Background
French, graduated in econometrics and finance sometimes in the previous century. Started as an economist for a public institution, then quantitative analyst for the market regulator (transaction data).
Then I worked as a quant for a fund of funds, doing performance measurement and fund selection. I switched later to being a systematic PM for a multi-asset multi-strategy fund in a bank, then with a boutique asset manager.
During all this, I published a dozen papers or so (in collaboration) in academic journals and I taught finance and statistics at university.
My experience is far from universal, but I welcome all questions on portfolio construction, optimization, factors, and the day to day of managing a systematic portfolio.
Based on the most helpful WSO content, this AMA provides a unique opportunity to dive into the expertise of a seasoned systematic portfolio manager (PM) with a strong background in econometrics, finance, and quantitative analysis. With experience spanning public institutions, market regulation, fund of funds, and multi-asset strategies, this professional is well-equipped to answer questions on:
Feel free to ask specific questions about these areas to gain actionable insights from their extensive career!
Sources: "Quantamental" firms?, https://www.wallstreetoasis.com/forum/asset-management/will-asset-management-industry-just-wither-away?customgpt=1, Reflections from year 4 as an equity analyst, Career in Passive Investment?
With so much data and noise, how do you decide what projects you embark on? Can you give an example on the types of projects you'd be working on and what your day to day looks like?
I am an incoming intern in fixed income asset management (not quant), so any advice/response would be appreciated :)
Ipsa non occaecati sequi blanditiis. Nulla animi ratione eaque et voluptates inventore quidem. Harum fuga error consectetur cupiditate.
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