| Project | Objectives |
| ESG | |
| Equities ESG Score | Integrate SASB materiality map in our ESG score |
| Equities Physical Risk Control | Implement physical risk constraints within our risk management approach |
| ESG policy for Derivatives | Implement ESG policy for derivatives used in our portfolios |
| Incorporating SBTi in due diligence | Considering forward looking emissions and alignment for investment |
| TCFD Reporting | TCFD report for PE funds |
| PAI Reporting | Principal Adverse Impact dedicated report |
| Climate Action Policy | Methodology for climate change control (forward-looking objectives) |
| Alternative ESG Data for PE / SDG | Use alternative PE data (beyond traditional and internal data) to measure contributions to SDG |
| ESG policy for cash instruments | Design and implement an ESG policy for cash instruments used in our portfolios |
| Climate stress testing | Investigate potential improvements of our Climate scenario analysis |
| Equities | |
| Improvement in downside/upside capture asymmetry | Explore new approaches to risk forecasting / modelling such as instrumental PCA and macro-economic conditionality |
| Explore new approaches to portfolio construction, testing ideas other than a conventional Minimum Variance optimisation | |
| Cross-fertilization between fundamental stock ratings and machine learning | Explore the interaction between the existing machine-learning forecasting model/other quant outputs and fundamental ratings to improve performance and optimize coverage |
| Suggest improvements to portfolio construction for a better transmission of fundamental ratings to portfolio return | |
| Robo-Analyst | Increase the impact of analysts through a better collaboration with machines (e.g. NLP) |
| Private Equity | |
| PE quant company scoring tool | Forecast return of private companies, based on structured and non-structured data Finalize the implementation of the model for monitoring and/or funds and companies |
| Quartile benchmarking | Analysis of biases in quartile benchmarking and associated solutions |
| Cross Asset Solutions | |
| Dynamic Allocation | Apply to sector allocation |
| Risk Model | Macro factors used in correlation modelling |
| Incorporation of higher frequency (intra-day) data into risk model | |
| Alternative Risk Premia / Systematic Defensive Strategies | Introduce new strategies that offer performance or diversification benefits (rate value, VIX timing, credit options replication) |
| Offer Long Term Vega through different wrappers to investors | |
