Kelvin Romea

Kelvin Romea is a Quantitative Researcher at Capital Fund Management (CFM) based in Berkeley, CA. In his current role, he focuses on developing and implementing advanced quantitative strategies, applying mathematical modeling and statistical analysis to a broad range of liquid asset classes and systematic investment approaches. His expertise includes portfolio construction, risk modeling, and data-driven alpha generation, particularly within equities, derivatives, and global macro sectors.

Prior to joining CFM, Kelvin completed industry projects at Integrated Quantitative Investments LLC and AllianceBernstein, where he contributed to research initiatives spanning systematic asset management and quantitative investment solutions. These experiences involved hands-on work in signal development and quantitative research, enhancing his proficiency in multi-asset systematic strategies.

Kelvin holds a Master in Financial Engineering from UC Berkeley’s Haas School of Business and a Master 2 in Financial Engineering from EDHEC Business School. His educational background is further strengthened by graduate studies in applied mathematics at Aix-Marseille Université and quantitative finance at Handelshøyskolen BI. Through these programs, he has developed expertise in mathematical finance, machine learning, and complex data analysis for institutional investment applications.