Coolabah Expands Investment Team

Coolabah Capital Investments (CCI) is excited to announce some new additions to our investment team. With 28 years experience in fixed-income markets, Roger Douglas joins as a Senior Portfolio Manager, having previously been jointly responsible for EUR30 billion in fixed-income strategies at Deutsche Asset Management. Roger will be based in our London office initially and then migrate down to Sydney in mid 2023. From the RBA we have hired Neyavan Suthaharan as a Junior Trader & Quant Analyst. At the RBA, Neya was a Senior Analyst working in the prestigious Economic Analysis group. He graduated with the University Medal in economics from Sydney University and a perfect ATAR of 99.95. CCI’s large Data Science Team has expanded further with the addition of a new Data Scientist, Kelvin Liu, who joined from CBA where he was a Senior Analyst in the fraud analytics team where he worked on machine learning modelling. Kelvin graduated with outstanding maths/stats results from Sydney University. Finally, we have added a new Credit Analyst from Moody’s, Aaron Jiang. At Moody’s Aaron completed credit ratings analysis on structured finance products such as RMBS, ABS, covered bonds and ABCP. More detailed bios are enclosed below.

Roger Douglas, Senior Portfolio Manager

Roger Douglas joined Coolabah in 2022 as a Senior Portfolio Manager based in our London and Sydney offices. Roger was previously jointly responsible for EUR30 billion in credit strategies at Deutsche Asset Management as a portfolio manager and Co-Head of Fixed-Income Solutions EMEA. He was directly responsible for GBP10 billion of credit strategies, managing more than 10 portfolio managers. He was lead manager for the absolute return bond fund, and active in credit, rates, inflation bonds, and derivatives. He was also Head of Insurance-Linked Securities and a board director of the UK business. Roger started his career at Deutsche Bank in London as a market-maker in Euro swaps and engaged in relative value government bond and asset swap trading. He was promoted to Managing Director, Global Rates Trading, in 2009 where he started and built the fixed income index Total Return Swap and options trading business and had a leading role in the inception, structuring and trading of the Xtrackers fixed income ETF platform, the related ETF market-making, and TRS and collateral trading. In 2010, Roger was appointed Co-Head of Longevity Markets Trading. In this role he led the establishment of the infrastructure and trading of the pension and insurance risk transfer business, which included structuring, pricing and executing multi GBP billion bespoke liability hedges with pension funds and reinsurers with a focus on return on capital optimisation and lifecycle risk management. Roger graduated with a Masters in Engineering from Cambridge University.

Neyavan Suthaharan, Junior Trader & Quant Analyst

Neya joined Coolabah in 2022 as a Junior Trader and Quant Analyst. Neya previously worked as a Senior Analyst at the RBA, working in both fixed income and securitisation as well as the global macroeconomics team. Some of his work at the RBA included estimating a measure of secondary market pricing for RMBS and modelling the pass-through of commodity prices to inflation using error correction models. Prior to the RBA, Neya graduated from the University of Sydney with 1st class Honours and the University Medal in a Bachelor of Economics where his thesis was on forecasting electricity price spikes in Australia’s National Electricity Market using a Poisson autoregression model with exogenous covariates. Neya achieved an ATAR of 99.95 in the HSC from Baulkham Hills High School.

Kelvin Liu, Data Scientist

Kelvin joined Coolabah Capital in 2022 as a Data Scientist. Kelvin previously worked at CBA as a senior analyst within the Card Fraud Analytics team. At CBA, Kelvin was responsible for building statistical and machine learning models to detect lost/stolen card fraud, as well as card not present fraud, producing models with materially improved detection rates and F1 scores compared to existing methods. Prior to this, Kelvin worked at eHealth NSW as a data scientist intern, where he built an analytics framework to identify potential incorrect medical staff rostering information. Kelvin completed a Bachelor of Science in Mathematics, Financial Mathematics and Statistics from the University of Sydney, where he achieved a High Distinction Weighted Average Mark. At the university, Kelvin was awarded the Denison Research Scholarship and was a Dalyell Scholar.

Aaron Jiang, Credit Analyst

Aaron joined Coolabah Capital in 2022 as a Credit Analyst. Aaron was previously an associate analyst at Moody’s Investors Service, where he performed ratings and credit analysis on structured finance products such as RMBS, ABS, Covered Bonds and ABCP. He was also involved in compiling corporate credit rating research and macroeconomic outlooks for various Australian sectors. Prior to Moody’s, Aaron was a Data Engineer at ANZ, building and deploying various models to enable a proprietary property price prediction algorithm for ANZ Home loans. Aaron graduated from Monash University with a Bachelor of Commerce and Bachelor of Computer Science majoring in Finance and Data Science.

You can read more about the wider team on our website.

 

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