- After working for more than 10 years as a freelance software engineer, Pascal Fournié-Taillant joined Société Générale Asset Management AI Hedge Funds in early 2000 as Head of Quantitative Research Computing in the newly created Hedge Funds department. In this capacity, he devised several innovative technological solutions designed to accelerate and industrialize the development of complex systematic investment strategies, mainly by offering the capability to test model robustness on massive volumes of historical data.
- In 2005, Pascal Fournié-Taillant was put in charge of all IT development for the Foreign Exchange department, where he designed SGAM’s first electronic trading platform for foreign exchange.
- In 2009, he joinded Lyxor Asset Management and continued to develop a global technological solution dedicated to algorithmic trading and founded Quantics Technologies in 2010.
- He is graduated with a state Pharm.D. degree from Université Paris XI (France).
Head of R&D
- Since the beginning of 2013, Stephane Martinetti develops the quantitative investment strategies as a partner in Quantics Technologies. Prior to that, he has worked for 3 years as an engineer in the R&D team of Lyxor Asset Management. As such, he wrote research articles on a quantitative approach to strategic asset allocation and suggested a methodology to characterize predictability of asset prices using economic and fundamental data.
- He joined Société Générale in May 2003, starting his career in Société Générale Asset Management AI Hedge Funds Department.
- He is a specialist on topics related to quantitative asset management: optimisation, systematic funds of funds and index allocation processes, risk management and mostly, the development of alternative strategies on a wide array of asset classes and implemented through different investment styles.
- He studied applied mathematics for finance at the Ecole Centrale de Paris and graduated from Ecole Centrale de Nantes (France).
- Stephane Martinetti is also a Chartered Alternative Investment Analyst (CAIA).