management (CCI). She also studied at the Institute for International Accounting in Stuttgart and the Controller Academy in Munich.

 

Denis Kubasov

Denis Kubasov

System Engineer

Denis Kubasov joined Tolomeo Capital as a System Engineer & Software Developer in 2015. In this function, he is responsible for enhancing and maintaining the internal proprietary trading platform. Before joining Tolomeo Capital, Denis worked as a senior software developer for Source Capital AG in Zug, Switzerland, from 2014 to 2015 and spent three years as a software developer at Société Générale CIB in Paris.

 

Denis Kubasov obtained an MSc in Computer Science and Applied Mathematics from Moscow State University, an MSc in Financial Markets and Asset Management from CNAM in Paris and a PhD in Informatics from the University of Rennes 1, France.

 

Pietro Maciotta

Pietro Maciotta

Quantitative Engineer

Pietro Maciotta joined Tolomeo Capital as a Quantitative Engineer in June 2012. In this function, he is responsible for the company’s mid and back office operations. Before moving to Tolomeo Capital, Pietro Maciotta spent two years at Liechtensteinische Landesbank (LLB), where he was part of the Asset Management team. From 2008 to 2010, he worked in the Equity team at swissQuant Group, a spin-off from the Swiss Federal Institute of Technology (ETH).

 

Pietro Maciotta obtained a Master’s degree in Mechanical Engineering from the ETH in Zurich. His research focused on scientific techniques in signal processing used for the analysis of financial time series.

 

Team

x
Ivan Popovic

Ivan Popovic

Managing Partner

 

Ivan Popovic is a founding partner of Tolomeo Capital and serves as the company’s Managing Partner. In 2006, he co-founded aeris CAPITAL (nka Calibrium), a large family office where he was responsible for several investment funds and served as a member of the Executive Management and the Board. Prior to that, he held various investment and risk management positions at Adveq, an international private equity investment company. Ivan Popovic previously also worked as an actuary at Swiss Re.

 

Ivan Popovic graduated with a Bachelor’s degree in Physics and a Master’s degree in Mathematics from the Swiss Federal Institute of Technology (ETH) in Zurich. He obtained an MBA from IESE, University of Navarra, Barcelona.

 

Nicolas Mirjolet

Nicolas Mirjolet

Chief Investment Officer

 

Nicolas Mirjolet is a founding partner and the Chief Investment Officer of Tolomeo Capital. He previously worked as a quantitative analyst at aeris CAPITAL (nka Calibrium), a large family office. From 2006 until 2010, Nicolas Mirjolet served as a member of the Executive Board and Head of Equity Strategies at swissQuant Group, a spin-off from the Swiss Federal Institute of Technology (ETH) in Zurich. Prior to that, he worked in the European Credit Research and Sales teams at JPMorgan Chase in London and Frankfurt.

 

Nicolas Mirjolet graduated with a degree in Engineering from the Ecole Supérieure d’Electricité (Supelec) in Paris and an MSc in Electrical Engineering from the ETH in Zurich.

 

Simon Keel

Simon Keel

Chief Technology Officer

 

Simon Keel is a founding partner and the Chief Technology Officer of Tolomeo Capital. He previously worked at aeris CAPITAL (nka Calibrium), a large family office where he focused on the areas of risk management and asset allocation. In 2006, Simon Keel was one of the co-founders and Chief Information Officer of swissQuant Group, a spin-off from the Swiss Federal Institute of Technology (ETH) in Zurich, where he served as a member of the Executive Management and the Board. From 2003 to 2006, he worked at the Measurement and Control Laboratory at the ETH, where he completed his PhD. Prior to that, he was employed as an IT consultant at the global technology consulting group Altran.

 

Simon Keel obtained a Master’s degree in Mechanical Engineering and a PhD in Financial Engineering from the ETH in Zurich.

 

Zoe Russell

Zoe Russell

Director of Sales & Investor Relations

 

Zoe Russell joined Tolomeo Capital as Director of Sales and Investor Relations in 2016. From 2015 to 2016, Zoe headed the Distribution team at alternative asset management firm Trium Capital in London. Prior to this, she worked for over six years at Marshall Wace Asset Management, a global alternative investment manager, initially as an Investor Relations Analyst and latterly as global Head of Investor Relations & Client Services based in London.

 

Zoe Russell obtained a BA (Hons) degree in History from the London School of Economics and Political Science in 2007.

