David Munro

Graticule Asset Management Asia

Mr. Munro is a Managing Director for Graticule Asset Management Asia focusing on systematic and quantitative volatility strategies. Prior to joining GAMA, David was CEO of Volatility Research Trading where he developed demographic and volatility-based investment strategies for insurance companies, banks and investment dealers. David moved to Asia two decades ago to head a derivatives desk for UBS and then joined Sanwa/UFJ bank where he was Head of Trading and Sales. He then co-founded a systematic long/short volatility hedge fund and subsequently managed a volatility portfolio for an award-winning macro fund. David has lectured at INSEAD on volatility, demographics, risk management and big data. David holds an Honor’s Bachelor of Commerce from Queen’s University in Kingston, Ontario, Canada.