Leadership Team

Roman Lutz

Chief Investment Officer

Roman began his career in 1998 at Salomon Smith Barney. In 2001, he joined Morgan Stanley in London where he was in his last position heading the equity derivatives business for Germany, Switzerland and Austria. In 2006, he joined AIG Financial Products where was responsible for providing structured solutions across all asset classes with a focus on asset & liability hedging of variable annuity products and regulatory capital transactions. In 2009, he founded Future Value Capital Ltd. which is a proprietary investment company and where he first developed and later managed investment strategies which capture alternative risk premia or monetize market inefficiencies. In 2011, he founded Future Value Capital LLP to be able to offer these strategies to investors. Roman is a CFA charter holder and holds an economics degree from the University of Applied Sciences in St. Gallen.

Francisco Cabello

Chief Operations Officer

Francisco started his career at PricewaterhouseCoopers and then at Ernest & Young, in the areas of business consulting and auditing respectively. He then joined the Investment Banking division at Santander Bank, specifically in the Anti Money laundering division, performing due diligence on the risks of the bank's clients and reporting to Santander UK in the retail clients division. After a brief stint in the technology sector, he joined Future Value Capital in 2021, to run the company's operations and compliance department. Francisco holds a degree in Finance and Law from the University of Seville, with an exchange stay at the Carlos III University in Madrid. He also is a holder of the CISI Level 3 Certificate in global financial compliance.

Prof. Walter Distaso

Chief Scientist

Walter is also a professor of financial econometrics at Imperial College Business School. He holds a PhD from the University of York. Previously, he held positions at the University of Exeter and Queen Mary, University of London. He has also been a visiting professor at the IMF. His research interests are in the area of estimation, specification testing and prediction of financial volatility in continuous time models; analyzing macroeconomic and financial time series using long memory models; identifying the macroeconomic determinants of stock-market volatility; studying the dependence of multivariate financial time series using copulas; evaluating competing trading strategies; analyzing the features and the effects of market microstructure noise. He has published extensively in leading economic and econometric journals. He has advised several hedge funds on devising and optimizing trading strategies and asset allocation techniques.