Vincenzo Inguscio

ED Rates Vol strategist at Nomura
Summary
Vincenzo Inguscio is an accomplished professional with a decade of experience in fixed income linear and convex products, specializing in relative value strategies and risk management.
Currently serving as a Volatility Strategist at Nomura since January 2018, collaborating closely with traders and sales to formulate trade ideas in the volatility space for a diverse clientele.
From October 2015 to 2017, Vincenzo was associated with Sanctum Fi, a Fixed Income Relative Value Fund, where he established the Vol RV Desk.
Prior to this role, he spent eight years at Pelagus Capital Fund, progressing from an analyst to a strategist and ultimately to a Portfolio Manager. Under his leadership, the fund achieved significant growth in assets under management and performance, garnering multiple accolades including EUR Hedge awards for Best Fixed Income Fund.
Vincenzo's trading prowess has delivered average annual returns of 10% with a Sharpe ratio of 2, solidifying both his personal reputation and the firm's expertise in the trading landscape.
He has contributed significantly to the development of market screening tools encompassing FX, interest rates, and volatility trade ideas across major rates markets.
Vincenzo completed his educational journey with studies in Economics, Management, Statistics, Accountancy, Business Administration, Corporate Finance, and more at Università Bocconi and Bocconi University.
His professional journey includes roles ranging from a Vice President Rates Vol Strategist at Nomura to Fixed Income Trader positions at various institutions like Sanctum Fixed Income Fund and Mako Trading. He has also worked as a Quantitative Analyst at Mako Trading and gained valuable experience as a Risk Manager (Internship) at Intesa Sanpaolo and a Financial Engineering Advisor (Internship) at KPMG Italy.