Paul Hipes

Paul Hipes is a highly accomplished individual with a PhD in theoretical chemistry from Caltech and over two decades of experience in developing advanced decision support frameworks within the financial services sector.

During his time at Caltech, Paul utilized the finite element method and massively parallel computing techniques to address complex computational challenges in quantum scattering research, showcasing his expertise in mathematical and computational methods.

Transitioning to Wall Street, he joined Salomon Brothers' fixed-income arbitrage group before rising to the position of Head of Research, highlighting his proficiency in fixed-income, credit, and derivatives markets as well as risk management and hedging techniques.

Having been a partner in two hedge funds specializing in global macro and global equity relative value, Paul founded Hipes Research in 2003. His company focuses on delivering specialized analytical software and consulting services to the financial services industry, emphasizing portfolio optimization and software design.

Paul's areas of expertise include parallel computing techniques, data analysis and modeling, portfolio optimization, and software design, making him a valuable asset in the field of financial technology.

Additionally, his extensive background in various financial organizations such as Horizon Asset Limited, Sanwa International, Ltd, and Sumitomo Finance International, plc further solidifies his reputation as a respected figure in the industry.