Fortlake Asset
Management

Dr. Christian Baylis is the Founder and CIO at Fortlake, responsible for overseeing the investment process, team, and serving on the board. He has extensive experience in global fixed income and derivatives strategies, having worked at UBS Asset Management and the Reserve Bank of Australia (RBA).

At UBS, Christian managed over $8 billion AUM, was a member of the Global Multi Strategy Committee and was the Australian representative for the Global Dynamic Fund – UBS’ core unconstrained global fund.

As Head of Derivative Strategy and Credit Trading at UBS, he managed over $26 billion, overseeing sector strategy and the development of ESG frameworks. Christian earned a 'Highly Recommended' rating from Zenith (2017-2020) for the Short-Term Credit category while managing the UBS Cash-Plus Fund. Before UBS, he held positions at RBA and Standard and Poor’s. 

Christian holds a PhD in Econometrics and received the Exceed First Class Honours award with a perfect GPA. He won the Australian Postgraduate Scholar Award at both UNSW and USYD and was a visiting scholar at Monash University in the Econometrics faculty. He was also a recipient of the Capital Markets CRC PhD Scholarship, focusing on inflation modeling, probability density functions, and option implied distributions.

Tiffany Heath is the Chief Strategy Officer at Fortlake, responsible for the overall strategic direction of the business, including functional synergies across the various trade-related offices of Fortlake, investment and implementation solutions, managing Fortlake’s domestic and international footprint, domestic and international stakeholder engagement, counterparty risk and relationships. Tiffany is a member of the Audit Risk and Compliance Committee (ARCC). A highly regarded financial markets professional, Tiffany is recognised for her expertise in technical trading solutions across large global pools of capital and commercial strategy.

With over 17 years of extensive experience in top-tier global financial institutions, Tiffany has held senior leadership positions at Goldman Sachs and UBS, overseeing diverse global markets businesses. During her 13-year tenure at Goldman Sachs, Tiffany served as Head of Cleared Derivatives for Australia and New Zealand, led the Australian-based Global Financing Sales & Distribution effort, and excelled as a lead project manager within the Global Portfolio Solutions, Pension Services, and Transition Management business. Her contributions were marked by strategic insights leading to business expansion, effective risk management, and a steadfast commitment to delivering client-centric solutions.

Tiffany holds a Bachelor of Agricultural Economics from the University of Sydney, graduating with First-Class Honors and awarded the G.W. Walker Memorial Prize for Agricultural Economics. Her academic achievements were complemented by the University of Sydney Senate Sports Scholarship, recognizing her excellence in both academics and sporting achievements.

Cathie serves as a Portfolio Manager at Fortlake. She is a current PhD (Engineering) candidate and scholarship recipient at the University of Sydney (USYD), where she is leveraging artificial intelligence for fixed income portfolio optimisation. 

Catherine has been conducting research alongside Dr Christian Baylis and Dr Kylie-Anne Richards since September 2023. 

She holds a Master of Data Science from USYD, where her thesis examined the role of Quantitative Easing and price bifurcations in the Australian Commonwealth Government Bond market.

Having worked previously at ANZ and Dimensional Find Advisors (DFA), Catherine has experience in domestic and global fixed income markets. DFA is a global investment firm with over $1 trillion AUM, with a board that has featured numerous Nobel laureates and esteemed academics including Eugene Fama, Ken French, Merton Miller, Myron Scholes and Robert Merton. At DFA she worked in a trading and portfolio management capacity where she applied quantitative problemsolving and analytic skills to design fixed income strategies. Catherine was also responsible for overseeing the incorporation of sustainability principles into the investment process. In her time at ANZ, she produced market communications and facilitated trades in fixed income and derivative products.

Catherine's experience in finance is preceded by a career in economics and business studies education, where she served as a teacher for several years. Outside her time at Fortlake, she continues her work as an educator for postgraduate students in the Faculty of Computer Science at USYD.

Aaron Van Der Werff is the Investment Implementation Specialist at Fortlake, responsible for monitoring investment implementation and middle office flows, risk management and performance monitoring & reporting. 

Aaron has over 12 years’ experience within the finance and banking industry in Australia. Prior to working at Fortlake, Aaron worked for the Tactical Global Management Ltd (TGM) for 8 years. During his time at TGM, Aaron was a Senior Trading Analyst responsible for the implementation of client portfolios including daily execution of rebalancing currency and derivative overlays. Prior to this Aaron also oversaw critical execution and implementation services provided to Fortlake Asset Management Ltd (FAM) via the TGM/FAM joint venture. 

Aaron has a Bachelor of Commerce/Arts from University of Queensland majoring in Finance and Information Technology, as well as a Masters in Applied Finance.