David Berlinghof

David Berlinghof, CFA, is Managing Director of Convertible Trading at Context Capital Management, LLC, based in Chicago, Illinois. In this role, he focuses on the origination, trading, and risk management of convertible securities, working within a team specializing in fixed income and relative-value strategies, particularly convertible arbitrage and capital structure arbitrage. Berlinghof’s responsibilities include overseeing trading activities, portfolio construction, and analysis of convertible bond market opportunities in both the U.S. and international sectors.

David’s professional background spans more than a decade in global convertible bond markets. Prior to joining Context Capital Management in April 2021, he was a US Convertible Bond Market Maker at Morgan Stanley, managing a broad portfolio of convertible bonds and applying cross-asset risk management techniques. Earlier, he managed the European convertible bond book for Credit Suisse, where he built expertise in event-driven situations and macroeconomic analysis within European markets.

He holds a Bachelor of Science in Finance and Mathematics from the University of Virginia and is a CFA charterholder. Berlinghof is recognized for his quantitative approach to securities analysis and risk control, with significant contributions to convertible bond market liquidity and innovation in relative-value investing. His expertise covers a range of sectors accessed through convertible bonds, including technology, healthcare, and consumer discretionary issuers as reflected in the firm's portfolio.