Risk

Michaël Malquarti

Chief Risk Officer, Quaero Capital SA

Michaël Malquarti joined Quaero Capital SA in 2017, initially as Senior Portfolio Manager, designing investment tools and processes and managing portfolios across several asset classes. He took on the role of Chief Risk Officer in 2020.

Michaël Malquarti started his career in 2005 at SYZ Asset Management. He initially developed quantitative and qualitative tools to support the alternative investment process and subsequently, as Head of Risk, designed and institutionalized its risk management process. In 2010, he joined the alternative investments team as Senior Portfolio Manager with a focus on quantitative issues, complex strategies and portfolio construction. In 2012, he was promoted to Co-Head of the alternative investment team, before becoming in 2015 the Head of the overall manager research team.

Prior to working in the financial sector, Michaël carried out research in the field of theoretical cosmology.

He is the author of several publications in professional journals. Since 2015 he has also been actively promoting a reform of the monetary system and in 2018 he published a book on the subject.

Michaël Malquarti holds a Masters in Mathematical Physics from the University of Geneva and a PhD in Astronomy from the University of Sussex (UK).

Michael Heintze

Risk Officer

Michael Heintze joined Quaero Capital SA in 2013.

Michael obtained his diploma in Nuclear Physics in 1984 from the Swiss Federal Institute of Technology (EPFL) in Lausanne. Following the completion of his PhD in Applied Physics, also from EPFL, he joined UBS in Zurich and Geneva in 1990 and spent his first years as a fixed-income and equity derivatives trader.

He subsequently took over responsibility for implementing UBS’s firm-wide risk aggregation system, in preparation for the Basle II internal model (value-at-risk) approach. After successful completion of this project, Michael moved in 1998 to the André Group, a major agricultural commodity trading company, as Group Risk Manager. There he was involved with the restructuring of the trading activity and the implementation of a risk-capital based limit system.

In 2003, he became an Executive Director of Heritage Bank in Geneva. As a member of the Investment Committee, he was responsible for risk management of the firm’s alternative investments.

Since 2011, Michael provides risk management services on a consultancy basis.