Our management team has over
30 years experience in exchange traded derivatives.
Christopher Foster, CEO and Portfolio Manager
Christopher Foster is a co-founder of Blackheath Fund Management and was the architect of Blackheath Sentiment Strategy.
Between 1989 and 2000 while Christopher was with Friedberg Mercantile Group (FMG) he first became familiar with analyzing crowd behaviour and sentiment indicators, under the instruction of FMG’s Portfolio Manager, Albert Friedberg. He started as a registered representative in futures and futures options contracts, before becoming an Associate Portfolio Manager and developing the genesis of the Blackheath Sentiment Strategy.
From 2000 to 2009, Christopher was with ScotiaMcLeod as an Investment Advisor and Director, Financial Services, as well as a Portfolio Manager in futures and futures options contracts. While at Scotia, he was the advisor for the first account to use the strategy – Blackheath Offshore Limited. In 2009, Christopher left Scotia to start Blackheath with a partner, bringing his innovative managed futures strategy to a wider audience.
Frankie Liu, Portfolio Manager and Head of Research
Frankie Liu, CFA, is the Portfolio Manager of the Blackheath AI Global Macro Strategy and the architect of the Blackheath NewTrend Strategy. In addition to his Portfolio Manager role, Frankie is the Head of Research at the firm. His responsibilities include developing proprietary trading software, building quantitative pricing models as well as conducting research in asset price dynamics.
After graduating from the University of Chicago in 2009 with Bachelor’s degrees in Mathematics and Economics, Frankie first worked as a trader and managed options books in commodities and foreign exchange markets. Frankie received his CFA® charter in 2013.
Benjamin Chung, Strategy Consultant
Ben Chung was an early champion of machine learning’s potential for application to absolute return strategies. He created the world’s first opensource Object-Oriented Deep Learning library (Java) and released it under the GPLv2 in 2007 and continued to work on its development through 2012.
From 2009 to 2012 Ben was employed as a Portfolio Analyst, for the Canadian Pension Plan Investment Board’s Global Tactical Asset Allocation Group. There he conducted research on macroeconomic forecasting models for the Group’s emerging market currencies portfolio.
In 2013, Ben struck out on his own, launching the Neptune AI FX Fund Ltd, a neural-network, fundamental strategy. This program founds the basis of the trading method Ben is employing in the Blackheath AI Global Macro Strategy.
Ben is a graduate from the University of Toronto in Computer Science
Nishant Patil, Treasurer and Manager, Risk and Compliance
Nishant joined Blackheath in October of 2011 as a Quantitative Analyst and Treasurer, and has since become the firm's Risk Manager and Compliance Officer. Nishant is responsible for risk monitoring and firm level risk management. As a Compliance Officer, he assists the Chief Compliance Officer with compliance oversight and regulatory reporting. Nishant also works on developing quantitative and risk models and takes care of financial reporting and government filings.
Prior to Blackheath, Nishant was part of the volatility arbitrage team at Wealth Management Alliance for two years as an Analyst.
A graduate of the Sauder School of Business at the University of British Columbia with a Masters in Business Administration in Finance (2009), he also received a Bachelor degree in Mechanical Engineering from University of Pune (India) in 2002.
Jennifer Coghill, Manager, Operations and Compliance
Jennifer joined Blackheath in 2009, bringing a wealth of experience from her previous operations roles, along with her training in graphic design. She holds a multi-faceted role at the firm, having started with the management of administration and client services before adding on a number of Compliance responsibilities. In addition, she works with the Director of Sales, and manages the design and production of the firm's communication materials.
A graduate of the Ontario College of Art in Communication and Design, Jennifer has now been in the financial services industry for over seven years and she is proud to say she passed both the Exempt Market Dealers exam and the Derivatives Fundamentals exam for her work at Blackheath.