Kyo Yamamoto leads the team of Quantitative Research and Strategy in GCI Asset Management. He oversees a systematic global macro strategy and several dynamic hedging strategies. Kyo worked as an intern quant researcher in GCI during 2005-2010, then joined the firm afterwards. He holds a Doctorate of Finance (2007-2010), Master of Finance (2005-2007), and Bachelor of Mathematics (2001-2005) degrees, all from the University of Tokyo. A number of his research papers were published in regarded academic and leading financial journals. The in-house models are developed in light of both sound academic background and professional practical experience.