Alfonso founded Black Harbor Capital in 2024 and currently serves as the firm’s Chief Investment Officer. He is a seasoned investor with deep expertise in portfolio management and multi-asset trading across global markets, with a successful track record navigating volatile market cycles since the GFC, building a reputation for strategic leadership and innovative investment execution.

His investing and risk management versatility spans a wide range of strategies including Long/Short Equity, Global Macro, Systematic Arbitrage, ETF Indexing, Opportunistic Credit, and Treasury Optimization. Alfonso earned a long-standing reputation for identifying asymmetric opportunities, executing innovative risk-management strategies, and providing strategic leadership on CIO Investment Committees and Global Risk Committees.

Prior to founding Black Harbor, Alfonso led portfolio risk strategy, derivatives hedging and opportunistic macro for Blackstone’s Global Credit Division ($354B AUM). He partnered with CIOs, COOs, and CFOs in launching flagship funds such as BCRED Private Credit Fund and Multi-Asset Credit Fund, overseeing exposure across liquid credit and alternative private credit.

Alfonso began his career at Goldman Sachs as a Derivatives Trader managing Special Situations and Macro Index Arbitrage strategies (~$50B AUM). He later joined Macquarie Capital to build the firm’s Asian Synthetic Trading business, gaining expertise across China, India, Japan, Korea, and Taiwan. Subsequently joined Société Générale in Equity Derivatives Trading, focusing on synthetic portfolio financing for hedge fund CIOs and Treasurers .

Alfonso earned a BBA in Corporate Finance and Risk Management, graduating Summa Cum Laude with Highest Honors from St. Mary’s University, and holds a Chartered Financial Analyst (CFA) designation.