 

Sonja Frech

Sonja Frech

Director of Finance & Compliance

 

Sonja Frech is a founding partner and the Director of Finance & Compliance of Tolomeo Capital. In 2006, she co-founded aeris CAPITAL (nka Calibrium), a large family office where she was the CFO and a member of the Executive Management and the Board. Prior to that, Sonja Frech worked for Energie-Baden-Württemberg (EnBW) in the areas of extrajudicial debt enforcement proceedings, mergers and acquisitions, and investment controlling, and held senior Finance and Controlling positions in several financial and industrial companies.

 

Sonja Frech graduated in Business Administration (VWA) and obtained a Bachelor in Professional Marketing and Communication Management (CCI). She also studied at the Institute for International Accounting in Stuttgart and the Controller Academy in Munich.

 

Denis Kubasov

Denis Kubasov

System Engineer

 

Denis Kubasov joined Tolomeo Capital as a System Engineer & Software Developer in 2015. In this function, he is responsible for enhancing and maintaining the internal proprietary trading platform. Before joining Tolomeo Capital, Denis worked as a senior software developer for Source Capital AG in Zug, Switzerland, from 2014 to 2015 and spent three years as a software developer at Société Générale CIB in Paris.

 

Denis Kubasov obtained an MSc in Computer Science and Applied Mathematics from Moscow State University, an MSc in Financial Markets and Asset Management from CNAM in Paris and a PhD in Informatics from the University of Rennes 1, France.

 

Pietro Maciotta

Pietro Maciotta

Quantitative Engineer

 

Pietro Maciotta joined Tolomeo Capital as a Quantitative Engineer in June 2012. In this function, he is responsible for the company’s mid and back office operations. Before moving to Tolomeo Capital, Pietro Maciotta spent two years at Liechtensteinische Landesbank (LLB), where he was part of the Asset Management team. From 2008 to 2010, he worked in the Equity team at swissQuant Group, a spin-off from the Swiss Federal Institute of Technology (ETH).

 

Pietro Maciotta obtained a Master’s degree in Mechanical Engineering from the ETH in Zurich. His research focused on scientific techniques in signal processing used for the analysis of financial time series.

 

 

News

October 2017

Tolomeo Capital appoints Director of Finance & Compliance

open

Tolomeo Capital AG, the Swiss based systematic asset manager, announced the appointment of Sonja Frech to the newly created position of Director of Finance & Compliance. With this move the company extends its team in a significant way.

Media article published July, 2017

The Hedge Fund Journal | The Hunt for Alpha Lies in the Short-Term

open

By Nicolas Mirjolet

Distinctive and compelling return streams can still be found within the universe of short-term strategies.

Media article published June 27, 2017

EuroHedge | Tolomeo gains traction in systematic short-term equity

open

Since launching in 2011 as a spin-out from the quant and risk management unit of a large Swiss family office, Tolomeo Capital is raising its profile and attracting new clients.

April 2016

Tolomeo Capital obtains FINMA Asset Manager License

open

In April 2016 the Swiss Financial Market Supervisory Authority (FINMA) granted Tolomeo Capital the license as an asset manager of collective investment schemes. This confirms the institutional-set up of the firm and of its investment activities, risk management and corporate governance.

Media article published November 2, 2015

Le Temps | Gestion active ou passive : l’union fait la force

open

By Ivan Popovic and Nicolas Mirjolet

La prolifération spectaculaire des fonds de placements dits «passifs» tels que les ETFs au cours de ces dix dernières années s’est accompagnée d’un débat de plus en plus acharné sur la question de savoir si la gestion passive est supérieure à la gestion active

Media article published October 23, 2015

Neue Zürcher Zeitung | Hedge-Funds wenden sich US-Banken zu

open

Starke Regulierung macht das Prime Brokerage für Investmentbanken in Europa unattraktiv. Hedge-Funds wenden sich daher US-Banken zu. Das hat unerwünschte Folgen.

Media article published October 10, 2014

Neue Zürcher Zeitung | Hochfrequenzhandel: Wünschenswerte Ausbeutung der Anleger?

open

Anleger sind derzeit stets mit Hochfrequenzhändlern konfrontiert, die ihre Order ausbeuten. Dennoch könnte dies unter dem Strich attraktiv für Investoren sein. Die Analyse einer Zürcher Hedge-Funds-Firma.

 

Jobs

Senior Researcher/Trader

open

To strengthen our research team, we are looking for a senior quantitative researcher with a documented track record in developing and trading systematic strategies in the equity space.

 

Your main task is to incorporate systematic trading algorithms into our investment strategy and actively contribute to its performance. You will conduct research with large financial datasets to improve existing and to create new systematic trading strategies that are uncorrelated to the current set of trading systems. In addition, you are taking part in the daily trading activities.

