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G. Malcolm Schreiber

G. malcolm schreiber

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location of G. Malcolm SchreiberTokyo, Tokyo, Japan
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  • Timeline

  • About me

    Chief Executive Officer at Egregium, Inc.

  • Education

    • Columbia university in the city of new york

      1990 - 1991
      Master of science - ms engineering physics/applied physics

      Studied plasma physics. Publications: "Geometric phase, rotational transforms, and adiabatic invariants in toroidal magnetic fields." Physics of Fluids B: Plasma Physics 4, 2737 (1992).

    • Columbia university in the city of new york

      1991 - 1993
      Mathematics

    • Columbia university in the city of new york

      1988 - 1990
      Bachelor of science - bs applied mathematics honors with distinction (top 5%)

      Activities and Societies: Tau Beta Pi (Engineering Honor Society) Fastest graduation in history of Columbia University. Won Steven M. Abbey Memorial Prize in Applied Mathematics.

    • Columbia university in the city of new york

      1994 - 1997
      Master of philosophy - mphil mathematics

      Studied and researched gauge theory and applications to 4-dimensional manifolds.

  • Experience

    • Nomura-ibj global investment advisors

      Nov 1997 - Jul 2001
      Vice president

    • Asuka asset management ltd.

      Nov 2002 - Jun 2006
      Vice president

    • Mu investments (mu投資顧問株式会社)

      Jun 2006 - Jun 2013
      Chief portfolio manager

      Created and managed a fixed-income derivative arbitrage fund, focused on yield-curve arbitrage in 11 currencies, the first of its kind by a Japanese pension manager. Created all systems and algorithms, for front office, middle office (risk management), and back office operations. Trained the custodian and negatiated with the Luxembourg authorites to approve the fund, the first of kind in Europe and the highest leverage fund ever approved by the regulator.

    • Money design co., ltd.

      Sept 2013 - Jan 2022
      Chief investment officer

      As CIO, created portfolio management and trading algorithms for 2 of the first robo-advisors ETFWrap and THEO) in Japan, and managed the portfolio management and trading department. Grew the business from 0 to 20 bln JPY AUM. Constructed quantitative strategies for multiple products investing in fixed income, equity, and real asset ETFs, customized to suit a variety of goals and incorporating risk-based and smart beta techniques. Created a profiling scheme based on the analytical hierarchy process to map clients to allocations among these various portfolios. Developed automated trading algorithms for eliminating cash drag and minimizing taxes, and hold the patent on such, which currently generate hundreds of thousands of trades per day for over 120,000 customers. Incorporated machine learning techniques, including SVM, into the portfolio construction process of these funds, specifically the risk management, and am continuing to actively research new AI approaches to fund management. Built all the database infrastructure to manage this online asset management business, including the back-office for securities brokerage. Also established robo-advisor in Malaysia, similarly creating algorithms for portfolio management, trading, and profiling. As the CIO of that entity, oversaw portfolio management, trading, and operations there as well. Have Malaysian portfolio management license. Show less

    • 株式会社egregium

      Oct 2023 - now
      Ceo & cio

  • Licenses & Certifications

    • Chartered financial analyst (cfa)

      Cfa institute
      Jun 2001

    • Deep learning fundamentals certification

      Lightning ai
      Jun 2023
      View certificate certificate