The Management Committee

Edward Fishwick (Chairman)

Ed Fishwick is a Managing Director, and Global Co-Head of Risk & Quantitative Analysis at BlackRock. In addition he is a member of the European Executive and Global Operating Committees of the firm, and is a member of the Board of BlackRock Group Ltd.

He has worked in quantitative finance for over 25 years in London, New York and Boston. Previously he was Head of Risk Management and Investment Process Research at AXA Investment Managers, and Director of Research at Quantec.

He is a member of the Editorial Board of the Journal of Asset Management, and is the Chairman of the London Quant Group.

Rupert Goodwin (Chief of staff)

Rupert Goodwin is a Director and “Chief of Staff” at the London Quant Group since 2012.  He is an experienced consulting sales and marketing director who has successfully built businesses, brands and international stakeholder relationships.  He has a broad knowledge of financial markets and investment portfolio management.  He ran Northfield Information Services in Europe for 11 years and built a successful sales and consulting support team and enduring stakeholder partnerships.  Rupert previously delivered quantitative research and portfolio trading to the international clients of Donaldson, Lufkin and Jenrette (DLJ) and Salomon Brothers.  He was technical consulting sales and support for UK and European clients of Quantec.  He helped successfully deliver a key unit trust management system implementation while at Lazard Brothers.
Rupert has an MA in Geography from the University of Dundee

Louis Scott

Louis is the founder of Kiema Advisors, a consulting firm providing research and strategies. He was a senior portfolio manager for the OMAM quant strategies group, and Citigroup Asset Managers. Prior to that he was a research and FX portfolio manager at PanAgora in Boston, and trained as a mathematician at Brown and MIT. His current research interests include the dynamics of returns across countries, industries and asset classes, and optimal forecast selection methods.

Jason MacQueen

Jason founded QUANTEC in 1980, which was the first firm to develop risk models for equity markets outside the USA. In the 1980s QUANTEC launched the first global asset allocation model and were also the first to develop reverse optimisation as an efficient and practical technique for rebalancing portfolios. In the 1990s QUANTEC developed the first truly global risk model, and a global stock selection model, both incorporating global common factors.

He is currently developing Multi-factor Stock Selection Models and Customised Hybrid Risk Models for institutional investors, and works with Apollo Advisors, which uses a proprietary Risk Management Overlay system to eliminate the unwanted risks in actively-managed funds and enhance their skill-based returns.

He was educated at Oxford and London Universities, where he read Mathematics and Theoretical Physics. He is a Visiting Professor at Tokyo University’s Center for Advanced Research in Finance, as well as being an Honorary Lecturer in Finance at Lancaster University and Brunel University.

Stephen Satchell

Trinity College Stephen is Academic Advisor to Alpha Strategies and numerous other financial organisations, a Fellow of Trinity College, Cambridge, and the Reader in Financial Econometrics at Cambridge University. Stephen is one of the most highly regarded academics within the UK investment industry. He has Ph.D.s from Cambridge University and the LSE.

Dan diBartomoleo

Northfield Information Services Dan diBartolomeo is the founder and president of Northfield Information Services, Inc. Before starting Northfield, he held the position of Director of Research at a New York investment firm, where he was responsible for investment strategy and equity, fixed-income, and derivatives research. Dan writes and lectures extensively and frequently presents papers at academic and industry meetings. He teaches a course in Advanced Quantitative Techniques for the Boston Security Analysts Society. He received his degree in applied physics from Cornell University.

Adam Olive

Adam Olive is a Senior Investment Strategist at HSBC Global Asset Management where he works on new investment strategies and on asset allocation. He holds a PhD in Theoretical Physics from Cambridge and an MBA from UCLA. He has worked in quantitative research, trading and investing on both the buy and sell sides since 1987.

Prior to joining HSBC he worked for Banker’s Trust, Deutsche Bank, Bank of America and several small quantitative asset management firms.

James Sefton

James Sefton is Professor of Economics at Imperial College’s Business School and a Senior Visiting Fellow at the National Institute of Economic and Social Research. He is currently a Senior Quantitative Analyst at UBS, but previously worked as a Principal Scientist at Winton Capital. His first book was a set of Reconciled National Accounts for the UK and more recently he constructed the first set of Generational Accounts for H.M. Treasury. He has published widely in academic journals in areas as diverse as systems theory, econometrics, economics and finance. he was educated at Christ’s College, Cambridge from where he received a Ph.D. in Systems Theory.

Robert Macrae

Robert Macrae, CFA, is the Chief Executive of Arcus Investment, a hedge fund manager specialising in Japan. He has spent 20 years applying the engineering concepts of robustness and problem-solving to systematic value investment. Interests include risk control, regulation and whitewater kayaking.

Stuart Doole

As Managing Director, New Product Research at MSCI, Stuart Doole leads the global team responsible for developing new equity indexes and enhancing existing products. Stuart was previously Deputy CIO at AXA Rosenberg Europe, based in London, with responsibility for global equity strategies of European clients as well as the day-to-day portfolio construction of European portfolios; and before then, Director of Investment Models.

Prior to joining AXA Rosenberg in 2006, Stuart was Director of Quantitative Research and Risk Management at AXA Investment Managers. He has also worked on the sell-side at Credit Suisse producing top-down macro and bottom-up quantitative research; and at Barclays Capital as a trader and structurer in interest rate derivative.

Stuart has a BA and a DPhil in Mathematics from Oxford University and an MSc in Nonlinear Mathematics from Bath University. After obtaining his doctorate, he worked for three years in the Engineering Faculty at Bristol University.

Antonia Lim

Based in London, Antonia Lim leads the global quantitative research team, and is responsible for the design of Barclays’ asset allocation policy and the products and tools implementing its Investment Philosophy.

She has over a decade of experience in wealth management and prior to joining Barclays was Head of Quantitative Research for Kleinwort Benson Bank focusing on strategic and tactical asset allocation and fund selection.

Antonia holds a Masters in Physics from the University of Oxford where she was awarded an academic scholarship. Her masters specialisation centred on option hedging strategies.

Management Committee Elections

Directors and Management Committee members are elected by London Quant Members for a period of three years.

Any Member can stand for election to become a Director or a member of the Management Committee on nomination by an existing Member, including him- or herself, and by notifying the LQG Company Secretary at least 14 days before an LQG Annual General Meeting.