Deputy Head of Financial Engineering, BNP Paribas Investment Partners
Raul Leote de Carvalho has 16 years of experience in the financial industry and is deputy head of financial engineering at BNP Paribas Investment Partners since 2014. This team is responsible for the development of quantitative strategies for investment teams managing equity, fixed income and asset allocation portfolios and also for the use of quantitative approaches in the design of client investment solutions. He joined this team in 2007 as head of quantitative strategies and research.
Prior to that, from 2003 to 2007, he held the position of senior quantitative strategist in the global strategy team of BNP Paribas Investment Partners in Paris where he was member of the asset allocation investment committees and developed a number of quantitative models for asset allocation. He joined Paribas Asset Management in 1999 in London as a quantitative analyst, a position he held until 2002, working on applications of robust portfolio optimisation techniques, in the development of FX and fixed income factor models and as a fund manager of asset allocation portfolios.
Before he spent three years working as a research associate in computational and theoretical physics at the University College of London, at the Ecole Normale Superieure de Lyon and at the University of Wuppertal. He obtained a PhD in statistical physics from the University of Bristol in 1996, an MSc in condensed matter physics in 1992 and a BSc in chemistry in 1990 both from the University of Lisbon.
He is a member of the program committee of Inquire Europe and the author of a many refereed papers in Finance. He passed the Investment Management Certificate in London in 2001.