Dr Silvia Stanescu

Dr Silvia Stanescu - Investment Director, GAM Systematic Cambridge

Dr Silvia Stanescu is an Investment Director and co-leads the GAM Systematic Cambridge team.

Silvia’s expertise spans various aspects of quantitative finance – from portfolio construction to strategy signal generation, risk management as well as strategy design. Silvia joined the firm in 2018 when her main focus was on the Core Macro strategy and the firm’s options strategies. Prior to joining GAM Systematic, Silvia was an Equity Derivatives Strategist at Deutsche Bank, working on systematic option trading and bespoke solutions for clients. She joined Deutsche Bank from the University of Kent, where she was a Lecturer in Finance. She holds a PhD in Finance from the ICMA Centre at the University of Reading and holds an MSc in Finance (ICMA Centre, Reading), a BSc in Business Economics (Reading) and a BSc in Banking and Finance (Bucharest Academy of Economic Studies). Silvia was named one of The Hedge Fund Journal’s 50 Leading Women in Hedge Funds in November 2020. She also serves on the Board of Governance of the CCIMI – an institute for the mathematics of information, part of the Faculty of Mathematics at the University of Cambridge.

Dr Silvia Stanescu

My Insights

Investment Opinions

3 min read

Why small data is the new big data
07 December 2022

GAM Systematic’s Chris Longworth and Silvia Stanescu discuss the prevalence of small data problems in finance, how to identify them, as well as some of the approaches that can be applied to address them.

Investment Opinions

9 min read

Quants and Quandaries: The most asked questions about systematic investing
04 October 2022

Systematic investing has recently seen increased interest as many traditional investment styles have been challenged by adverse market conditions. We sat down with Dr Silvia Stanescu and Dr Chris Longworth, Investment Directors at GAM Systematic, to discuss some of the most asked questions about how systematic investing works, some common misconceptions, as well as the role a systematic investment style can play as a constituent of a well-diversified portfolio.

My Videos

Active Thinking

06:23 min watch

Systematic Core Macro – Dr Chris Longworth and Dr Silvia Stanescu
03 November 2022

Silvia Stanescu and Chris Longworth outline the benefits of systematic macro, including its ability to go short as well as long, allowing it to potentially benefit in a prolonged bear market, as well as to capture opportunities that go beyond growth or duration.

Active Thinking

5:15 min watch

Systematic Core Macro – Dr Chris Longworth and Dr Silvia Stanescu
21 July 2022

Dr Silvia Stanescu and Dr Chris Longworth discuss the continuation of themes from the previous quarter, the benefits of a systematic investment style, including how systematic styles can extract diversification from the markets in which they invest.