Antoine Naly
Senior Quantitative Researcher @Scientific Beta
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WORK HISTORY
Senior Quantitative Researcher @Scientific Beta
Nice, FR
Leading quantitative research projects on systematic investing in global equities, with a focus on macro and ESG.• Building and assessing the robustness of equity indices targeting inflation expectations, using different proxies: liquidity-adjusted breakeven inflation, inflation swaps.• Integrating global macro variables into systematic equity and factor investing strategies.• Quantifying the tradeoffs between high ESG ratings and low carbon emissions in global equity portfolio construction. Lead researcher on the Green Dilution paper published in the Journal of Impact and ESG Investing and quoted in the FT. Portfolio optimization of ESG and climate reduction strategies for global equities, under diversification and tracking error constraints.• In depth knowledge of ESG databases and methodologies: building ESG-tilted portfolios using ESG ratings soured from numerous vendors: MSCI, Refinitiv, Moody\'s, CSRHub, Covalence and GaiaLens.• Coordinating the research effort with the firm\'s data procurement team and managing research interns.
EDUCATION
HEC Montréal
Master of Science (M.Sc.), Financial Economics
The University of British Columbia
1-year exchange at the Sauder School of Business (Vancouver campus)
iaelyon School of Management
Bachelor of Commerce (BCom) Honours, Finance and Wealth Management major
SKILLS
ABOUT ANTOINE NALY
10 years of experience translating global macro and quantitative research into actionable investment strategies.• Global Macro Research: Developing high-conviction, tactical asset allocation views across equities, rates, FX, and commodities. Leveraging proprietary real-time indicators and economic cycle positioning to inform institutional investment decisions.• Quantitative Equity Research and Investing: Designing econometric and machine learning models to capture factor premia and macroeconomic exposures. Deep knowledge of academic asset pricing literature and its application to portfolio construction. Portfolio optimization under risk, sector and ESG constraints.Proficient in Python, MATLAB, and R. My research has been featured in international financial media and peer-reviewed journals.
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