Professor Luis Seco, PhD

President & CEO

PROFESSOR LUIS SECO, PhD

President & CEO

Luis Seco is a co-founder and the President and CEO of Sigma Analysis & Management. He started his career in financial risk management in 1996, while a Professor at the University of Toronto, creating the RiskLab, a research center that serviced the financial sector in Toronto in the area of risk management. Sigma started in 1999 as a spin-off of research activity at the RiskLab. He is currently the Director of the Mathematical Finance Program at the University of Toronto.
Prof. Seco holds a Ph.D. from Princeton University, and he was the Bateman Instructor at the California Institute of Technology. He has authored numerous papers in financial risk management, investments and market models, has won a number of research awards and is an active participant in professional organizations, including AIMA and PRMIA.
Email. seco@sigmanalysis.com

Luis Seco is a co-founder and the President and CEO of Sigma Analysis & Management. He started his career in financial risk management in 1996, while a Professor at the University of Toronto, creating the RiskLab, a research center that serviced the financial sector in Toronto in the area of risk management. See more
Email. seco@sigmanalysis.com

David Rudd

Chairman

DAVID RUDD

Chairman

David is co-founder and Chairman of Sigma. He has 34 years experience in the investment and derivative industry beginning with Merrill Lynch and has been an advocate for informed institutional allocations to the alternative investment space.
He initially worked as an analyst at a Canadian Pension consulting firm, Tomenson Alexander, before moving to Merrill Lynch. While in the investment industry he was Vice President of Dean Witter, and then Senior Vice President of Refco Futures Canada. He was also Chair of the Montreal Exchange Futures Committee and was on the Board of the Toronto Futures Exchange, now part of the Montreal Futures Exchange.
In the late 1990s he commissioned a study on allocation methodologies to assist institutions in the selection of hedge fund investments. This study, conducted by Prof. Seco of the University of Toronto led to the formation of Sigma Analysis & Management.
Email. daverudd@sigmanalysis.com

David is co-founder and Chairman of Sigma. He has 34 years experience in the investment and derivative industry beginning with Merrill Lynch and has been an advocate for informed institutional allocations to the alternative investment space. See more
Email. daverudd@sigmanalysis.com

TERRY RAM, CA, CPA

COO & CFO

Terry is the Chief Operating Officer and Chief Financial Officer. Prior to joining Sigma in 2007, Terry spent 5 years as Vice President-Finance at Cornerstone Capital Partners LP, a fixed income hedge fund based in Toronto. His previous experience also includes 2 years as an Associate in Technology Investment Banking at Goldman Sachs International in London, 3 years as a Senior Business Analyst at Canadian Tire Corporation and 3 years as a Senior Auditor at Ernst & Young in Toronto. Terry is certified as a Chartered Accountant and has an MBA from Harvard Business School (2000) and a Bachelor of Commerce from Queen's University (1992).
Email. tram@sigmanalysis.com

Terry is the Chief Operating Officer and Chief Financial Officer. Prior to joining Sigma in 2007, Terry spent 5 years as Vice President-Finance at Cornerstone Capital Partners LP, a fixed income hedge fund based in Toronto.Terry is certified as a Chartered Accountant and has an MBA from Harvard... See more
Email. tram@sigmanalysis.com

Michael Rudd, MSC, CIM

Senior Director, Investments

MICHAEL RUDD, MSC, CIM

Senior Director, Investments

Michael Rudd is the Senior Director of Investments for Sigma Analysis & Management. A veteran of the global Fixed Income markets, Michael started his career with an Asset Management internship at CITIC Capital Markets in Hong Kong. He joined UBS London in 2006, quickly rising to become Head of iTraxx credit index trading through the 2008 Financial Crisis. Michael moved with UBS to New York to trade European bank debt and diversified single name CDS and, in 2011, took a senior role at RBC New York to head Covered Bond trading. Michael received his MSc in Finance from the London School of Economics, and is an Advising Rep registered in Ontario.

