HSBC Global Asset Management has appointed Ban Zheng as head of Data Science inits Multi-Asset Research and Development team.
Based in Paris, Zheng will be responsible for the development of quantitative strategies and the application of data science for portfolio management, with a focus on Multi-Asset Style Factors strategies. He will report to Guillaume Rabault, CIO at HSBC Global Asset Management France.
The HSBC Multi-Asset Style Factors strategy was launched in 2016 and has recently reached €1bn in assets under management. The strategy aims to provide long term total returns with a low correlation to traditional asset classes. It is exposed to three style factors: carry, momentum and value; each implemented across the main equity, bond and currency markets.
Zheng joins from Lyxor Asset Management where he was senior quantitative researcher. Prior to that, he spent four years at Natixis as a quantitative researcher in the Corporate and Investment Banking team. He is also a research fellow and lecturer at École Polytechnique in France and Central University of Finance and Economics in China.
This article was first published by InvestmentEurope, a sister title to International Investment