London Business School | Groups
Prof. Scott Richardson
Vijaya Govindan
AQR Asset Management Institute

Quant Group 2018
Head - Ashish Kaushik
VP - Tayfur Eken
VP - Andre Florido Da Costa

Quant Group 2017
Co-Head - Ashish Sahay
Co-Head - Mengsong Chen
VP - Pablo Cassatella
VP - Kunal Kanishka


LBS Systematic Investment Strategy Competition 2018
Finalists -  The following 4 teams will be presenting their investment strategy on 15th May -

Team 1 - Renny Shao, Tammy Yang - MiFPT 2018
Team 2 - Vinicius Guterres Karam - SLN 2018
Team 3 - Alex Hannibal, John Stone - MiFPT 2018
Team 4 - Alexis Le Montagner, Gian Pier Mussio Barchi, Marc Canal, Sergio Alvarez Garcia-Penuela - MBA 2019
IMC presents its second edition of LBS Systematic Strategy Competition. The event is organised by Investment Management Club’s Quantitative Group and supported by the AQR Asset Management Institute.

The objective of the competition is to design systematic investment strategies. This is a great opportunity to demonstrate your skills in creating investment strategy, data-analysis, back-testing, and risk management. The teams also get a chance to present their investment strategy and performance to a panel of highly distinguished senior professionals from the asset management industry. It would be a wonderful opportunity to meet and network with potential employers as well.

The Judges will provide invaluable insights and feedback to all the finalists on their investment strategy. The winning team will be awarded cash prize of £1,000/- sponsored by AQR Asset Management Institute.

Judging Panel –
  • Scott Richardson, AQR Capital Management
  • Kari Sigurdsson, AQR Capital Management
  • Stephan Kessler, Alternative Investment Strategies group, Goldman Sachs Asset Management
  • Zahid Ur Rehman, Model Based Fixed Income Research, BlackRock
Eligibility – Current students of all degree programs at LBS

Submission – Please send your entry to the following IMC members with the subject "LBS Systematic Investment Strategy Competition 2018” before Thursday, 3rd May, 11:59pm.
  • Ashish Kaushik -
  • Faith Chin -
  • Tarek Atalla -
Dates – Please note the prelim submission and final presentation dates below
  • Prelim Submission – Thursday, 3rd May, 11:59pm
  • Finalists Declared – Sunday, 6th May
  • Final Presentation – Tuesday, 15th May, 6:45pm onwards
Competition Details
1. Team Size – maximum 4
2. Asset Class – Equities, Fixed Income, Currency, Commodities
3. Products – Cash, Derivatives
4. Deliverables – Strategy Pitch Presentation
  • Suggested structure of presentation – Asset Class, Investment Strategy, Economic Rationale, Theoretical Background (if any), Portfolio Construction, Risk Management Criteria
  • Although adding Back-tests & Performance Analysis to the pitch would be beneficial, their inclusion in the presentation is NOT mandatory
5. Award – £1,000/- cash prize sponsored by AQR Asset Management Institute


Quantitative Finance Seminar: Systematic Investing


Investment Management Club



We are delighted to announce the first edition of the Quantitative Finance Seminar at LBS. The event has been jointly organised by the Investment Management Club’s Quantitative Group, the AQR Asset Management Institute, and the MiF Programme Office.

The event will be a great opportunity to meet industry savants involved in designing, implementing, or allocating assets to systematic strategies. The event will feature a panel discussion with Portfolio Managers and Researchers from systematic investment management firms. The audience will be able to appreciate how systematic strategies add value in asset management. The panel will talk about the underlying risks, returns, and various strategies in systematic investing. Other topics of discussion will include the role of technology, machine learning, and the evolution of asset management in the future.

The event will be moderated by Professor Narayan Naik, Co-Chair, Finance Faculty at LBS.  We are pleased to welcome the following panel members:

  • Scott RichardsonPortfolio Manager, AQR Capital Management
  • Vassilios Dimitrakas, Senior Credit Researcher, Systematic Fixed Income Hedge-Fund, BlackRock
  • Mirko CardinaleHead of Multi Asset Allocation, USS Investment Management
  • Daniel GiamouridisGlobal Head of Scientific Implementation, Global Portfolio Products, Bank of America Merrill Lynch

This event will take place on Friday 11 May from 18:45 – 20:00 at the Park Road Centre and will be followed by a networking reception until 21:00.

