Leadership

Built for disciplined underwriting, risk selection, and long-term capital stewardship.

Aurevia Capital is led by a founder building the platform around analytical rigor, transparent underwriting logic, and a governance framework designed to stand up to institutional scrutiny.

Quantitative investing Applied mathematics Machine learning Complex risk underwriting
Valentin Lepinay, Founder and Managing Partner of Aurevia Capital
Founder and Managing Partner

Valentin Lepinay

Valentin Lepinay established Aurevia Capital to apply institutional discipline to the life settlement market. His background spans quantitative research, applied mathematics, machine learning, and private-market investment analysis, with experience built around pricing risk, evaluating asymmetric opportunities, and building repeatable analytical frameworks for capital deployment.

He founded Aurevia with the view that life settlements require more than vendor inputs or surface-level case screening. They require rigorous policy analysis, careful premium and duration assessment, transparent underwriting logic, and disciplined portfolio construction.

Under his leadership, Aurevia is being built as a data-driven platform designed to evaluate opportunities with precision, downside awareness, and institutional process control.


“Better outcomes in life settlements come not from optimism, but from tighter analysis, cleaner policy evaluation, and consistent risk control.”

Leadership philosophy

The leadership story is intentionally restrained. It emphasizes analytical judgment, underwriting rigor, and capital discipline rather than promotional claims.

Analytical depth with restraint

Aurevia presents a founder-led perspective shaped by underwriting rigor, scenario awareness, and measured capital deployment rather than by hype.

Judgment backed by systems

The platform uses proprietary life expectancy models and analytical tooling to support judgment, improve consistency, and strengthen documentation while preserving a transparent, non-black-box investment process.

Institutional orientation

Leadership, process, and platform design are aligned around a single objective: building a life settlement firm that can engage allocators with clarity and credibility.

Operating principle


Combine data-driven underwriting with judgment, document the rationale behind every pricing decision, and maintain a governance framework that can withstand institutional diligence.

Background

Valentin Lepinay’s background spans advanced technical training, systematic markets experience, private credit exposure, and technology-driven analytical work across complex decision environments.

Academic foundation

  • M.S. in Financial Engineering, University of California, Berkeley
  • M.S. in Applied Mathematics, Université Paris Dauphine
  • B.S. / M.S. in CS / Business, Centrale & Audencia

Quantitative markets background

Systematic quant researcher at DRW and Millennium with strong expertise in research, risk management, portfolio optimization, and execution.

Private credit and real asset exposure

Co-led a private credit business focused on green-energy transactions across solar, wind, hydrogen, and fusion-oriented opportunities.

Technology and machine learning

AI / ML and NLP experience across leading technology environments, including advanced machine-learning work for major enterprise and institutional users.

See the platform behind the underwriting process

Learn how Aurevia integrates proprietary ML/AI-enabled underwriting tools, policy analytics, and transparent decision frameworks into a disciplined institutional process.

Contact Aurevia Capital

We welcome direct inquiries regarding the following:

  • Investor and allocator introductions
  • Broker and provider relationships
  • Strategic and institutional partnership discussions
  • General firm inquiries

For direct outreach, you can also email contact@aureviacapital.com.

Contact the firm