Dr Camilla Schelpe - Senior Scientist
Dr Camilla Schelpe is a senior scientist across a number of products at GAM Systematic Cambridge. She is responsible for all areas of strategy making and portfolio construction for the firm’s Core Macro Fund and is leading the research effort into the firm’s options strategies. Dr Schelpe covers the entire spectrum of quantitative options research, including building infrastructure for robust back testing, new strategy prototyping and design, as well as monitoring trading and performance of live strategies.
Dr Schelpe graduated with a Ph.D. in Theoretical Physics from Trinity College, Cambridge University. Her research was concerned with the problem of dark energy, looking for astrophysical signatures left by “new” particles within modified theories of gravity. She also holds an MSci and BA (Hons) in Experimental and Theoretical Physics from the University of Cambridge.
