Podcast: Transparency in quant investing

Quant + ESG Without the Black Box: Transparent Sustainable Investing with AXA IM's Ram Rasaratnam | The Greener Way

In this episode of The Greener Way, host Michelle Baltazar speaks with Ram Rasaratnam, chief investment officer of Equity Quant Investing at AXA Investment Managers, part of BNP Paribas, about some of the misconceptions regarding quant investing, including calling it a 'black box'.

Describing it instead as "fundamental investing at scale", Ram explains how sustainable portfolios can be built with clearly defined steps that show both the ESG overlays and the fund manager's core fundamental decisions.

Asked on the impact of AI, Ram shares how the latest technology has transformed the fund's investment toolbox - but that the market, despite all the quant analysis in the world, still keeps him on his toes.

01:38 Quant as fundamentals at scale

03:39 Separating ESG and returns

05:27 Machine learning toolbox

07:42 Markets keep changing

08:54 Mindset shift for ESG quants

FS Sustainability acknowledges the Traditional Owners of Country throughout Australia and recognises the continuing connection to lands, waters and communities. We pay our respects to Aboriginal and Torres Strait Islander cultures; and to Elders past and present.

https://www.fssustainability.com.au/