Scott Jacobson | Director, Investment Strategy
Hirtle Callaghan & Co.

Scott Jacobson, Director, Investment Strategy, Hirtle Callaghan & Co.

Scott is a Director of Hirtle Callaghan and Co-Head of the Investment Strategy Group. He serves on the Investment Policy and Investment Strategy Committees. Together, these teams are responsible for overall asset allocation, strategy development, risk-return assessment, and improving risk-return profiles.

Scott has over 25 years of deep investment experience, which allows him to grasp both the big picture and the pertinent details. He is a volatility expert who structured and managed billions of dollars of listed and over-the-counter derivative strategies for corporations, individuals, and investment managers. His asset class experience spans equities, fixed-income, derivatives, currencies, and commodities. Scott combines his fundamental expertise with computer science for a rigorous, balanced view of investing.

Prior to joining Hirtle, Callaghan in 2015, Scott developed and implemented absolute return strategies in proprietary accounts and at hedge funds. Previously, Scott was the head of derivative strategy at Sanford C. Bernstein, where he managed the sector specialist team and published macro and multi-asset class volatility research. Prior to Bernstein, Scott was the head of research at Capstone Global Markets, a derivative boutique and hedge fund specializing in volatility across multiple global asset classes. For more than ten years, Scott was a proprietary trader managing long/short portfolios and arbitrage strategies for Jefferies and Cargill Financial. Scott began his finance career as fixed-income portfolio manager and head of credit research for Piper Capital. Before graduate school, Scott was a manager at Deloitte.

Scott earned his MBA (with honors) from the University of Chicago’s Booth School of Business, and graduated summa cum laude with BS and BBA degrees in computer science and accounting from the University of North Dakota. Scott is a CFA charter holder and a licensed CPA (inactive).


TSC 2018 - DAY 2 @ 12:00

The quest for best ex and the alpha of trade performance – how are buy-side firms enhancing execution quality amidst changing market dynamics?

  • Buy-side control – what is driving buy-side firms to seek more power in the execution process? How will buy-side owned trading venues fit into the long-term picture for the equities market?
  • Cross-asset market microstructure – how are Reg NMS and MiFID II changing firms’ approach to sourcing liquidity? Has regulation ultimately improved or hindered execution?
  • Execution strategy – how are firms deploying algorithms in both dark and lit venues to locate the best price with minimal price leakage? 
  • Broker innovation – how are savvy brokers differentiating themselves to meet buy-side demands?
  • Clearing & settlement – is the post-trade process moving from a non-strategic necessity to a source of competitive differentiation?
  • Institutional vs. technical – how do execution needs differ between trading styles?
  • TCA & analytics – real-time analytics solutions to improve order routing and enhance execution quality

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