Principal
Todd Williams oversees risk and portfolio management, research, and
other related initiatives at AMF. Prior to AMF, Mr. Williams was Director
of Risk Management at K2 Advisors, a global hedge fund of funds, where
he supervised the various risk functions across multiple strategies,
including long-short equity, credit, volatility, convertible arbitrage,
event-driven, commodities and energy trading, insurance, direct lending,
and currency. While at K2 Advisors, Mr. Williams performed onsite risk
due diligence, developed research and risk analytics, and played an
integral role in the allocation process.
Prior to K2 Advisors, Mr. Williams was risk manager and quantitative strategist at Sagamore Hill Capital Management, a multi-strategy hedge fund in Greenwich, CT. In addition to risk analytics and reporting, Mr. Williams developed and contributed to numerous quantitative projects, trading models, and statistical arbitrage programs.
Mr. Williams earned a Ph.D. in Mathematics from the University of Virginia, where as a graduate teaching instructor he taught “The Mathematics of Derivative Securities,” a UVA course for graduate students and advanced undergraduates. He edited T.W. Epps’ text, Pricing Derivative Securities and conducted research in branching processes. Mr. Williams also holds a Master of Science in Financial Mathematics from the University of Chicago and a Bachelor of Science from the University of Arkansas, summa cum laude, with the majority of his undergraduate mathematics courses completed at the University of Cambridge, U.K.