Douglas P. Dupont, Cfa
About Douglas P. Dupont, Cfa
Douglas P. Dupont is the Managing Director and Head of Insurance Strategies at Ellington Management Group, where he has worked since 2022. He has a strong background in credit portfolio management, consistently generating positive returns and leading a team of analysts.
Work at Ellington Management Group
Douglas P. Dupont serves as the Managing Director and Head of Insurance Strategies at Ellington Management Group, a position he has held since 2022. In this role, he is responsible for overseeing the development and management of investment strategies focused on insurance. His leadership contributes to the firm's overall investment performance and strategy formulation.
Investment Strategy Development
Dupont has developed and managed a long/short credit default swap (CDS) alpha strategy, which has consistently generated positive returns each year. He has also created CDS strategies and managed a $2 billion long-only portfolio, demonstrating his expertise in navigating complex financial instruments and market conditions.
Portfolio Management Expertise
He has managed and traded a substantial $32 billion credit portfolio, achieving top quartile excess returns over 1, 3, and 5-year time horizons. His focus on generating excess income and minimizing default losses has been a hallmark of his management style, particularly in income-focused portfolios.
Leadership and Team Management
Dupont leads a team of investment grade research analysts and junior portfolio managers. His role involves guiding and mentoring team members to enhance their analytical skills and investment strategies, fostering a collaborative environment that supports the firm's objectives.
Education and Expertise
Douglas P. Dupont earned a Bachelor of Science (BS) degree in Mathematics and Actuarial Science from the University of Wisconsin-Madison, where he studied from 1987 to 1991. His educational background provides a strong foundation for his analytical and quantitative approach to investment management.