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Timely commentary from our Investment Decision Research team
SimCorp's Investment Decision Research team comprises a group of global experts who shed light on the complex world of market risks, index and portfolio exposures, and investment implications across a broad range of geographies and asset classes.
Equity Risk Monitors
Our Equity Risk Monitors analyze index-level topline volatility and its components using Axioma’s equity factor risk models and corresponding STOXX’s market-capitalization weighted indices.
Multi-Asset Class Risk Monitor
A weekly summary of recent trends and the impact on a global multi-asset class portfolio.
Investor Sentiment Monitor
ROOF Scores (Risk-On/Risk-OFF) were created to quantify investors’ risk appetite, using investor behavior as a guide to whether they are risk-tolerant (bullish), neutral or risk-averse (bearish).
Investment Decision Research team
Global Head of Investment Decision Research
Melissa Brown
<div class="ck-content"><p><strong>New York</strong></p><p>40+ years in Quantitative <br />Finance across sell-side <br />research (Prudential Securities), <br />buy-side portfolio management (Goldman Sachs), and 14 years building the Investment Decision <br />Research team at Axioma/<br />Qontigo/SimCorp.</p><p><strong>Specialties: </strong></p><p>Equity market risk, optimization,<br />factor investing.</p></div>
Head of Investment Decision Research APAC
Olivier D'Assier
<div class="ck-content"><p><strong>Singapore</strong></p><p>35 years in quantitative investment<br />spanning sell-side equity trading<br />and quantitative solutions (Barra). </p><p>19 years at Axioma. Developer of<br />Axioma ROOF Scores sentiment<br />indicator.</p><p><strong>Specialties: </strong></p><p>Macroeconomic/geopolitical portfolio impact, risk <br />management solutions.</p></div>
Head of Multi-Asset Class Investment Decision Research
Christoph Schon
<div class="ck-content"><p><strong>London</strong></p><p>23+ years in client-facing roles at<br />major investment banks including<br />UBS Delta and Lehman/Barclays<br />POINT. 8 years at Axioma.</p><p><strong>Specialties: </strong></p><p>Multi-asset class and fixed <br />income analysis, stress testing (Axioma Risk).</p></div>
Principal, Investment Decision Research
Diana Baechle
<div class="ck-content"><p><strong>New York</strong></p><p>16 years in Finance with PhD in Financial Economics.<br />Background as quant analyst and portfolio manager (Mellon Capital Management) and consultant (Ernst & Young). 10 years at Axioma.</p><p><strong>Specialties: </strong></p><p>Portfolio analytics and optimization, market insights, content creation and brand <br />thought leadership.</p></div>
Principal, Investment Decision Research
Natan Borshansky
<div class="ck-content"><p><strong>New York</strong></p><p>30+ years as quantitative<br />developer at Morgan Stanley,<br />RBS, and hedge fund<br />administrators (State Street IFS,<br />Hedge Serv). 14 years at Axioma.</p><p><strong>Specialties: </strong></p><p>Computational support for IDR<br />products, Python/Pandas<br />development.</p></div>
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