 

We are looking for candidates with the following qualifications:

  • Experienced systematic trader with documented track record
  • Profound knowhow in financial markets and in the application of science to these markets
  • Strong background in probability and statistics, data mining, optimization, pattern recognition or signal processing
  • Superior critical thinking and analytical skills, combined with creativity, curiosity, and attention to detail
  • Solution oriented approach to complex problem solving and the ability to convey complicated mathematical and financial concepts in a straightforward manner
  • Ability to develop new ideas and to conduct independent research using financial data
  • High achiever with relentless drive to succeed and the willingness to learn new techniques
  • Familiarity with object orientated programming (Java, C#, C++) and advanced programming skills in at least one scripting language (e.g. Matlab, Python, R)
  • Excellent written and verbal presentation skills in English language
  • High level of cooperativeness and self-reliance

 

Tolomeo Capital offers the opportunity to be part of an emerging asset manager with high growth potential. In this position, you are incentivized based on your contributions. Professionals are given room for contributing own ideas and developing own initiatives. They have access to state-of-the art technology and can leverage their own experience with the one of a strong international team.

 

For further information or for sending us your application please contact us by email at

 

Internship in Systematic Trading Development

open

Tolomeo is looking for a highly motivated and technically competent intern who supports our internal research and development team in the continuous enhancement of our proprietary trading platform. The duration of the internship will be six months with a potential for full-time employment afterwards.

 

Initially you will focus on the enhancement of Tolomeo’s trading platform to build a solid understanding of all the necessary technical tool sets. In a second step, you will be analyzing large financial datasets to help identifying distinct patterns and subsequently developing systematic trading strategies on global equities.

 

We are looking for candidates with the following qualifications and characteristics:

  • Recent PhD or MSc in mathematics, engineering, physics, computer science or a related quantitative discipline from a renowned institution
  • Profound interest or knowhow in financial markets and the application of science within these markets
  • Strong background in probability and statistics, data mining, optimization, pattern recognition or signal processing would be ideal
  • Solution oriented approach to complex problem solving and the ability to convey complicated mathematical and financial concepts in a straightforward manner
  • Ability to develop new ideas and to conduct independent research using financial data
  • Familiarity with object orientated programming (Java, C#, C++) and advanced programming skills in at least one scripting language (e.g. Matlab, Python, R)
  • Excellent written and verbal presentation skills in English language
  • High level of cooperativeness and self-reliance

 

Tolomeo Capital offers successful candidates the opportunity to enter the world of systematic trading and to combine technical know-how in statistics, data analytics and computer science with the world of finance and to work for an emerging asset manager with high growth potential. Interns are given room for contributing own ideas and developing own initiatives. They have access to state-of-the art technology and can leverage the experience of a strong international team.

 

For further information or for sending us your application please contact us by email at

 

 

Contact

Zurich Headquarter
Tolomeo Capital AG
Fortunagasse 40
CH-8001 Zurich
Switzerland

 

Phone +41 555 110 520

 

 

London Office
Tolomeo Capital AG
Floor 1
63 St Mary Axe
London
EC3A 8AA
United Kingdom

Phone +44 203 861 6468

 

Disclaimer

open

Tolomeo Capital provides no guarantee and assumes no liability towards third parties regarding the reliability, accuracy and completeness of the information published. Moreover, the information is subject to change at any time without obligation to notify the recipient.

Furthermore, Tolomeo Capital assumes no responsibility and provides no guarantee that access to the website will be uninterrupted or error-free, that defects will be corrected, or that the website or the relevant server are free from viruses or other harmful components or programs.

The website of Tolomeo Capital contains links to third-party websites. Tolomeo Capital has no control over such links. Consequently, Tolomeo Capital accepts no responsibility for the accuracy, completeness or legality of the contents of such websites or for any products or services contained on them.

Exclusion of liability

Tolomeo Capital and its contracting partners accept no liability (including negligence or liability towards third parties), to the extent permitted by law, for any losses resulting from direct, indirect or consequential damage of any kind related to the use of the website.

Copyright

All rights reserved. The entire contents of this website are the property of Tolomeo Capital unless specifically stated otherwise. No part of this website grants any license or right to use any image, text, trademark or logo. No act of downloading or otherwise copying from the website will transfer any legal entitlement to any software or material contained on this website to the user.

The contents of this website may not be reproduced without the prior written consent of Tolomeo Capital or without explicitly acknowledging the source.