Racim Allouani Email Address

Managing Director, Global Head of Portfolio Construction and Risk Management

KKR, Kohlberg Kravis Roberts

Public/private multi-asset portfolio construction and risk management specialist in the hedge funds and private equity industry. Specialties: Advanced Risk Management, Portfolio Optimization Techniques (Classic and Bayesian), Returns-Based and Factor-Based Performance Attribution, Risk Models (Fundamental & Statistical), Advanced Credit Risk Measures, Robust Stress-Testing, Hedge Funds Strategies and Manager Selection, Dynamic Hedging Strategies, Tail-Risk Hedging Techniques Research Interests: Optimization with Derivatives, Machine Learning, Hedge Fund Crowding, High-Frequency Impact on Execution, Volatility Modeling, Markov Switching Regimes for Risk Management and Allocation Speaker: Columbia University (Mar, 2015), Global Derivatives Conference (Nov, 2014), Cornell Financial Engineering (Oct 2014, 2012, 2011), Citi Global Equity Derivatives Trading Conference (Nov, 2013)