Tuesday , June 15 2021

BNPP's AMN is strengthening its quantitative research and recruiting three senior analysts



AMN BNPP announces the appointment of three senior quantitative analysts to strengthen its QRG team. Boris Afanasiev, Benoit Belone and Frederick Abergel joined QRG Research Laboratory and reported QRG co-chairmen Thomas Heckel and Francois Soupe. Boris Afanasiev is based in London and Benoît Belloñez and Frederic Abergel are based in Paris.

In collaboration with other quantitative analysts from the research lab, these three analysts will be responsible for strategic studies of all classes of assets, calling upon their university network if necessary.

The Quant Research Group team is part of BNPP's product and strategic marketing department headed by Pierre Moulin. This team was created in 2007 to centralize BNPP AM's quantitative research capabilities. Currently it brings together 30 experts in this field. Centralization of resources has allowed the BNPF to expand its expertise on new data and to develop advanced and innovative quantitative approaches.

These recent acquisitions reflect the strong ambitions of BNPP AM for quantitative research. These include enhancing fundamental investment processes by providing quantitative information, developing quantum technology to build new own portfolios and preserve the competitive advantage of its investment approach. factorial.

Pierre Moulin, Global Product and Strategic Marketing Officer at BNP Paribas Asset Management, said: "Creating a stronger, more effective and more effective quantitative research platform will allow us to remain at the forefront of this area, and the recruitment of experienced analysts such as Boris, Benoit, and Frederick to strengthen the team will be an asset. to fulfill our ambitions. That's why I'm very pleased to welcome them to BNP Paribas Asset Management. "

Boris Afanasiev has proven experience in the systematic study of trading on the futures market. Since 2016 he has been Chief Executive Officer of StatQuant Consulting, working as Information Technology Director and Founder at Asset Algo Advisory. Prior to that, he was the chief quantitative analyst at AQR Capital Management (2012) and head of commodity research at Winton Capital Management (2003). Boris holds a master's degree in Mathematics and Statistics, as well as a PhD in Mathematical Probability and Mathematical Statistics from the University of Moscow and a Master's Degree in Business Administration at Henley Business School.

Benoît Bellone has been Head of Equity and Multi-Asset Research and Development since 2007 at HSBC Global Asset Management. He was responsible for designing and managing multi-factor and global macro-investment strategies with absolute returns. Before that, Benoit worked as an economist for the OECD (Organization for Economic Cooperation and Development) in France. He is a graduate of the Ecole Normale Supérieure (ENS) Paris-Sacla, a Master of Economics and Statistics from ENSAE Paris-Tech (National School of Statistics and Economic Administration) and DEA (Paris IX Grade Mathematics – Dauphin University).

Frederick Abergel previously worked at CentraleSupélec, where as director of the quantitative finance chairman he spent 11 years researching electronic markets and high-frequency financing. In previous years, he held various quantitative research positions in the investment banking sector, consecutively in Natixis, Barclays Capital, CAI Cheuvreux and BNP Paribas, after another decade of teaching. Frédéric graduated from the École Normale Supérieure and has a doctorate in mathematics from Paris Sud-Orsay University (Paris-XI).


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