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Marc Abrams

Marc founded Quantlaw based on his view that the historical goal of the legal system, to provide a rules-based system resulting in predictable outcomes, made it highly susceptible to applying asset management principals, big data technology and behavioral science advances, to vastly improve the system’s efficiency.

 

Marc’s entrepreneurial, problem-solving approach spans 20+ years of successfully developing innovative business initiatives from initial inception through execution, across sectors and industries.  In addition to his professional accomplishments, Marc was ranked #2 in his first-year law school class while simultaneously running a small consulting company. He first became interested in improving the legal sector during his undergraduate study in the field of Economic Analysis of Legal Issues.

 

The core tenets to Marc’s approach to innovation are: 

 

  1. Recognizing and clearly defining the existing “problem”/ challenge to overcome 

  2. Critically examining and determining the root causes (and not the collateral symptoms)

  3. Examining the behavioral incentives and structure that drive & perpetuate the current state

  4. Investigating how other areas/ sectors have successfully addressed similar “rooted” challenges

  5. Devising and crafting viable business solutions that provide greater incentives for change than maintaining the current state

  6. Clearly and honestly communicating and executing the plan, while maintaining flexibility and agility to adapt and prosper from new information and changing circumstances

 

Marc’s diverse career success has spanned across industries and sectors, with the common thread of communication, integrity, team building and collaboration. From his initial professional experience as a congressional staffer and political & fundraising strategist to corporate finance; hedge funds/ institutional alternative investments; real estate development and asset backed lending to hosting a weekly radio show and even some short jaunts on the business side of movie and theatre.

Marc's personally executed over $1.5 billion in institutional transactions, co-founded two groundbreaking quantitative driven investment companies. In 2001, he along with the original team of four, launched the first pure play, option arbitrage fund, where he developed three successful follow-on fund products; including coining the now widely accepted hedge fund category, “volatility arbitrage”, until he left the firm in 2009. In recognition of his work, in 2007, he was appointed to serve on the California State Controller's Advisory Council for Alternative Investments.  In 2016/2017 working with a distressed personal investment, a Latin American auto fleet manager, he devised its transition into the first nonbank, digital platform, originating asset backed, and inflation indexed auto loans, and devised its SME “rent-to-own” program along with a first ever secured credit card, linked to working automobiles; focused on opening credit access to the significant unbanked population.

Personally, Marc is a passionate believer in giving back. In addition to supporting a variety of philanthropies focused on advancing upward mobility and protecting the integrity of the legal system; Marc served as the Co-President of his local Synagogue and member of its board of Trustees as well as served on the Board of Trustees and Executive Committee for the Museum for African Art.

 

Marc is currently a Member of the New York State Bar Association, having earned his JD from NYU School of Law and his BA from Boston University in Political Science and Economics.  He lives in a suburb of New York City with his wife and three young children. 

Kyle Chuang

Kyle is Co-Founder and serves as the Senior Advisor where he focuses on overseeing the technology development and directly working with Marc designing and implementing the first-generation Genesis System.  

 

Kyle has been in quantitative analytics for over 20 years, starting on the Chicago trading floors, trading options.  Kyle and Marc first met and worked together when Kyle joined the investment team at Titan’s Volatility hedge fund.  Initially Kyle worked on the derivative trading desk, developing the option trading strategies, and designing option portfolios, alongside the Asia Portfolio Manager. Ultimately Kyle rose to become the Senior Portfolio Manager running all of Asia investing and trading. Under Kyle’s investment and risk management leadership, Titan Asia won multiple awards in 2007, 2008 & 2009 for its exceptional performance.  

After leaving Titan, Kyle consulted on data science at Capgemini for industries ranging from Media to Telecom to Construction/Engineering.  He ultimately returned to finance as a data scientist at Standard Chartered. He is currently an Executive Director at Morgan Stanley's data and analysis group. He graduated with a BS from University of Pennsylvania's Wharton School of Business, BAS from University of Pennsylvania's School of Engineering and a Master's in Data Science from University of California at Berkeley.

For More information: 

info@quantlawcorp.com

NY, NY USA

© 2022 by QuantLaw Corporation

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