Location

Location:
via Webex

Date

Date & Time:
May 15, 17, 22, and 24
All sessions are from 2:30 – 4:00 PM EST

 

Agenda

Man FRM, our internal fund of hedge funds, hosts a hedge fund training program each year called Man Evolve. Join us for four 90-minute sessions to learn the history of hedge funds, how to select a manager, investment risk management and portfolio construction.

Monday, May 15, 2023

Topic Speaker
Introduction to Hedge Funds and Hedge Fund Strategies
  • Brief history of hedge funds
  • What do we look for when picking hedge funds?
  • Different types of hedge fund strategy, the theory and the reality
Jens Foehrenbach, CIO, Man FRM

Wednesday, May 17, 2023

Topic Speaker
Selecting Hedge Fund Managers
  • How to select managers and the challenges
  • After you invest: the importance of monitoring
  • When to redeem
Samantha Rosenstock, Head of Investment Research, Man FRM

Monday, May 22, 2023

Topic Speaker
Investment Risk Management
  • Overview of FRM Investment Risk
  • Pre-Investment: Investment Risk Due Diligence
  • Post-Investment: Ongoing Risk Monitoring
  • Due Diligence Case Study
Jonathan Daffron, Deputy Head of Investment Risk, Man FRM

Wednesday, May 24, 2023

Topic Speaker
Portfolio Construction
  • Why is portfolio construction important?
  • What are the key considerations of building hedge fund portfolios?
  • What roles do different strategies play in a portfolio?
  • Portfolio construction in practice
  • Portfolio construction case study
Scott Metchick, Managing Director, Man Solutions

Speakers

 

Jens Foehrenbach

CIO, Man FRM

Jens Foehrenbach is the Chief Investment Officer at Man FRM and chairs Man FRM's Investment Committee. He is responsible for the investment policy and oversight of Man FRM portfolios. He also serves on Man Group’s Executive and Responsible Investment Committees. Previously, Jens managed a range of Man FRM portfolios and has served in several capacities for Man FRM and the Man Group multi-manager businesses, including Head of Equity and Credit strategies. Prior to joining Man Group in 2008, Jens spent four years at Harcourt Investment Consulting AG, where he was style head of relative value equity strategies. Before that, he was employed by UBS AG, where he worked on the bank’s fixed income derivatives trading desk in Switzerland and London. Jens holds a Master’s degree in Business Economics from the University of Basel, Switzerland (lic. rer. pol.). He is also a CFA charterholder.

Samantha Rosenstock

Head of Investment Research, Man FRM

Samantha Rosenstock is Head of Investment Research, responsible for external manager selection and analysis across hedge funds, private credit, and private equity at Man FRM. She also leads the research efforts for ESG and sustainability-focused strategies and customized solutions. She is a member of the Man FRM Investment Committee. Prior to joining Man FRM in 2018, Samantha was the Head of Alternative Investments at the State of New Jersey, Department of the Treasury, Division of Investment. In this role, Samantha oversaw manager research and due diligence and managed the pension’s Alternative Investment Portfolio across public and private markets. Prior to joining the State of New Jersey, Samantha spent seven years as a member of the hedge fund team at PineBridge Investments, formerly AIG Asset Management. Samantha started her career as a model developer and trader at R.G. Niederhoffer Capital Management, a short-term systematic hedge fund. Samantha holds a BA in Mathematics from Wesleyan University. She is a board member of the Investment Management Due Diligence Association (‘IMDDA’) and a member of the AIMA Alternative Credit Council Investor and Asset Manager Forum.

 

Jonathan Daffron

Deputy Head of Investment Risk, Man FRM

Jonathan Daffron is Deputy Head of Investment Risk at Man FRM. He is responsible for monitoring market risk at the manager and portfolio levels for investments in hedge fund managers and investment risk due diligence for new managers. Jonathan is also a member of Man FRM’s Risk Committee. Prior to joining Man FRM in 2020, Jonathan was a risk manager at Goldman Sachs for 17 years, where he was most recently the Global Head of Market Risk for the Investment Management Division. Jonathan holds a Bachelor’s degree from Johns Hopkins University, where he majored in International Studies and German.

Scott Metchick

Managing Director, Man Solutions

Scott Metchick is a Managing Director at Man Solutions, where he develops and manages bespoke alternative-strategy client portfolios. Prior to joining Man Group, Scott was a Principal at AQR Capital where he was a portfolio manager for 10 years, focused primarily on multi-strategy and alternative risk premia portfolios. Before that, he was Chief Investment Officer at several funds of hedge funds and was previously a hedge-fund analyst. Scott has a BS in Finance from Lehigh University.

Registration