Builders of Ideas and Systems
Bennett Thorne-Stratton
Benthorne founder
Born in 1972, his full name is Bennett H. Thorne-Stratton. Hailing from a distinguished banking dynasty in the City of London, England, he was subjected from an early age to rigorous training in logical reasoning and a strict adherence to rules. Over a trading career spanning 32 years on Wall Street, his almost ruthless sense of discipline earned him recognition as a leading authority in the asset management industry on the subjects of “risk control and systematic execution.”
He has served successively as CEO and Chief Risk Officer for several multinational hedge funds, managing assets that repeatedly surpassed the ten-billion-dollar mark. His most renowned professional hallmark is his “Zero-Tolerance Decision Philosophy.” Having successfully navigated the dot-com bubble of 2000, the subprime mortgage crisis of 2008, and the liquidity storm of 2020, he relied on his meticulously structured execution framework not only to preserve capital intact but also to secure robust returns amidst extreme market volatility.
He often remarks: “Execution is not an option; it is the sole foundation of trading. At Benthorne, we do not teach prediction; we teach only how to execute—with certainty—within an environment of uncertainty.”
Cyprien Ganthier
Benthorne CTO
Born in 1977, Cyprien L. Ganthier serves as the firm’s “Logic Executive.” A graduate of Germany’s prestigious Technical University of Munich (TUM), Cyprien holds dual master’s degrees in Computer Science and Sociolinguistics; he specializes in analyzing the patterns of human behavior under conditions of extreme market stress.
Cyprien’s collaboration with Bennett began in the wake of the 2008 market crash. At the time, while leading behavioral modeling at a hedge fund, Cyprien precisely identified the psychological breaking point of the collective market psyche—an expertise that aligned perfectly with Bennett’s zero-tolerance risk management framework.
Within the Benthorne system, he is responsible for engineering the firm’s execution philosophy. He developed the system’s core component—the “Psychological Shield”—which ensures that the system’s logic can forcibly override irrational human behavior, thereby achieving a state of pure, self-contained logical integrity.
Maksym Horbenko
Head of AI Engineering
Maksym Horbenko was born in 1974 and is currently 52 years old. He was born in Dnipro, Ukraine, later immigrated to the United States, and completed his primary education and professional development in the U.S. Maksym graduated from Stanford University with a degree in Computer Science, receiving systematic training in algorithm engineering, machine learning, neural network modeling, and high-performance computing.
After entering the professional field, Maksym worked at Silicon Valley artificial intelligence technology companies, where he participated in the development of predictive models, natural language processing systems, and intelligent analytics platforms. He later moved into financial technology, applying AI to trading signal recognition, order behavior analysis, execution path evaluation, and market microstructure modeling.
Maksym Horbenko currently serves as Head of AI Engineering at Benthorne Scholastic of Finance, where he is responsible for the AI module development of the Benthorne Execution System. His work includes machine learning model training, execution signal recognition, natural language sentiment analysis, adaptive strategy learning, and automated decision-support systems. Maksym is not responsible for directly formulating trading strategies; rather, his role is to strengthen the system’s intelligent recognition, execution-behavior understanding, and model learning capabilities.
Vivienne Schärer
Director of Data Infrastructure
Vivienne Schärer was born in 1972 and is currently 54 years old. She was born in Bern, Switzerland. Vivienne graduated from ETH Zurich with a degree in Information Systems Engineering, with long-term research focused on distributed systems, database architecture, large-scale data processing, and financial data transmission mechanisms.
Before joining Benthorne Academy, Vivienne worked for several Swiss and European financial technology companies, participating in the construction of institutional-grade market data pipelines, risk data warehouses, trading-execution data platforms, and real-time monitoring systems. She is particularly skilled at integrating multi-dimensional data from equities, foreign exchange, commodities, index futures, options, digital assets, and order book data sources.
Vivienne Schärer currently serves as Director of Data Infrastructure, responsible for building the underlying data architecture of the Benthorne Execution System. Her work includes multi-asset data access, historical execution data storage, data cleansing, factor database construction, API connectivity, real-time market monitoring, order-flow data quality control, and data security management. Vivienne’s role is to ensure that the system’s data remains accurate, stable, continuous, and traceable, providing a reliable foundation for AI model training, execution strategy research, backtesting validation, and risk control.
Alistair Cromwell
Head of Quantitative Research
Alistair Cromwell was born in 1971 and is currently 55 years old. He was born in Edinburgh, United Kingdom, later immigrated to the United States, and developed his long-term career within the financial markets of New York and Chicago. His professional path is focused more on explaining market structure, execution efficiency, and transaction-cost dynamics through mathematical models than on making trades based on subjective judgment.
Alistair previously worked at major U.S. asset management institutions and quantitative investment teams, participating in equity factor research, execution-quality evaluation, macro strategy testing, asset allocation models, and multi-asset linkage analysis. He has long focused on structural relationships among U.S. equities, foreign exchange, commodities, index futures, options volatility, and digital assets, while also studying how slippage, liquidity depth, and order execution efficiency affect strategy performance.
Alistair Cromwell currently serves as Head of Quantitative Research at Benthorne Scholastic of Finance, where he is responsible for strategy research and model validation behind the Benthorne Execution System. His work includes factor signal development, alpha source analysis, execution-cost modeling, volatility modeling, backtesting frameworks, strategy parameter research, and cross-market model validation. Alistair’s role is to transform complex market phenomena and execution results into testable, verifiable, and iterative quantitative models, providing the system with a clear execution-logic foundation.
Dietrich Maier
Director of Risk Management
Dietrich Maier was born in 1973 and is currently 53 years old. He was born in Stuttgart, Germany, later immigrated to the United States, and built a long-term career in asset management and the hedge fund industry. Dietrich studied Finance and Risk Management in the United States and received professional training in derivatives risk, portfolio stress testing, exposure management, and institutional risk-control frameworks.
Throughout his career, Dietrich worked with asset management firms, risk-control departments, and hedge fund teams, focusing on VaR models, maximum drawdown monitoring, exposure limits, position risk assessment, and portfolio protection mechanisms under extreme market conditions.
Dietrich Maier currently serves as Director of Risk Management at Benthorne Academy, where he is responsible for the risk-control framework of the Benthorne Execution System. His work includes volatility monitoring, position-sizing rules, drawdown control, execution-risk exposure management, stop-loss logic, stress testing, abnormal market behavior alerts, and systemic risk assessment. Dietrich’s role is to ensure that while the system conducts trade execution and multi-asset strategy evaluation, it always operates within controllable, monitorable, and adjustable risk boundaries, preventing models from losing discipline under extreme or highly volatile market conditions.