BNP Paribas Asset Management strengthens quantitative portfolio management team

April 12, 2022

BNP Paribas Asset Management (‘BNPP AM’) announces the appointment of Olivier Laplénie as Head of Quantitative Portfolio Management.  Based in Paris, he will report to Denis Panel, Head of Multi-Asset, Quantitative & Solutions (‘MAQS’).

BNPP AM is combining its two quantitative business lines under unified leadership in order to accelerate its growth in quantitative management and simplify its organisational structure.  Alongside his current role Head of Quantitative Fixed Income, Olivier has been appointed Head of Quantitative Portfolio Management, combining quantitative management across bonds and equities, with assets totalling more than EUR 13 billion.  He will be supported by Laurent Lagarde, who retains his responsibilities as Head of Quantitative Equity.

BNPP AM’s Quantitative Portfolio Management teams work in close collaboration with its Quantitative Research Group, which offers advanced algorithmic research capabilities, with this new structure resulting in optimised client solutions.

Denis Panel, Head of Multi-Asset, Quantitative & Solutions (‘MAQS’) at BNPP AM, comments:

“Our MAQS platform has continued to grow since its creation in 2017, with our quantitative product offering developing significantly.  The new organisational structure will improve the visibility of this strategic activity, enabling us to better leverage our strengths and grow assets.  I look forward to a continued close working relationship with Olivier and Laurent, both of whom are highly experienced within quantitative management”.

Biographies

Olivier Laplénie has been Head of Quantitative Fixed Income since January 2014, responsible for defining, implementing and monitoring model portfolio management.  Between November 2008 and December 2013 he was Head of Model Driven Investment within BNPP AM’s Alternative Fixed Income team, prior to which he was Head of Quantitative Research at the Paris subsidiary of FFTW UK (subsequently integrated into BNPP AM), responsible for developing pricing, valuation and risk management tools.  Olivier graduated in Financial Mathematics & Economics from École Polytechnique and holds a Master's degree in Finance & Insurance from the National School of Statistics & Administration.

Laurent Lagarde has been Head of Quantitative Equity since July 2014, playing a key role in the development of the quantitative equity franchise.  He joined BNPP AM in 2005 as a quantitative analyst within the international equities team, working on global, US, Japanese and emerging markets.  Prior to this he spent two years as a project manager at Arval (part of the BNP Paribas Group).  Laurent holds a PhD in Mechanical Engineering from the École Nationale des Ponts & Chaussées.  He studied mechanical engineering at the Ecole Normale Supérieure Paris-Saclay and holds an Executive MBA from the Sorbonne.

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