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Adam Keogh is a quantitative professional with extensive experience in investment and market risk analytics. Currently serving as a Quant in the Investment Risk team at Man AHL since May 2024, Adam previously held a Vice President role in Market Risk Quant at Citi, where responsibilities included model development for Relative Performance Options and Dividend VaR models as well as validation in Model Risk Management. Adam's career began with an Enterprise Risk Solutions Graduate position at Moody's Analytics, focusing on the calibration of stochastic models. Educationally, Adam holds an MSc in Computational Mathematical Finance from The University of Edinburgh and a BA in Mathematics from Trinity College Dublin. Additional experience includes a Mathematics Research Intern role at Trinity College Dublin and various temporary positions.