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PEOPLE

 

       

 

 

Mark McCabe - Principal

 

 

Guevara Capital (Guevara)  has traded institutional client investments from around the globe including Asia, Europe and the United States. Clients such as the ADMIS Diversified Fund run by Jack Schwager of “Market Wizards” series of books fame have entrusted Guevara with their investment capital.

 

Mark has successfully managed multi billion dollar exposures in currency, commodity and credit markets around the globe including various derivative / optionality risks and has also traded foreign exchange for Bank of America. He was one of the six founding members and the driving force behind the trading systems and methodology of Tallship Capital Management which brought together senior traders and portfolio managers from some of the largest and most respected funds in the industry including BlueTrend Capital, a large London-based hedge fund.

 

Mark has also managed the largest risk book in Global Commodities for JP Morgan Chase as Global Commodity Risk Management - Vice President Asia which contributed significant revenue to the global business franchise . MMC Capital, founded by Mark,  was one of the few managers selected to make a presentation to the Managed Funds Association Forum 2006 as part of their Star Search Program.

 

Experience

  • Has over 30 years experience in institutional trading and risk management at the highest level in global investment banking and alternative investments.
  • Has managed multi billion dollar exposures in currency commodities and credit markets globally.
  • Worked closely with quantitative analysts in developing products at the ‘cutting edge’ of derivative structures presented to clients of Chase Manhattan Bank.
  • In Hong Kong marketed derivative products to central bank clients, Bank of China, Central Bank of Philipines, Singapore Monetary Authority whist working with J P Morgan Chase.
  • Successfully managed large sized volumes on behalf of producer and central bank clients in spot, forward and options markets.
  • Established inter bank trading operation in Sydney when Asian regional centre for Chase Manhattan Bank Global Commodities was relocated from Hong Kong.
  • Developed and refined "Global Diversified Investment Program" - the signature Guevara Capital program that manages wholesale investment capital.
  • Has a strong network of high level contacts within the alternative hedge fund space globally.
  • Has extensive experience in high level quantitative trading systems including programming.
  • Proven ability to manage risk across the trade inception / execution / management span with a strong attention to detail and control processes.

 E: mmccabe@guevaracapital.com         

 

Justin Balnaves - Head Research Consultant 

 

 

Justin has managed portfolios with AuM exceeding $200MM in the short term systematic space. He was Head of Systematic Trading at Macquarie Bank and Bankers Trust and has worked for Millenium (WorldQuant) as a Portfolio Manager.

 

Justin brings a track record of >23% Annualised Returns, with Annual Standard Deviation <9% and Sharpe Ratio of >2.70 and  has developed state of the art technology and dynamic allocation portfolio tools that allow Guevara Capital to maintain robustness across difficult market conditions such as that seen in the markets over the past few years post financial crisis.

 

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Martin Gay - Quantitative/ Programming Senior Consultant

 

 Broad experience across financial markets in areas from trading, risk management and dealing to software development and analysis. Has franchise book running experience in commodities markets covering Gold, Base Metals, Crude and Oil products and Grains/Softs. Passionate about developing and implementing quantitative-based trading methodologies. Has worked at Macquarie Bank, Bankers Trust and Westpac Banking Corporation in senior roles. Skills include:

  • Proprietary commodities trading and Franchise Book Running
  • Development and implementation of simulation software for system-based trading both within an investment banking environment and as a  private consultant
  • Software development of derivatives and risk management models for investment banks
  • Programmed in Matlab, Python, Visual Basic,C, C++ and C#
  • Degree in Applied Mathematics and Theoretical  Physics.