Dmitry Green, the former Chief Risk Officer (CRO) at Rokos Capital Management, has left the firm approximately six months after it appointed a second individual to the same position, according to a report by Bloomberg.
The report cites a June regulatory filing as revealing that Green is no longer with the London-based investment firm and is seeing out a period of gardening leave in New York.
Green initially joined Rokos in 2021 as Chief Risk Officer and transitioned to a Co-CRO role in January 2024, sharing responsibilities with Shubham Singal, who was newly hired at that time and has now assumed sole leadership of Rokos’ risk team, according to a Bloomberg source.
Prior to joining Rokos, Green held risk management roles at Mariner Investment Group, Saba Capital Management, and BlueMountain Capital, according tom his LinkedIn profile.
Rokos Capital Management operates one of the world’s largest macro hedge funds, managing over $17bn in assets as of May 2024. The fund has also demonstrated impressive performance in 2024, achieving gains of 20% in the first four months of the year.
