Alexandre Duriez, co-head of Investment Management & Research at Ossiam will be discussing how to extract alpha from ESG data when he takes part in the upcoming InvestmentEurope Nordic Summit Stockholm 2019, taking place 12-13 March at the Grand Hotel
Research conducted by Ossiam suggests traditional ESG filtering - "best in class" - ignores most information contained in the multitude of ESG indicators. Machine Learning can be used to analyse these large data sets and identify companies which are likely to outperform and those particularly risky to invest in from their ESG profile. This is seen as a way to also address the challenge posed by academics and practitioners yet being able to agree whether ESG data can be used to generate outperformance; with investors still viewing ESG as something to be assessed seperately from performance objectives. Ossiam is using its model to build a global equity portfolio with ESG targets that also delivers alpha.
Duriez runs the portfolio management and quantitative research activities, alongside Tristan Perret. He joined Ossiam in May 2018 from Barclays Investment Bank, where he was a managing director responsible for global investment strategy trading since 2009. He worked previously with Merrill Lynch International as head of fund linked derivatives trading for five years and Societe Generale Asset Management for three years. Duriez graduated from Institut Supérieur de l'Aéronautique et de l'Espace-Supaero in 2001 and holds a Masters degree in Finance from the Toulouse School of Economics.
For further information on the event and programme of speakers, visit: http://events.investmenteurope.net/nordicsummit