Michael Rudd is the Senior Director of Investments for Sigma Analysis & Management. A veteran of the global Fixed Income markets, Michael started his career with an Asset Management internship at CITIC Capital Markets in Hong Kong. He joined UBS London in 2006, quickly rising to become Head of iTraxx credit index trading... See more

Kurt Henry, CPA, CGA

Senior Director, Accounting

KURT HENRY, CPA, CGA

Senior Director, Accounting

Kurt is the Senior Director of Accounting. Prior to joining Sigma, Kurt was a Vice President at Citco Fund Services, one of the largest global hedge fund administrators.  During his 7 years at Citco, Kurt was responsible for multiple clients including a $20 billion multi-strategy hedge fund client.  He has over 10 years of experience in the investment industry including roles at Computershare, Canada Life, and State Street.  Kurt is a Certified General Accountant (CGA) with a B.Comm from Saint Mary’s University (2000).

Kurt is the Senior Director of Accounting. Prior to joining Sigma, Kurt was a Vice President at Citco Fund Services, one of the largest global hedge fund administrators.  During his 7 years at Citco, Kurt was responsible for multiple clients including a $20 billion multi-strategy hedge fund client. See more

Ben Djerroud, PhD

Senior Director, Risk Management

BEN DJERROUD, PhD

Senior Director, Risk Management

Ben is the Senior Director of Risk Management. Prior to joining Sigma in 2000, Ben spent 13 years as researcher in nuclear and particle physics, conducting experiments at various international labs in France (Paris, Strasbourg), Canada (Chalk River) and the US (Michigan State, Lawrence Livermore Lab). He then joined the RiskLab/University Toronto to work on applied math projects for the financial industry in collaboration with Prof. Seco. Ben holds a Ph.D. from the Université Louis Pasteur in Strasbourg, France (1992). Following a national exam, Ben was among the top 10 recipients awarded a full scholarship by the French government to complete the PhD program.

Ben is the Senior Director of Risk Management. Prior to joining Sigma in 2000, Ben spent 13 years as researcher in nuclear and particle physics, conducting experiments at various international labs in France (Paris, Strasbourg), Canada (Chalk River) and ... See more

Gustavo Comezana, PhD

Director, Risk Analytics

GUSTAVO COMEZANA, PhD

Director, Risk Analytics

Gustavo is the Director of Risk Analytics. He joined Sigma at its inception, after holding positions at the University of Chicago (L.E. Dickson Instructor, 1991-1994), Penn State (1994-1997), and University of Toronto (1997-2000). He gained financial industry experience as a Research Associate at RiskLab (U of T), where he was involved in a variety of portfolio construction and instrument pricing projects for clients in the sector. He combines a background in theoretical mathematics, and expertise in programming and computer systems. Gustavo holds a Ph.D. from Rutgers University (1991).

Gustavo is the Director of Risk Analytics. He joined Sigma at its inception, after holding positions at the University of Chicago (L.E. Dickson Instructor, 1991-1994), Penn State (1994-1997), and University of Toronto (1997-2000). He gained financial industry experience... See more

Rafael Oliva, PhD

Manager, Database Administration & Architecture

RAFAEL OLIVA, PhD

Manager, Database Administration & Architecture

Rafael Oliva is the Manager, Database Administration and Architecture at Sigma. Prior to joining Sigma, he was a Full Professor at the University of Havana (2005-2015) where he taught courses related to Databases, Business Intelligence, Information Retrieval and Knowledge Representation at master and bachelor levels. He has also worked at the Software Development House at the University of Havana in various roles, including Software Architect and Senior Software Developer. Rafael holds a Ph. D. in Computer Science from University of Alicante (2013), a Master Degree in Computer Science (2009) and a Bachelor Degree in Computer Science (2005) from the University of Havana.

Rafael Oliva is the Manager, Database Administration and Architecture at Sigma. Prior to joining Sigma, he was a Full Professor at the University of Havana (2005-2015) where he taught courses related to Databases, Business Intelligence... See more

Rubén Montero

Technology Consultant

RUBEN MONTERO

Technology Consultant

Ruben is a Technology Consultant at Sigma. Prior to joining, Ruben spent 4 years developing software projects for companies such as Banco Bilbao Vizcaya Argentaria. As a full stack developer he has worked with various technologies in the field of Desktop/Web/Mobile Applications development. Ruben graduated from University Rey Juan Carlos with Bachelor's Degree in Software Engineering (2010), is certified in Microsoft.Net and Oracle Java programming, and graduated from Keepcoding in Startup Engineering Master Bootcamp (2017).

Ruben is a Technology Consultant at Sigma. Prior to joining, Ruben spent 4 years developing software projects for companies such as Banco Bilbao Vizcaya Argentaria. As a full stack developer he has worked with various technologies in the field of Desktop/Web/Mobile Applications development... See more