Robert Benhenni has extensive experience in the financial industry with nearly 20 years in New York with investment banks and hedge funds where he held various roles in portfolio management, quantitative analysis, and risk management. He started his career at Bell Labs working on stochastic queueing models to predict network performance, before moving to the financial industry where he has been involved in various areas such as credit derivatives pricing, capital structure valuation, and credit default models with Wall Street firms such as Morgan Stanley and Credit Suisse. Additionally, he was a portfolio manager at various funds where he created systematic investment strategies in the High Yield credit markets and commodities futures that have shown very strong performance. He is currently the executive officer of QFA providing advisory services in systematic investment strategies covering credit, commodities, and global indices.
He has maintained strong contact with academics lecturing in both the US and Europe and presenting at various international conferences. He has published on various financial topics, including derivatives, High Yield and distressed debt, and optimization.
Robert received his Ph.D. in Applied Mathematics (Probability/Statistics) from UCLA and his MBA in Analytic Finance with honors from the University of Chicago Booth School of Business.