Dr Erk Subasi - Head of GAM Cantab
Dr Erk Subasi is Head of GAM Cantab and manages GAM Cantab’s quant funds.
Supported by GAM’s Cantab team, he oversees the integration of systematic capabilities across the GAM Alternatives platform, contributing to the innovation process across whole GAM Investments.
Prior to his role at GAM, Erk led quant research as a Portfolio Manager at Limmat Capital, where he oversaw the firm's advanced quantitative investment strategies. Erk was deeply involved in developing quant infrastructure and researching and refining all aspects of the firm's systematic trading efforts. He spearheaded the launch and managed equity statistical arbitrage and CTA funds since 2010 in this role. His specific research interests include combining systematic trading principles with innovative machine learning methods for which he holds various industry awards.
Erk previously worked in academia as part of the Institute of Neuroinformatics at the University of Zurich and ETH Zurich, developing machine learning algorithms for Brain Machine Interfaces. Dr. Subasi earned his PhD in Computer Science from ETH Zurich and holds an MSc in Computational Science from Koç University and a BSc in Electrical and Electronics Engineering from Middle East Technical University. He is based in Zurich.
