DSC Quantitative Group is a privately held financial services firm providing quantitative alternative investment solutions by integrating capital markets experience with world class academic research. Through a partnership with Thomson Reuters, we developed the Thomson Reuters Private Equity Buyout and Venture Capital Indices, which provide daily valuation insights into the traditionally opaque asset classes.
Art is the Founder and CEO of DSC Quantitative Group, LLC. He also developed the investable hedge fund index operation for Hedge Fund Research, Inc. (“HFR”) including index methodology, manager selection and, structured product development and distribution. Prior to joining HFR, Art was the Founder/CEO of a venture backed Internet exchange operation focused on creating unique derivative markets for online trading. He managed the financial trading and investments group for Koch Industries, and spent seven years in the Capital Markets Group at the First National Bank of Chicago (J.P. Morgan). He began his career at the Chicago Mercantile Exchange where he held various positions, including research and audit.
Andy is the founder and managing principal of Delaware Street Capital, an opportunistic hedge fund which at its peak managed over $750 million in assets. Previously, he was a partner and founder of Walton Street Capital, a multi-billion dollar private equity real estate opportunity fund, where he was a key acquisition partner and directly responsible for approximately $1.3 billion of transactions. Prior to Walton Street Capital, Andy worked for JMB Realty Corporation in their acquisitions group and for Goldman, Sachs and Company in their leveraged buyout and restructuring group.
Jeff is the President of DSC Quantitative Group, LLC and brings 25 years of Capital Markets experience from a variety of different roles. Prior to joining, Jeff was the COO of Cloud Gate Capital, a long/short equity manager. Previously he ran Deutsche Bank’s Global Prime Finance efforts in the Midwest and had a similar role with Morgan Stanley. Jeff’s background also includes several years with Citadel Investment Group in Corporate Strategy and Development and experience as a management consultant in A.T. Kearney’s Financial Institutions Group, primarily focused on securities related businesses.
Dave serves as the Chief Financial Officer and Chief Compliance Officer of DSC Quantitative Group, LLC. He was previously an audit senior manager with Ernst & Young LLP’s Chicago and Grand Cayman offices and focused almost exclusively in the hedge fund industry.
Leo is the Operations Manager and has provided operational support for the Bluhm platform of businesses since 2005, including DSC Quantitative Group, LLC. He previously spent five years with Bisys Hedge Fund Services (now Citi Fund Services) as an account manager.
Steve is responsible for all technology for DSC Quantitative Group and other Bluhm related entities. Steve spent over eight years working at UBS’ and ABN AMRO’s data centers as well as three years consulting to Lehman Brothers and Merrill Lynch.
Ravi is the Chicago Mercantile Exchange/John F. Sandner Professor at the Kellogg School of Management, Northwestern University, and a research associate of the National Bureau of Economic Research. Before joining the Kellogg faculty, he was the Piper Jaffray Professor of Finance at the Carlson School of Management at the University of Minnesota. Concurrent with his position at the University of Minnesota he has served as a Distinguished Visiting Professor at the Hong Kong University of Science and Technology.
Professor Korajczyk has been a member of the Kellogg Graduate School of Management, Northwestern University Faculty since 1982. He is the Director of the Zell Center for Risk Research, the Harry G. Guthmann Distinguished Professor of Finance, former Chairman of the Department of Finance and Senior Associate Dean of Curriculum and Teaching. He was the Editor of the Review of Financial Studies and is the Associate Editor of the Journal of Financial and Quantitative Analysis, Journal of Empirical Finance and Review of Quantitative Finance. Professor Korajczyk is a leading academic in investments and portfolio management.
Grant Farnsworth is an Investment Committee Member of DSC Quantitative Group, LLC and an Assistant Professor of Finance at the Neeley School of Business at Texas Christian University. He is responsible for the theoretical development of the Venture Capital products, private equity products, and oversees implementation and coding. Previously, Professor Farnsworth worked with Chicago Alternative Investment Partners LLC in developing and implementing quantitative trading models since 2007. Prior to entering finance, he worked in high performance computing, computational physics, and evolutionary computing at Sandia National Laboratories. He has programmed extensively in the R programming language and has authored “R for Econometrics,” a technical manual available at the R website.
Giovanni is responsible for quantitative research and product development. Previously, he was a Risk Manager for five years at Alyeska Investment Group (a $1.5 billion Long/Short Hedge Fund). At Alyeska Giovanni was responsible for the entire Quantitative work of the firm, ranging from Risk Modeling to Performance Attribution, Back Testing, Transaction Cost Modeling and Quantitative Research. Prior to Alyeska he spent 10 years in the Automotive Industry for Continental Automotive, Siemens VDO and VM Motori S.p.A. where he covered Engineering Management positions being responsible for Diesel Engine Emissions and Performance Development.