Systematic & Quantitative

Global Team of more than

60

research and investment professionals

26 Funds with

4 & 5

Morningstar stars[1]

A total of

EUR 67bn

Assets under Management[2]

At a glance

SQI owns and provides distinct intellectual property on systematic & quantitative investment styles and engines. The underlying intellectual properties follow stringent algorithms based on systematic, fundamental approaches (CROCI) or pure quantitative models (Risk Factor, Dynamic Multi Factor). The platform offers unique investment styles across all major asset classes (Fixed Income, Equity, Allocation) as well as strong structuring capabilities. SQI develops tailor-made and scalable strategies that are wrapper agnostic within systematic and quantitative area. Proprietary quantitative models are utilized and combined with our repeatable systematic decision approach. Offerings are long only or long/short in nature and comprise retail funds and institutional mandates, risk management, and portfolio optimization.

3 distinctive quantitative investment processes with 19 proprietary models (i.e. optimizer, selection)

Key Strategies

CROCI

CROCI follows a systematic and fundamentally-driven investment process in the Equity space covering all major regions. CROCI has 20 years of strong track record with multiple 4-5 Morningstar-rated funds.

Risk Factors

The recently built Risk Factor platform builds its own risk premia strategies across all asset classes and supplements the set with best-in-class risk premia strategies offered by investment banks. The fiduciary platform follows a quantitative approach that is tailor-made for client needs.

Capital Protected Concepts

SQI offers and manages a wide range of capital protected products including an individualized guarantee concept for more than 1.5m single contracts and numerous Dynamic Hybrid funds for major insurance companies. The division can look back upon an experience of almost 20 years in providing static, dynamic and different kinds of tailor made protection.

Sal. Oppenheim

In addition, the Sal. Oppenheim platform runs quant strategies with 18 years of proven track record, including dynamic multi-factor algorithms. Sal. Oppenheim shows strong funds across all asset classes.

Equities

We augment macro and technical analysis with a deep understanding of the interplay of factors - geopolitical developments, regulatory issues, monetary policies and currency outlooks.

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Multi Asset & Solutions

The Multi Asset team translates the CIO platform signals into active positions following the global CIO Multi Asset Investment process. Cores strengths include an unconstrained total return strategy, a fixed-maturity multi-asset income and tailored/bespoke mandates.

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Fixed Income

Not all strategies are available for all client groups and in every jurisdiction

1. Morningstar (as of Dec 31, 2017)

2. as of March 31, 2019

CIO View

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