Sebastiano F. Calabro, Jr.
Biography
Seb is a Board Member and Trustee for New Jersey Friends of the Guard and Reserve (NJFOGR), a non-profit organization that supports members of the Reserve components of the United States Armed Forces and the New Jersey National Guard and their families and works in close co-operation with the New Jersey Committee for the Support of the Guard and Reserve (NJESGR), a sub-committee of the National Committee for the Support of the Guard and Reserve (ESGR). ESGR is an Agency within the Department of Defense.
Seb is Chief Investment Officer for Granger Management LLC, an independent SEC registered investment advisory business serving a select number of institutional and private clients. Prior to Granger from 2010 to 2020, Seb was founder and managing member of CurAlea Associates LLC, an award winning firm providing customized risk and portfolio analytics software and advisory services to traditional and alternative asset managers and family offices. CurAlea’s advisory services include risk management, portfolio construction and hedging, manager due diligence, and asset allocation.
From 2011 to 2013, Seb was also founder, managing member, co-Chief Executive Officer and Chief Investment Officer of Farmhouse Capital Management LLC, a quantitative hedge fund, focusing on fundamentally and technically based quantitative macro trading strategies. Seb was responsible for idea generation, design and validation of the vast majority of the trading strategies, simulation and production platforms.
Prior to CurAlea, Seb was Managing Director and Chief Risk Officer at the Galleon Group, where he built an institutional quality Risk Management Infrastructure, was a member of the capital allocation team and helped structure market portfolio hedges to reduce overall portfolio risk. From 2005 to 2007, Seb was a Partner, Chief Executive Officer and Chief Investment Officer at Rubicon Quantitative Fund Management LP, where he headed a team that built Quantitative Trading Models across multiple asset classes (currency, interest rate, equity and commodity).
Prior to joining Rubicon, Seb was employed at Commodities Corporation LLC from 1991 to 1997 and Goldman Sachs from 1997 to 2005, following Goldman Sachs’ acquisition of Commodities Corporation in 1997. Seb was a Managing Director in the Hedge Fund Strategies Group ("HFS") at Goldman Sachs and was responsible for managing diversified hedge fund of fund portfolios and global macro portfolios. In addition, Seb identified and evaluated hedge fund managers, served as the Chair of the GS HFS Risk Committee, member of the GS HFS Investment Committee and member of the GS HFS Valuation Committee. Seb built the asset allocation model used to allocate capital for customized client portfolios.
At Commodities Corporation, Seb headed the Quantitative Research and Risk Management Group. His responsibilities included developing quantitative models for risk measurement, risk monitoring, portfolio construction and evaluating quantitative trading approaches and all hedge fund performance metrics. Seb has a BS in Computer Science, an MS in Computer Science and an MBA from Rensselaer Polytechnic Institute.
Seb serves as a Strategic Advisor and Advisory Board member for hedge funds and asset management firms and as a Board Member for youth sports organizations.