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Moneda PM joins $9.4bn quant shop as strategy chief

Moneda PM joins $9.4bn quant shop as strategy chief

Moneda Asset Management portfolio manager Felipe Lira Parodi has joined Santiago-based quant research firm Stratagemma Group as its chief investment strategist.

Parodi started his new role at the quant shop on April 2 to oversee the development of data-driven investment products, Stratagemma’s chief executive and investment officer Gregory Willis told Citywire Americas.

He works alongside the firm’s 14 analysts and its head of quantitative analysis, Alejandro Bernales, and will help verify that the firm’s models are economically sound.

Willis said that besides his quantitative skills, Lira brings a fundamental analysis background to the table from his time at Moneda, where he spent more than five years.

From April 2017 to 2018, Lira managed a combined $90 million across four portfolios investing in global assets, including the Moneda International Fixed Income IG and the Moneda USA Equity. In that role, he employed strategies such as top-down and econometric analysis.

He had previously served as a senior economist at the firm, conducting macro research on developed and emerging markets, and creating global asset allocation models.

Before Moneda, Lira worked as an analyst at Grupo Security and at the Central Bank of Chile, among other institutions.

Data-driven

Founded by Willis - who served as an ING Group chief investment officer in Canada, Chile and Europe for more than seven years - Stratagemma serves clients through subsidiary Cuantserv.

The group provides customized quantitative research to test clients’ investment ideas. Willis said the firm can, for example, help a family office determine whether adding a specific fund to a portfolio would boost returns.

Stratagemma can also replicate funds by analyzing their strategies and creating customized products for clients with lower fees. Other services include backtesting and portfolio analysis based on factors such as momentum and growth.

Its clients include large family offices and a local brokerages, among other firms. In addition to Santiago, Stratagemma has a presence in Toronto and Amsterdam.

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