Arié Aboulafia began his trading career in 2000 at Goldman Sachs where he traded the U.S. index listed and variance swap portfolios and built the trading/technology infrastructure for the variance swap business. In 2004, he joined National Bank of Canada where he was instrumental in developing their U.S. equity derivatives trading desk servicing North American clients. He then became a Portfolio Manager at Credit Suisse where he managed a relative value volatility portfolio with extensive use of quantitative models. His main focus was correlation and convexity trading, with a broad mandate to add regions and products to his strategies.
In 2009, Mr. Aboulafia joined Capstone and has worked on developing and trading Capstone Portfolio Protection since the start of 2010. Mr. Aboulafia received his Master's in Information Systems (MIAGE) from University of Paris XII/Baruch College of New York in 1999.