It must be nice to be a Sorrell. Robert Sorrell (right), the entrepreneur son of WPP boss Sir Martin Sorrell, has left Goldman Sachs to set up his own hedge fund, Sorrell Capital.

Robert, who spent 14 years at the invesment bank, will be the chief investment officer while Sir Martin will sit on the board and offer strategic advice. As for the other junior Sorrells - Mark and Jonathan - they work at Goldman Sachs, where Mark was made a partner in last month's annual promotional rounds.