Quantess September Seminar 2019 – The Cross Section of Corporate Bond Returns

We are excited to announce our September 2019 Seminar, this time kindly hosted by Macquarie on Wednesday the 4th of September. As many of you already know, we take networking as seriously as learning about new topics so please get to know each other over drinks and nibbles kindly provided by our event host.

Keywords: Corporate Bond Returns, Quantitative Analysis

We are excited to announce Marielle de Jong as our speaker at the event. Marielle is head of fixed-income research at Amundi Asset Management in Paris since 2011.

Marielle will give a talk titled “The Cross-Section of Corporate Bond returns“.

Marielle graduated in econometrics at the Erasmus University in Rotterdam, did an MSc in operational research in Cambridge (UK), and holds a PhD in finance from the University of Aix-Marseille (defended in 2010). She started her career in London in 1994 working for BARRA as a research analyst, and for Quaestor (Yasuda) as an equity fund manager. She moved to Paris in 1997 joining Sinopia (HSBC), where is was vice president of the financial engineering team. Her fields of interest are risk modelling, portfolio construction and bond fund management.

To ensure your attendance, please register for tickets early through our Eventbrite page. Tickets sale will close by noon Tuesday 3 September. 

Please Note: the seminar will start from 6:30pm on Wednesday 4 September at Macquarie (28 Ropemaker St). Admissions to the venue will close at 7.00pm to ensure the event starts promptly.

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