Strategic clarity. Quantitative rigour.
Manager selection and due diligence, fund launch and European expansion, and quant risk oversight — delivered by one person who has run the operations, built the models, and scoped the regulation.
Services
Each line is a discipline I have practised from the inside — as the selector, the operator, or the quant. One analytics engine sits behind all three.
For allocators, funds of funds, private banks, family offices and their consultants.
Format Project, 2 to 6 weeks per mandate — or a monthly analysis retainer.
For US, UK and Asian managers opening in Paris or the EU, and for emerging managers.
Format Fractional, 3 to 12 months — operating model, regulatory roadmap, key hires, vendor and PB set-up.
For small and mid-sized allocators, multi-family offices and wealth managers.
Format Monthly retainer, priced per fund tracked — live dashboards plus a monthly performance and risk pack.
Approach
Fund selection rests on three disciplines: investment due diligence, operational due diligence, and quantitative due diligence. The first two are mature. The third works under the industry's real constraints — monthly, self-reported returns and rarely any position-level data — so in practice it collapses to the tearsheet: return, Sharpe, drawdown, correlation. Outputs, not causes.
Headline statistics describe what a fund did; they say little about why, or whether it will hold. The question I work on is how much rigorous quantitative diligence can extract from returns alone — in advance.
The answer is a production factor engine: a seven-factor decomposition with robust inference, drift and smoothing surveillance, and event-by-event stress framing, run on every fund through the same unmodified chain. It gives a fingerprint, a verdict, and a call when something moves.
Seven-factor decomposition with robust inference, alpha quality assessment, and a plain-language read a committee can act on.
Rolling betas, sub-period splits and return-unsmoothing diagnostics — the instruments that catch a book changing while its headline statistics stay still.
Every catalogued market episode in the fund's history, realised against model-implied. No surprises — or surfaced ones.
A one-page verdict per fund, alerts when anything moves, and a full appendix for the quant on your side.
The market splits in two: license the tools and staff a quant to drive them, or buy the institutional subscription at six figures a year. This practice sits in the empty quadrant — the analysis and the accountability in one senior person, at family-office scale, with no product to distribute and no discretion to sell.
One interlocutor. One engine. One signed opinion.
Why work with me
I built and ran a regulated systematic-trading office. The advice comes from having done it, not from having watched it.
An MSc in Applied Mathematics and Financial Engineering, and a decade of factor modelling and strategy assessment — I model the factors myself.
AMF / MiFID, GDPR and digital-asset desk scoping in Europe, with working exposure to the US SEC / CFTC / NFA framework.
No products, no distribution, no retrocessions, no discretion. The only revenue is the client's fee — the advice has no other master.
Working together
A scoped deliverable at a fixed fee or day rate — due diligence, regulatory scoping, analytics tooling.
Ongoing analytics, monitoring or advisory on a predictable monthly budget, priced to the number of funds tracked.
Part-time COO, country head or head of risk while you build or transition.
Bring one fund you want analysed. Within 48 hours you have the report — its fingerprint, its drift history, its verdict.
About
I spent five years selecting and monitoring hedge fund managers at a quantitative fund of funds, then five more building and running the Paris office of Point72's systematic unit — the operating model, the controls, the hiring, the regulatory scoping, and the oversight of the quant strategies traded from it. Along the way I kept modelling factors myself.
Damitio Advisory packages that experience, and its tooling, for allocators and managers: independent judgement on which managers to back, practical help opening and running a regulated office in Europe, and a standing quant function for lean teams.
I work from Paris in French and English, across Paris, London, Geneva and Dubai.
Charles-Thomas Damitio
Paris Office Manager. Built and ran the Paris office of Point72's systematic unit: operating model, controls, hiring, quant strategy oversight, regulatory scoping.
Senior Investment / Quantitative Analyst. Hedge fund selection and due diligence at a quantitative fund of funds — multi-factor models, portfolio construction, Investment Committee.
Index Analyst, then Developer / Data Engineer. Cross-asset index pricing (risk premia, smart beta) and derivatives pricing-validation tools.
Regulatory exposure: AMF / MiFID, GDPR, digital assets (EU); SEC / CFTC / NFA (US).
Contact
Start with a thirty-minute conversation about your book or your project. Where it makes sense to go further, I come back with a scoped proposal within 48 hours.
Based inParis, France
Working acrossParis · London · Geneva · Dubai
LanguagesFrench · English
LinkedInCharles-Thomas Damitio