Allan P. Saldanha

Mr. Allan P.
Saldanha is an Assistant Director of Alternative Investments at F&C Asset Managers Ltd.
He has over 12 years of experience in alternative investments having joined F&C Group in 1998.
He is responsible for quantitative support for the guaranteed funds, pricing exotic derivatives and fund risk analysis.
His first role was a Quantitative Analyst which provided a good grounding for derivatives fund management.
His work included evaluating different exotic option pricing models incorporating hedging parameters into the desk’s risk control system, and developing systems to monitor the desk’s guaranteed funds.
His successes include the Emerging Markets Garantie Fund, a semi active guaranteed fund that achieved double its target participation over its life.
Mr. Saldanha graduated with a Bachelor of Arts (Hons) in Economics from the University of Cambridge.
He is a member of the CFA Society of the UK.