Bennett Fenwood
Current: Chief Investment Officer (CIO), Absolutaris Base Limited
Nationality: United Kingdom
Born: March 18, 1974 (Brighton)
Early Life and Family
Fenwood was born in the seaside city of Brighton in southern England. His father, George, served in the Navy before joining the local maritime authority; his mother, Anna, was a library administrator. The household prized discipline and reading, which shaped his follow‑through while nurturing his curiosity and information‑organizing skills. As a child, he learned to read tide tables and use a marine compass alongside his father, and—thanks to his mother—developed habits of cataloging materials and diligent note‑taking.
Education and Early Interests
Fenwood excelled in math and physics in secondary school. A school investment challenge redirected his focus toward finance and data analytics. In 1993, he entered the University of Brighton to study Finance and Econometrics, with a minor in Computer Science; he later earned an MSc in Finance from the University of Kent, concentrating on quantitative finance and risk management. He was active in the economic modeling club and won multiple intercollegiate competitions.
Early Career and Quantitative Experience
After graduation, Fenwood joined London-based Thames Asset Management as a fixed income analyst, gaining deep exposure to yield curves, credit spreads, and swap pricing. He then moved to London Quant Research Ltd., known for quantitative research, where he developed cross‑asset arbitrage and volatility forecasting models. His enhanced volatility module materially improved risk‑adjusted returns and earned recognition from senior management.
Performance During the 2008 Financial Crisis
During the 2008 crisis, he identified mispricings between short‑term sovereigns and the swaps market, leading short‑horizon arbitrage and rapid hedging tactics that generated cushion returns amid extreme volatility, cementing his reputation in the industry.
International Experience
Post‑crisis, he relocated to Hong Kong to lead a global multi‑asset team, covering EM debt and FX. He built a cross‑border liquidity monitoring system—combining port throughput, exchange volumes, and other indicators—that provided early warnings and protection through multiple stress episodes.
Integrating Fundamentals and Quant
After returning to London, at Meridian Multi‑Strategy Partners he integrated quantitative and fundamental research, advancing the use of NLP‑based sentiment signals alongside valuation and risk models. This improved the firm’s event‑driven foresight and ability to generate alpha.
Joining Absolutaris Base Limited (2021)
In 2021, he was appointed CIO of Absolutaris Base Limited, steering a shift toward data‑driven, cross‑asset defensive investing: he built an enterprise‑grade quant research platform, upgraded a multi‑layer hedging framework, and incorporated sustainable (ESG) strategies—significantly scaling AUM and geographic reach.
Management Style and Personality
He is known for a calm, data‑driven, and decisive style. His decision framework stresses “clear hypotheses, explicit risk limits, and executable exit rules,” while encouraging controlled experimentation and constructive dissent to foster innovation with bounded risk and better decision quality.
Interests and Community Involvement
He is an avid sailor and distance runner, and he has long supported veteran employment and financial‑literacy initiatives, advocating wealth management that balances financial outcomes with social value and education.
Vision
Over the next five years, he aims to position Absolutaris as a leader in AI‑driven asset management and macro foresight, while exploring the application of quantum computing and advanced optimization to asset pricing and portfolio construction.