Jean-Michel Maeso, Senior Quantitative Researcher, EDHEC-Risk Climate Impact Institute
Jean-Michel Maeso is a Senior Quantitative Researcher at EDHEC-Risk Climate Impact Institute, where he is working on the application of natural-language processing to the production of climate metrics and the study of their relationships with asset prices. After joining EDHEC-Risk Institute in 2015, he conducted research along three main avenues: (1) machine learning techniques applied to quantitative finance problems; (2) portfolio construction for retirement investing; and (3) factor investing in equity and fixed income universes. He holds a PhD in Applied Mathematics from Université Nice Côte d'Azur and an engineering degree from the Ecole Centrale de Lyon with a specialisation in applied mathematics. Previously, he spent five years in the financial industry specialising in the research, development and implementation of investment solutions (structured products and systematic strategies) for institutional investors. His research has been published in such journals as Quantitative Finance, The Journal of Portfolio Management, and The Journal of Fixed Income.
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
