Daniel Yannick

Managing Director, Head of Equity Quantitative Investment Solutions, BNP Paribas

Managing Director, Head of Equity Quantitative Investment Solutions, BNP Paribas.
Yannick heads up the Equity QIS group at BNP Paribas Corporate and Institutional Banking in London. He has 18 years experience in quantitative investment management, quantitative research and equity derivatives structuring. Before joining BNP Paribas in 2015, Yannick was in charge of the development of proprietary equity and multi-asset investment strategies at Citigroup Global Markets in London. Prior to Citi, he was head of Société Générale Index, the range of quantitative indices of Société Générale and also ran the Quantitative Equity Research team when joining SocGen in 2005. Yannick started his career at BNP Paribas CIB where he held various roles before joining BNP Paribas Asset Management as a quantitative Portfolio Manager and later as head of quantitative research and portfolio engineering.
Yannick is a CFA Charterholder and holds a Master in Finance & Applied Economics from Paris Institute of Political Studies (Sciences-Po), a Master in Applied Mathematics and Statistics from University of Bordeaux and is a graduade from the KEDGE Business School.

 

 

ABSTRACT

Factor Investing in Equity Markets: the Smart and the Smarter

Smart Beta and factor investing have become trending topics among the investors community over the past years. From single to multi-factors, the smart beta space is crowded which makes it difficult for investors to pick the products that best suit their needs. How can the new generation of smart betas be even smarter? Is it wiser to rotate across factors instead of getting exposed to selected few? Will smart beta and smart alpha converge when uncharted factors are widely available?