Geneva-based asset manager Edmond de Rothschild Asset Management has expanded its quantitative management platform, with the launch of three funds and the recruitment of two fund managers.
The three systematic equity strategies are based on advanced mathematical models, while giving a central role to the fund managers’ judgement in defining and monitoring investment approaches.
The Quartz range, incorporated under Luxembourg law, aims to meet clients’ needs for defensive equities, multi-factor equities, 3D climate solutions and long/short strategies, complementing the actively managed funds already offered by the Group-
Two of the funds are core equity strategies. They are based on a strategy that is fully invested in equities, with a relatively low tracking error, the target level of which will depend on regions and market conditions. The strategy is diversified across equity factors (Value, Momentum, Quality, etc.) with the aim of generating the highest possible level of alpha for a given relative risk budget. Artificial intelligence techniques are integrated into the investment process to enhance the portfolio’s diversification and responsiveness. The strategy continuously adapts to changes in the market environment, with the aim of delivering ‘full-cycle’ performance with a beta close to 1.
The Defensive Global Equities strategy is an equity strategy designed to generate lower volatility and more limited drawdowns than those of traditional benchmark indices. This resilient performance is achieved without market timing decisions, as the portfolio remains fully invested in equities at all times. The strategy therefore aims to achieve a Sharpe ratio higher than that of its benchmark indices. Whilst maintaining its defensive characteristics, the team’s objective is to adjust the portfolio’s risk level in line with market conditions.
To support this development, the quantitative management team has been strengthened by the arrival of Yu Sun and Juan Sebastian Caicedo, who are joining Edmond de Rothschild Asset Management as quantitative analysts and portfolio managers. They are based in Paris and report into Bruno Taillardat. They complete the quantitative management team formed last year with the recruitment in Geneva of Xavier Marconnet and Frédéric Girod in November 2025.
Yu Sun, CFA, FRM, has joined as a quantitative analyst and portfolio manager within the Paris-based quantitative management team. She joined the firm in March 2026. She has ten years’ experience in quantitative and systematic management, gained notably at Amundi Asset Management, where she was a manager of European and global quantitative equity funds, and at Lyxor Asset Management, where she contributed to the launch and management of quantitative equity funds, including thematic strategies. She possesses in-depth expertise in factor investing, risk-based portfolio optimisation and the integration of ESG and climate data into quantitative models.
Juan Sebastian Caicedo has joined as a quantitative analyst and portfolio manager within the quantitative management team in Paris. He joined the firm in April 2026. He began his career in 2005 as a mathematics teacher in Bogotá, before moving into the asset management sector in Paris with the Natixis Group in 2009. He held various roles in quantitative management and research at Natixis Asset Management, Seeyond and subsequently Ostrum Asset Management, where he was involved in the creation and management of European and global quantitative equity strategies. He possesses in-depth expertise in factor investing, low-volatility strategy management, and the integration of climate objectives into quantitative investment processes.
Juan Sebastian is a graduate of ESCP Europe (majoring in Finance) and the Universidad de los Andes (B.Sc. in Mathematics). He is a CFA charter holder.
Bruno Taillardat, Head of Quantitative Management, Edmond de Rothschild Asset Management, said: “In a complex market environment, with heightened volatility, quantitative management comes into its own. It is based on a clear investment framework, an adaptive and dynamic process centered on risk control and forward-looking research, in which the judgement of the managers remains central at every stage.
“We are proud to announce the launch of these first three funds, developed in just six months, and we will complete the range with four additional funds by the end of the year. These strategies will include core Europe, emerging markets and global strategies, as well as core 3D Climate.”
