Jean-Michel Maeso, Senior Quantitative Researcher, EDHEC-Risk Climate Impact Institute

printer-friendly version

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.