Eurizon SLJ Capital Ltd

Experience in macroeconomic analysis and rigorous quantitative approach

Eurizon SLJ Capital Ltd is an asset management company based in London, that has been operating since 4 July 2016, active in investment and advisory services, with particular focus on currency management and macroeconomic research.

The company is a joint-venture 65% owned by Eurizon Capital SGR and 35% owned by Stephen Li Jen and Fatih Yilmaz, founding partners of SLJ Macro Partners, a London-based asset manager whose assets have been conferred to the JV.

With a consolidated background of expertise in macroeconomic analysis, combined with a rigorous quantitative approach, Eurizon SLJ Capital LTD can boast a client portfolio that includes leading financial institutions at the global level.

The management teams can boast many years of experience in three specific fields:
  • Macro & FX Team

    The team lead by Stephen Li Jen and Fatih Yilmaz uses a rigorous top-down macro investment approach to identify the key global investment themes. The top-down approach focuses on macroeconomic, policy and markets analyses, and it is augmented by a bottom-up process to identify the liquid financial instruments that can capture the fundamental investment themes. The team also adopts some degree of tactical trading themes to enhance return opportunities and for better risk control. A live daily risk management with stress test, VaR back testing, and scenario analyses, allows the team to control the maximum drawdown risk and achieve higher diversification benefits.

    The team is led by Stephen Li Jen and Fatih Yilmaz.

  • Chinese bond market in local currency (Renminbi)

    The Chinese bond market is now accessible to foreign investors. RMB bonds are a safe heaven asset: historically, they outperform during risk-off scenarios, in fact they exhibit EM-like return, but with DM-like risk.
    Eurizon SLJ Capital has an established management team that takes advantage of this attractive investment opportunity. A team lead by Stephen Li Jen and formed by Chinese professionals with a global perspective, but access to local network. Invest in Chinese onshore bonds in local currency could diversify the portfolio and improve both the return and the Sharp ratio of global fixed income portfolios.

    The team is led by Stephen Li Jen.

  • Emerging markets debt

    EM Debt offers attractive risk-adjusted returns while providing diversification benefits thanks to a universe with more than 1000 distinct sovereign, quasi-sovereign, and corporate issuers across 100+ countries and 30+ currencies.
    The team lead by Yasmine Ravai utilizes an active approach to invest in EM Debt, through a benchmark-Aware Strategy and a dynamic risk allocation to mitigate volatility.
    In the portfolios construction Yasmine’s team combines the Top Down/Bottom-Up ideas and the Eurizon SLJ Capital’s expertise in Macro/FX to get tail risk hedging and risk overlay.
    Moreover, the team uses a selective credit allocation to event-driven/restructuring situations for uncorrelated capital appreciation.

    The team is led by Yasmine Ravai.

Eurizon SLJ Capital Ltd is led by Stephen Li Jen.

 

The composition of the company’s Board of Directors is detailed below.

Board of Directors

NAME AND SURNAME POSITION
Saverio Perissinotto Chairman
Stephen Li Jen Chief Executive Officer
Massimo Mazzini Board Member
Alessandro Solina Board Member
Fatih Yilmaz Board Member
Irene Cervellera Independent Board Member
Giuseppe Distefano Independent Board Member

 

For further information, visit www.eurizonsljcapital.com

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