Carmine de Franco is head of fundamental research after joining Ossiam in May 2012. He designs and develops new investment strategies, coordinates and leads research projects. He is co-author of several research papers on smart beta, minimum variance, regime switching models, interest rates and equity duration, ESG investing, machine learning in quantitative investing, carbon footprinting and portfolio decarbonization.
Prior to Ossiam, Carmine worked four years in the Faculty of Mathematics of the University Paris VII – Denis Diderot. He graduated from the University of Roma II – Tor Vergata and the University Paris VII – Denis Diderot and holds a PhD in Financial Mathematics and a master’s degree in Financial Random Modeling.