Please sign up for this event by completing the online registration.

Please let us know if you have any questions about this event.

Best wishes,


Enhanced Investment Intelligence with Machine Learning - Grant Fuller, Co-Founder of Irithmics - 16th Mar 2018

The IMC welcomes Grant Fuller, co-founder of Irithmics, a Bath-based fintech firm applying machine learning and artificial intelligence to explore the dynamics and behaviours of institutional investors. Grant was previously part of Ernst & Young's hedge fund advisory practice. Prior to this, he helped establish and develop Bloomberg's successful AIM hedge fund trading system and analytics platform, leading the firm's European and Asian business. Before Bloomberg, Grant was part of RiskMetrics, where he was responsible for helping establish their European asset management technologies and consulting capabilities. He holds a BSc in chemistry from the University of St Andrews. He remained at St Andrews to undertake a PhD applying neural networks within carbohydrate chemistry, after which he joined academic research at Cambridge University.

Grant will talk about machine learning applications in investment management, particularly stressing how AI and learning algorithms can enhance intelligent decision making for investors and firms.


LBS Systematic Investment Strategy Competition 2017

The winner is ....... "CDS Market Neutral Strategy" from Group 3: Eisuke Kamada (MIFFT2017), Evan Davidson (EMBALJ2017)!! Big Congratulation!!!


Finalist groups:

Group 1: Bo Zhang (MIFPT2017), Nancy Sun (MIFPT2017), Yinan Xiao (MIFPT2017), Luwei Shen (MIFFT2017)

Group 2: Otar Dgebuadze (MBA2017), Teodor Simeonov (MBA2016), Varun Sharma (PhD2016), Raushan Sagalbayeva (MBA2015)

Group 3: Eisuke Kamada (MIFFT2017), Evan Davidson (EMBALJ2017)

Group 4: Alvar Fernandez (MIFFT2017), Brandon Cheah (MIFFT2017), Neill Foley (MIFFT2017)

Do you have a passion for designing investment strategies? Are you interested in working in the asset management industry in the future? Do you want to win a £1000 cash prize?

We are excited to launch our very first LBS Systematic Strategy Competition organized by the Investment Management Club’s Quantitative Group in association with the AQR Asset Management Institute.
This is a unique opportunity to get involved and gain real systematic investment and risk management experience, from defining investment strategy to back-testing hypotheses to data analysis to presenting and reporting performance metrics and risk management compliance per industry standards. You will not only showcase your investment skills but also network and get direct exposure to potential employers. Finalists will have the chance to receive insightful feedback on their investment strategy and presentation skills from professionals in the asset management industry.

Judge List:
  • Professor Scott Richardson, Principal at AQR
  • Kari Sigurdsson, Vice President at AQR
  • Stephan Kessler, Head of Quantitative Research at Goldman Sachs Asset Management
  • Anika Goel, Quantitative Investment Strategist at Morgan Stanley

The competition is open to all IMC members who are current students of all degree programs at LBS. The deadline for submission will be 12pm on Sunday, 14th May 2017 with the finalists announced one week after.

Please send your pitch (as an email attachment) to members of the IMC quant group committee below with the subject: "LBS Systematic Investment Strategy Competition 2017”

1. Pablo Cassatella
2. Mengsong Chen
3. Kunal Kanishka
4. Ashish Sahay

Key dates: 
- Submission deadline: 12pm Sunday 14th May 2017 
- Finalists selected: One week after
- Final event: 6:45-10pm Thursday 8th June 2017 

Competition Overview:
- Each team will consist up to 4 students.
- Asset class – Equities/Fixed Income/Currency/Commodity/Multi-asset
- Students are expected to make “reasonable assumptions” on transaction costs while designing the strategy
- The first stage submission would be a pdf document, with details on the strategy, return objectives, risk monitoring and etc
- The finalists could receive assistance from the IMC Quant in form of a 1-hour discussion and presentation
- The winning team would receive a £1000 cash prize sponsored by AQR Asset Management Institute
- There might be a potential interview opportunity, with the firms if the judges like your strategy.
(Please refer to the attached document for details.)

Sponsored by AQR Asset Management Institute

Q1. Are interest rate futures allowed in the fixed income asset class?
A: We literally have no restriction in asset classes. So you are free to develop the strategy in any products.

Q2. Can I team up with a PhD student?
A: Yes, this is open to LBS students in all programs, PhD included.