Frankfurt Rhine-Main Metropolitan Area
Maximilian Stroh is Head of Research at Quoniam Asset Management in Frankfurt. Using economics, statistics, natural language processing, and machine learning, the team develops Quoniam's alpha and risk models. Before his current position, Max worked as a research analyst for Invesco, where he applied machine learning in the context of equity factor investing and advanced his team's data science infrastructure. Previously, he worked at Quoniam and Metzler Asset Management, focusing on quantitative fixed-income and multi-asset strategies. Max holds a PhD in Mathematics from Goethe University Frankfurt and is a CFA charterholder.
Responsible for the development and maintenance of Quoniam's quantitative investment models, which are used in over 100 institutional mandates to manage assets worth over EUR 25 billion. Head of the research department with 14 experts in quantitative research and development. We are covering equities, fixed income and multi-asset strategies.
Using economic theory, statistics, natural language processing, and machine learning, the Research Forecasts team conducts quantitative research, develops and maintains Quoniam’s investment models, and provides daily risk and return forecasts for portfolio management.
Once a year, Inquire Europe awards cash prizes, totaling 10.000 euro to those who have presented the best papers at the seminars held during the year. These prizes serve to maintain the quality of seminar presentations, helping to attract leading researchers and state-of-the-art research to the seminar.
Applying machine learning in the context of equity factor investing, developing the teams data science infrastructure, and internal education on these topics.
Research on portfolio construction and liquidity modelling for corporate bond strategies. Research and implementation of fixed income overlay, fixed income allocation, and multi asset strategies (e.g. carry and option strategies). Running all fixed income overlay strategies with two colleagues on a day to day basis.