Michael Rey is the CEO of LSP. He holds a Master's degree in Mathematics from ETH Zurich. After graduation, he worked in financial risk management for nearly 20 years in financial centers such as Singapore, London, Tokyo and Zurich. Michael worked at UBS Investment Bank for 16 years. He was responsible for market risk management in multiple markets, such as market risk in the Asian macro sector, global CVA/proprietary trading in London, and structured credit/asset-backed/principal financing in Tokyo. Michael then worked at Singapore's Government Investment Corporation (GIC) and Deloitte. He was a senior vice president at GIC, engaged in quantitative risk research and prototype design.