Chief Investment Officer
Chris Kennedy is Co-Founder and Chief Investment Officer of Fortinbras Asset Management. Chris began his career in 1990 at Citibank in Frankfurt trading foreign exchange and short term interest rate derivatives. At Fortinbras he has overall responsibility for the investment portfolios as well as the general management of the group. He received both a BA and MA from Emory University in 1990, graduating summa cum laude and Phi Beta Kappa, and his MBA from The Wharton School of the University of Pennsylvania in 1997. He enjoys classical guitar and competitive swimming.
Jochen Renz was Co-Founder of Fortinbras Asset Management. Jochen began his career in 1987 at Citibank in Frankfurt where he created a systematic algorithm called the Bond Trend Model and was responsible for the quant trading and fixed income research division. At Fortinbras he was responsible for model development and risk management infrastructure. He graduated from the University of Karlsruhe with a degree in mathematics in 1987. In his youth Jochen was the junior chess champion in Germany and still maintained an ELO over 2000.
In summer of 2018 Jochen contracted cancer and passed away in December of last year. His presence and leadership is painfully missed.
Simon is founding partner of Quantitative Strategic Investments (QSI) and has partnered with Fortinbras on several pipeline projects since 2016. Previously he worked as a discretionary portfolio manager at Graham Capital LLP trading a portfolio of systematic strategies. He left AHL in June 2011 to join Graham Capital, initially as a Senior Research Manager, mandated to build and manage the stand alone London research group, before becoming a PM in February 2013. Prior to this he was the portfolio manager of AHL’s flagship $30bn (at its peak) diversified program where he held senior responsibility for portfolio construction and trading system decision making, and was a member of the investment committee.
Simon was a post-doctoral researcher in the Physics Department at the University of Oxford where he worked on probabilistic-based modelling of climate change and was a member of the Nobel Prize winning Intergovernmental Panel on Climate Change. He holds a BSc in Mathematics from the University of Manchester Institute of Science and Technology, an MSc in Applied and Computational Mathematics and DPhil in Physics, both from the University of Oxford.
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.
Fortinbras is proud to be an equal opportunity workplace. We are registered in the Austrian companies registry (Firmenbuch) under the number FN 281026z with managing director (handelsrechtlich) being Christopher John Kennedy. Our VAT ID is ATU72796218.
This website is not an offer to, or solicitation of, any potential clients or investors for the provision by Fortinbras of asset management, advisory or any other related services. No material listed on this website is or should be construed as investment advice, nor is anything on this website an offer to sell, or a solicitation of an offer to buy, any security or other instrument.