Carlos Arcila B. CFA, CAIA, SCR
Chief Investment Officer & Portfolio Manager
Mr. Arcila has extensive experience in derivatives trading and risk modelling across a wide range of commodity and carbon emission markets, specializing in futures and spread strategies. He is the Adjunct Professor of Finance at Universidad de Los Andes and Associate Researcher for The Center of Sustainable Finance.
During his career, he worked as an Energy Risk Associate for Optima Consultores S.A.S., setting up and managing the electricity risk program, developing hedging and trading strategies in electricity futures for Latin American companies. He was an investment analyst for the Universidad de Los Andes Endowment and working for a prominent CTA in Chicago from 2014-2016.
In 2016, Mr. Arcila established Sigma Advanced Capital Management to start trading the Global Advanced Futures and Spread program, applying his experience and in-depth knowledge of commodities markets, with a focus on calendar spreads and relative value strategies. From 2017-2019 he led the Universidad de Los Andes' Financial Markets Research Center (Today Center of Sustainable Finance) conducting research on derivative instruments, managed futures, sustainable finance, and asset allocation. He developed various quantitative models to analyze variables affecting commodity spreads and carbon emission price behavior.
Mr. Arcila created the Carbon Neutral Alpha Program in June 2020, motivated by his work and research on sustainable finance and understanding the importance and need of financial institutions to align with environmental, social, and governance (ESG) factors and UN Sustainability Development Goals (SDGs).
Mr. Arcila holds an MSc. in Finance from the University of Notre Dame (Magna cum Laude) and B.S in Business Administration from Universidad de Los Andes; he is a member of the International Association for Quantitative Finance (IAQF), and the American Finance Association (AFA), Carlos is a CFA Charterholder, CAIA Charterholder, Sustainable and Climate Change Risk (SCR) Charterholder an holds the Series 3 license.
ir@sigmadvanced,com / Tel: +1 773 954 4991
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