November 2019 Roundtable: Quant Investing with Social Value

We organised a roundtable on quant investing with social value in November 2019, kindly hosted by Macquarie. Attendees took part in a roundtable where we discussed the many facets of investing through an Environmental, Social, and Governance (“ESG”) lens, including small breakout groups where they would discuss propositions and share their experience and insights. The Quantess committee would like to thank all attendees for the lovely evening and brilliant discussions, for the new connections forged, and Macquarie and Antonia Lim for hosting us for the evening.

Keywords: Social Value, Quantitative Investing

Antonia Lim is the Head of Quantamental Investments at Schroders. Antonia joined Schroders in 2019 to lead their new initiative in quantamental investments, melding quantitative techniques with fundamental expertise and insight. Prior to Schroders, Antonia was Global Head of Quantitative Research for Barclays UK, designing its asset allocation policy, products and investment tools. She has two decades of experience in investment management, is a CFA charterholder and is on the management committee of the not-for-profit organisation London Quant Group. Antonia holds a Masters in Physics from the University of Oxford where she was awarded an academic scholarship. Antonia enjoys cross-disciplinary ideas and making those ideas useful.

The Quantess London team was represented by Katharina Schwaiger, Cherry Muijsson and Tara Sharma who acted as fellow roundtable participants.

Katharina Schwaiger has been attending Quantess events since the founding in 2014. Passionate about quantitative investing and increasing gender diversity in the investment industry, she has been supporting Quantess since. She is currently a Director at Blackrock in the Factor-based Strategies Group, and holds a PhD in Mathematics/ Operational Research from Brunel University.

Cherry Muijsson is one of the founders of Quantess and focussed on topics in financial stability and quantitative approaches to measure unconventional risks. In particular, she contributed to understanding macroprudential policy impacts and approaches to integrate ESG risks in exisiting toolkits. Cherry is a Vice President at BlackRock in the Financial Markets Advisory Group, and holds her PhD in Financial Macroeconomics from Cambridge University.

Tara Sharma is a core member of Quantess leading efforts in organising our events and liaising with our patrons. She is currently part of the Risk and Quantitative analysis group at Blackrock. Tara holds an Msc Financial Mathematics degree from the LSE and is currently a Vice President at BlackRock and has extensive experience in risk management and quantitative analysis.

Thank you for being part of Quantess! We look forward to having you join us.