Quantitative Investments

The area headed by Maria Bruna Riccardi is composed by portfolio managers specialized in management models (Multi factorial models for the selection of stocks, Dynamic Strategies, Tactical Asset Allocation). The team components carry out portfolio management or part of them (both directly and through a delegation system) using mainly quantitative models. With that purpose, the team also carries out activities for the development of the models in use and research of new models that can be of interest for the management of assets appointed to the company.

Maria Bruna Riccardi - Head of Quantitative Investments

Maria Bruna graduated in Economics from Bocconi University in Milan in 1994, specializing in Monetary and Financial Economics. After a brief experience in Mediolanum Fund Management as analyst in support of the fixed income team, she was appointed Portfolio Manager in Azimut Gestione Fondi in January 1995 where she handled fixed income funds. She joined Epsilon SGR when it was founded (May 1997) and she participated actively to the activity of development and implementation of quantitative models still in use in the company. In 2003 she was appointed Head of Management for the company. From October 2008 she is Head of Quantitative Investments of Epsilon SGR.

 

Discretional and Total Return Investments

The area headed by Luca Sibani is composed of portfolio managers specialized for type of issuer and financial instrument (money markets, governments and spread products). The components carry out portfolio management or part of them (both directly and through a delegation system) at high discretion with the objective of generating returns by controlling risks for the part of products in securities that are exposed to certain reference markets and/or asset classes. On the basis of the performed analyses the reference scenarios that support investment views’ definition are elaborated.

Luca Sibani - Head of Discretional and Total Return Investments

Luca graduated in Business from the University of Bologna and earned certification as a Chartered Financial Analyst (CFA) Charterholder in 2000. After a brief experience in private banking of Chase Manhattan Bank of New York and in Epstasim as manager of the portfolio of swaps and derivatives on interest rates, in 1997 he entered the fixed income team of Fondigest SGR. In 2000 he was appointed Head of Emerging Fixed Income funds and in 2005 he becomes Head of International Bonds team of CAAM SGR. He has held this position also in Eurizon Capital SGR until 2008. Starting in 2009 he is Head of Discretional and Total Return Investments of Epsilon SGR.

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