Lee is founding partner of Quantitative Strategic Investments (QSI) and has partnered with Fortinbras on several pipeline projects since 2016. Previously Lee worked as a discretionary portfolio manager at Graham Capital LLP trading a portfolio of systematic strategies. He joined Graham Capital in June 2012, initially as a systematic strategy researcher. Prior to this he spent 3 years at AHL, the CTA arm of Man Group Plc where, as part of the fixed income group, he was responsible for the portfolio management and development of the firm’s fixed income and credit strategies (with respective allocated FUM of $17bn and $1bn at their peak).
Before joining AHL Lee worked on the structured credit desk at Barclays Capital where he traded the exotics and hybrid credit book, including quantitatively driven portfolio products, and was a member of the pricing and risk trading team for synthetic CDOs. He joined the trading desk in January 2006 having worked as a quantitative analyst supporting the same desk since 2004. Before joining Barclays Capital Dr Bostock was a quantitative analyst in the fixed income and credit research group at Citigroup. He holds a BSc in Computer Science from the University of York, an MSc in Financial Engineering and Quantitative Analysis from the ICMA Centre at the University of Reading and a PhD in Quantitative Finance from Imperial College, London.