Quantess London

03/10/2022

We are extremely excited to be back to in-person seminars—with our first on-site event since 2020!—with the first of Quantess' roster of events for the upcoming academic year. Dr. Lavinia Rognone (AMBS) will be speaking about multi-asset and cryptocurrency portfolios, and using noise for timing investment strategies. Please come and hear this fascinating talk and network with some of our colleagues afterwards. Thank you so much to BlackRock for hosting us.

(We'll update details of the room address on the day when people check in.)

An in-person seminar on financial noise-timing strategy, hosted by Quantess.

04/05/2022

Overconfidence at work: A Quantess seminar with Dr. Julia Shvets (Cambridge) has been moved to Wed May 18th and there are still tickets left. Make sure to sign up soon:

Persistent overconfidence and biased memory: Evidence from managers (with Collin Raymond, David Huffman)

06/04/2022

Our next event is coming up and we're really looking forward to it. Julia Shvets (Cambridge) will be speaking on persistent overconfidence and biased memory. The talk will kick off at 6.30pm (UK time) on April 27th over on Zoom. You can reserve a ticket below: We'd love to see you there.

In this talk, Julia will use the data from store managers to explore one of the most pervasive of human biases, overconfidence at work. She will ask whether giving people sufficient information and feedback about their performance can eliminate this bias, and what might stand in the way.

Persistent overconfidence and biased memory: Evidence from managers (with Collin Raymond, David Huffman)

28/03/2022

Thanks to everyone who attended our tutorial on model explainability, and an extra special thanks to Ghalebikesabi - the event was a sell out! Stay tuned for April's seminar announcement...

08/03/2022

Happy International Women's Day from everyone at Quantess!

19/12/2021

Please note that the date of our Quantess seminar with Dr. Lei Zhang (BlackRock) has changed and is now on 27th January, 6.30PM to 7.30PM UK.

Do spread the word and sign up if you haven't already!

The Role of Commodities in a Strategic Multi-Asset Portfolio

06/12/2021

We're kicking off the new year here at Quantess with a seminar on the role of commodities in a strategic multi-asset portfolio by Dr. Lei Zhang (BlackRock).

When: January 27th, 6.30-7.30pm (UK time)
Where: Zoom
See you there!
Tickets: https://www.eventbrite.co.uk/e/quantess-january-seminar-with-dr-lei-zhang-tickets-223408068547

08/09/2021

Our first event after the summer is the September Quantess Seminar with Dr. Alessandra Bonfiglioli, looking at Export, Female Comparative Advantage and the Gender Wage Gap.

See you on Zoom, 23rd September, 6-7pm.

Be sure to book your free ticket at the below link:

Export, Female Comparative Advantage and the Gender Wage Gap

01/09/2021

Our friends at Macquarie have a great event coming up on Women in Quant, on Wednesday 27 October from 14:00 – 20:00pm (UK Time):

"We see ourselves as Champions of Change and we’re inviting PhD and Masters female students with an interest in a career in Quantitative Finance to attend our unique virtual networking event. Learn about careers in our Commodities and Global Markets business through interactive business led case studies, panels and workshops. Take the opportunity to speak with our business representatives from across the Group and find out where a career at Macquarie can take you. Come and experience for yourself the Macquarie difference. "

Where will a career at Macquarie take you? Search current job opportunities in our global business, explore graduate and intern programs and apply now

06/07/2021

Hello! BlackRock are recruiting and this vacancy may be of interest to our extended Quantess network.

*Vice President, RQA Active Equity Investment Risk Manager*

*Business Overview*

BlackRock’s Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock’s fiduciary and enterprise risks. RQA Investment Risk’s principal responsibility is to ensure that the risks in BlackRock’s portfolios are fully understood by our portfolio managers and senior management and are consistent with clients’ objectives. We also help build “state-of-the-practice” quantitative models and analytics that help inform risk taking and portfolio construction across the firm. RQA team members tackle real-world problems, using quantitative analysis and a multi-disciplinary skillset to provide tangible solutions in the investment management process.

*Active Equity Risk Management*

You will partner with the Active Equity portfolio management teams to monitor investment risk of portfolios. BlackRock offers a comprehensive equity platform, managing investment mandates across a variety of vehicles and strategies around the globe. Our platform features proprietary tools, expert and efficient trading, and the infrastructure necessary to meet the operational requirements our clients expect.

About this role Business Overview BlackRock’s Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock’s fiduciary and enterprise risks. RQA Investment Risk’s principal responsibility is to ensure that the risks in BlackRock’s portfolios are fully understood by ou...

25/06/2021

Some great news from our Quantess network:

The paper Marie Brière presented to us in a recent Quantess seminar was quoted by ECB President Christine Lagarde in her speech on Green CMU:

The European Central Bank (ECB) is the central bank of the 19 European Union countries which have adopted the euro. Our main task is to maintain price stability in the euro area and so preserve the purchasing power of the single currency.