Sorin Ionescu

Sorin Ionescu joined Deutsche Bank (DB) on the graduate programme in 2004 and is responsible for DB’s Investment Solutions Structuring team, covering Quantitative Investment Strategies and the dbSelect managed account platform.

His team has a long track record of innovation, with early examples including the first roll-optimised commodity indices in 2006 and swaption volatility risk premium strategies in 2007 and more recent innovations including the first systematic long rates volatility strategies in 2016, strategies based on delta-replication in 2017, machine learning based strategies from 2021 and the first QIS strategies on single name CDS in 2022.

Prior to his role at Deutsche Bank, Sorin worked for one year in the Bank of England's International Economic Analysis division.

He holds an MSc in Finance and Economics from the London School of Economics.