Benjamin Bruder

Benjamin Bruder

Head of Quantitative Research

Benjamin Bruder is Head of Quantitative Research at Lyxor Asset Management. Benjamin joined the Societe Generale group in 2004 when he began writing his PhD thesis at SGAM Alternative Investment as part of an industrial training and research agreement (CIFRE). In 2009, he joined Lyxor’s quantitative research team, which he came to lead as Deputy Head in 2013.

Over the years, Benjamin has worked on a large number of projects relating to portfolio management, using a “solution-oriented” approach and helping bring to fruition a range of new developments, above all the establishment of procedures for our Liability Driven Investment (LDI) management activities. With a degree from Ecole Polytechnique, he is also an associate professor at the Paris Diderot University (Paris 7).

Zélia Cazalet

Zélia Cazalet

Quantitative Analyst

Zélia Cazalet is a member of Quantitative Research at Lyxor Asset Management. She joined Lyxor in 2011 in Research and Development where she began her professional career. She has been in charge of works about Machine Learning technologies in order to develop processes of Hedge Fund replication. She has also worked on different algorithmic subjects to answer issues of classification.

Zélia graduated with an Engineering degree from Ecole nationale de la statistique et de l’analyse de l’information (Ensai) with a major in risk management and financial engineering.

Nazar Kostyuchyk

Nazar Kostyuchyk

Quantitative Analyst

Nazar Kostyuchyk joined Lyxor in 2016 in Research and Development where he began his professional career. Since joining Lyxor, he actively works on various subjects related to Risk Budgeting, Factor Investing and Alternative Risk Premia. Previously, he spent five month as an intern within the research team where he has been in charge of Risk Parity Portfolios with Skewness Risk.

In 2016, Nazar received his Master's degree in “Modélisation Aléatoire” at the Paris Diderot University (Paris 7). He is also graduated with an Engineering degree from Ecole Central d'Electronique (ECE Paris) with a major in financial engineering.

Ban Zheng

Ban Zheng

Quantitative Analyst

Ban Zheng joined the research and development team of Lyxor Asset Management in 2013. Prior to joining Lyxor Asset Management, he was risk manager at Melanion Capital. Previous to that, he spent three years in quantitative research dedicated to statistical arbitrage at Natixis from 2009 to 2013. Ban is a specialist in high frequency trading, limit order book modeling and statistical methods’ application in finance.

Ban holds a PhD in applied mathematics from Télécom ParisTech, and is a graduate of Ecole Polytechnique and Ecole Nationale de la Statistique et de l’Administration Economique (ENSAE).

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