Dr Silvia Stanescu - Scientist, GAM Systematic Cambridge
Dr Silvia Stanescu is a senior scientist across a number of products at GAM Systematic Cambridge.
She is responsible for strategy making for the firm’s Core Macro Fund and is contributing to the research effort into the firm’s options strategies. Prior to joining GAM Systematic, Silvia was an Equity Derivatives Strategist at Deutsche Bank in London, where she worked on both tactical and systematic option trading. She joined Deutsche Bank from the University of Kent, where she was a Lecturer in Finance, with research interests in derivatives and theoretical financial econometrics with applications to risk management. She holds a PhD in Finance from the ICMA Centre at the University of Reading – her PhD research focussed on the higher order moments of GARCH processes, their limiting behaviour and applications to distribution forecasting and risk management – 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).
