CIO & Managing Partner
Ernesto worked at Fidelity investments in Boston and Salomon Brothers in New York and London in the Fixed Income derivatives group. In 1998 he restructured Salomon's LTCM fixed income derivative portfolio in extremely volatile conditions. After the spin-off of Salomon's Arbitrage Group and of core proprietary trading at the firm he moved to the Structured Credit Trading team where he traded structured credit derivatives. He was responsible for Equity-Linked book in the fixed income trading floor, trading correlation and convertible arbitrage. Prior to founding Ayaltis, Ernesto was CIO of Peak Partner SA. The funds under his responsibility were rewarded with two InvestHedge Awards 2007 for best-risk adjusted returns in the fixed income category during the subprime crisis. Ernesto has an MBA from the Stern School of Business in New York and Mathematics from New York University.