David Meneret
Chief Investment Officer ("CIO")

Prior to establishing Mill Hill Capital, Mr. Meneret was a Senior Managing Director and Senior Portfolio Manager in charge of Securitized Debt and Corporate Financials Trading at Macquarie’s Credit Nexus Fund from 2012 to early 2015. He was Head of Securitized Debt Trading at Macquarie’s Credit Principal Trading division from late 2008 to early 2012. Before he joined Macquarie, Mr. Meneret was a senior trader on the Structured Products Proprietary Trading Desk at UBS New York from 2006 to 2008. At UBS, Mr. Meneret managed the ABS CDO, CLO, and Aircraft ABS trading books. From 2002 to 2006, Mr. Meneret structured Aircraft and Esoteric ABS for Credit Lyonnais Americas and Credit Agricole/Calyon Americas. Mr. Meneret holds a M.S. in Financial Engineering from Columbia University and a M.S. in Industrial Engineering from Ecole Centrale Paris, France.

Robert Perdock
Chief Financial Officer ("CFO"), Chief Operating Officer ("COO"), and Chief Compliance Officer ("CCO")


Robert has worked for banks, broker dealers and asset managers for over 23 years in a variety of roles inclusive of internal audit, product control, financial control, operations, compliance, middle office, and market and credit risk.  Prior to joining Mill Hill Capital in 2015, he worked as the COO for credit trading at Macquarie since early 2008 and became the CFO/COO of the Macquarie Credit Nexus Fund business in early 2012.  Prior to Macquarie, Robert headed the Structured Products Middle Office for Bank of America.  Robert has a strong financial, operational and compliance background and has spent the majority of his career supporting structured credit businesses and securitized products.  Robert holds a Bachelor's degree in Accounting from Hofstra University and a Master's degree in Finance and International Business from Fordham University.

Hongwei Cheng
Head of Research and Chief Risk Officer ("CRO")

Hongwei has worked in the financial services sector for the last 20 years of his career in quantitative development roles at Morgan Stanley and Lehman Brothers.  Prior to joining Mill Hill Capital, Hongwei a Senior Vice President and Head of Investment, Risk & Finance Model Risk for Prudential Financial.  Prior to Prudential, Hongwei was the Head of Credit Product Quantitative Modelling for Macquarie.  Hongwei has previously been a Lecturer / Research Scientist at Yale University and an adjunct Professor at New York University in the Spring of 2015.  Hongwei holds a Bachelor's Degree in Math from Zhejiang University, a Master's Degree in Math from the Chinese Academy of Sciences and a Ph.D. in Applied Mathematics from New York University.

Jacob Apik, CFA

Jacob joined Mill Hill as an analyst. He designs, builds, tests and maintains valuation models across numerous asset classes, including CLOs, RMBS, ABS as well as corporate bonds in the financial and transportation sectors in addition to trading and monitoring markets with a focus on Mill Hill’s ABS strategy. 

Prior to joining Mill Hill, Jacob obtained an MS in Operations Research from Columbia University with a concentration in Financial and Managerial Applications. He was also a programming assistant to Professor Mark Broadie of Columbia Business School in a statistical golf analytics project.

Jacob holds an MEng degree from the University of Oxford in Engineering, Economics and Management with First Class Honors. There, he was the recipient of a university scholarship, scholars’ gown, numerous collections prizes and two Benlian scholarships.

Nick Pepe
Head of Business Development and Investor Relations

Prior to joining Mill Hill Capital, Mr. Pepe was a senior member of Global Securitized Markets at Citigroup from 2005 to 2018. He specialized in transac-tions involving fixed income securities and derivatives with Citigroup’s top institutional clients, primarily hedge funds, money managers, REITs and private equity funds. Nick’s primary focus was on complex securitized products, including  RMBS,  CMBS, ABS, CLOs, CDOs, Esoteric ABS, and consumer and residential whole loans in the U.S. and abroad. In addition, Mr. Pepe worked with clients  to  create  customized  financing  solutions,  including  warehouse  facilities  and  structured  repurchase agreements. He also assisted clients with select hedging strategies and solutions using synthetic indices, single name credit default swaps, derivatives, and interest rate swaps. Nick holds a BA in Economics from Williams College in Williamstown, MA. 

Contact Us


Tel: +1 929 458 3018
Email: nick.pepe@millhillcap.com
Address: 501 Madison Avenue, 14th Floor

New York, NY 10022

© 2018 Mill Hill Capital, LLC