Mr. Rocha is responsible for identifying, analyzing and structuring Quadratic's emerging markets investments across asset classes. Previously, he worked at Goldman Sachs as an Interest Rates and Foreign Exchange Strategist, responsible for tactical idea generation for institutional clients, including banks, corporations, hedge funds, asset managers, and sovereigns. Mr. Rocha has worked in both Brazil and the U.S.
He holds a B.S. magna cum laude in Electrical Engineering from Yale University, where he was a member of Phi Beta Kappa and Tau Beta Pi.
Mr. Christal is responsible for overseeing the business and trading operations for the company. Previously, Mr. Christal was at Tudor Investment Corp, a multi–billion macro hedge fund, for fifteen years where he was the Treasurer and chair of the Treasury and Credit Committees. Mr. Christal oversaw collateral management, cash management, credit and trade documentation negotiations. His prior role was the Chief Operations Officer at Millennium Partners where he oversaw trade operations.
Mr. Christal holds a Bachelor of Science degree in Applied Mathematics and Statistics from Stony Brook University.
Chief Operating Officer
Nancy Davis founded Quadratic Capital Management in 2013. Ms. Davis began her career at Goldman Sachs where she spent ten years, the last seven at the proprietary trading group where she became Head of Credit, Derivatives and OTC Trading. Prior to starting Quadratic, she served as a portfolio manager at Highbridge where she managed $500 million of capital in a derivatives-only portfolio. She later served in a senior executive role at AllianceBernstein. Ms. Davis writes and speaks frequently about financial topics and world markets. She has been published in Financial News, Absolute Return and Institutional Investor and has contributed papers to two books. She has been interviewed by The Economist, The Financial Times, New York Magazine and Le Figaro. In 2014, Nancy was selected by Institutional Investor as a Rising Star of Hedge Funds and recognized by The Hedge Fund Journal as one of "Tomorrow’s Titans." Ms. Davis holds a B.A. magna cum laude in Economics from George Washington University where she was a recipient of the Presidential Academic Scholarship. Ms. Davis speaks frequently at industry events including SALT Las Vegas, Sohn, Talking Hedge, HedgeWorld, AlphaHedge, CBOE Risk Management and IMN. Ms. Davis is a board member of the International Partners Committee and was a keynote speaker in China at the Asset Management Association's annual conference. Ms. Davis has appeared on CNBC, Reuters, Bloomberg, MSNBC and Sina.
Managing Partner and Chief Investment Officer