Adam Duncan

Cambridge Associates

Adam is the Leader of Portfolio Modeling and Quantitative Research Groups and is a Managing Director in Cambridge Associates’ Boston office. He specializes in portfolio risk modeling and manager research. He focuses on investment opportunities in diversifying asset classes and strategies, including CTA/managed futures, alternative beta/hedge fund replication, risk premia and GTAA, active currency, volatility trading, and discretionary and systematic global macro. Adam also actively researches factor replication, skill detection, asset allocation frameworks and failure/survival probabilities on an ongoing basis. Adam is a frequent presenter at industry conferences and guest lectures at a number of universities.

Prior to joining Cambridge Associates, Adam served as Director of the Global Currencies and Emerging Market Client Risk Advisory Group at Credit Suisse. In this position, Adam oversaw the business in North America, helping clients achieve best execution and optimize their hedging programs and conducted research on topics such as tail risk hedging, strategy selection, and event risk positioning. Previously, he spent twelve years at JP Morgan Chase, where he held several roles focused on the trading, structuring, and sales of fixed income and foreign exchange derivatives. He began his career as an asset and liability trader at PNC Bank.