Timely commentary from our Investment Decision Research team
SimCorp's Investment Decision Research team comprises a group of global experts who shed light on the complex world of market risks, index and portfolio exposures, and investment implications across a broad range of geographies and asset classes.
Equity Risk Monitors
Our Equity Risk Monitors analyze index-level topline volatility and its components using Axioma’s equity factor risk models and corresponding STOXX’s market-capitalization weighted indices.
Multi-Asset Class Risk Monitor
A weekly summary of recent trends and the impact on a global multi-asset class portfolio.
Investor Sentiment Monitor
ROOF Scores (Risk-On/Risk-OFF) were created to quantify investors’ risk appetite, using investor behavior as a guide to whether they are risk-tolerant (bullish), neutral or risk-averse (bearish).
Investment Decision Research Insights
This collectino comprises articles, research reports and webinar recordings from the Investment Decision Research team, covering timely market developments.
Investment Decision Research team
Global Head of Investment Decision Research
Melissa Brown
New York
40+ years in Quantitative Finance across sell-side research (Prudential Securities), buy-side portfolio management (Goldman Sachs), and 14 years building the Investment Decision Research team at Axioma/Qontigo/SimCorp.
Specialties:
Equity market risk, optimization, factor investing.
Head of Multi-Asset Class Investment Decision Research
Christoph Schon
London
23+ years in client-facing roles at major investment banks including UBS Delta and Lehman/Barclays POINT. 8 years at Axioma.
Specialties:
Multi-asset class and fixed income analysis, stress testing (Axioma Risk).
Head of Investment Decision Research APAC
Olivier D'Assier
Singapore
35 years in quantitative investment spanning sell-side equity trading and quantitative solutions (Barra). 19 years at Axioma. Developer of Axioma ROOF Scores sentiment indicator.
19 years at Axioma. Developer of Axioma ROOF Scores sentiment indicator.
Specialties:
Macroeconomic/geopolitical portfolio impact, risk management solutions.
Principal, Investment Decision Research
Diana Baechle
New York
16 years in Finance with PhD in Financial Economics. Background as quant analyst and portfolio manager (Mellon Capital Management) and consultant (Ernst & Young). 10 years at Axioma.
Specialties:
Portfolio analytics and optimization, market insights, content creation and brand thought leadership.
Principal, Investment Decision Research
Natan Borshansky
New York
30+ years as quantitative developer at Morgan Stanley, RBS, and hedge fund administrators (State Street IFS, Hedge Serv). 14 years at Axioma.
Specialties:
Computational support for IDR products, Python/Pandas development.
Axioma research
For broader Axioma research on portfolio optimization, risk models, and risk management best practices, including papers from the IDR and wider Axioma teams, see our archive here.
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