Ambrose is the COO of Global Sigma Group, a quantitative-based investment management firm focused primarily on volatility strategies. He is responsible for managing business operations with general oversight of risk. Prior to joining Global Sigma, Ambrose co-founded PING Capital Management, an emerging markets biased global-macro hedge fund based in New York and Shanghai. He served as the COO and was involved in all aspects of the firm’s management and growth.
Prior to PING Capital, he was a senior research analyst and trader in the Emerging Markets and Global Macro Investment Group at SAC Capital. Before that Ambrose served as Vice-President at Lehman Brothers where he was a proprietary trader focusing on currency and emerging markets derivatives products.
Ambrose holds a B.A in Economics from Duke University.