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SG CIB created a unified Quantitative Research group

Societe Generale Cross Asset Research, the research department of the corporate and investment banking division (SG CIB) announces the integration of Quantitative Equity Research, Cross Asset Quant Research, ETF Research and Index Research under one team, effective immediately.

Societe Generale Cross Asset Research, the research department of the corporate and investment banking division (SG CIB) announces the integration of Quantitative Equity Research, Cross Asset Quant Research, ETF Research and Index Research under one team, effective immediately.

The Quantitative Research group is led by Andrew Lapthorne - Head of Quantitative Research with Sandrine Ungari as Deputy. The service includes:

 

· Equity Quantitative Research still led by Andrew Lapthorne who is based in London. Andrew reports to Brigitte Richard-Hidden, Global Head of Research, Societe Generale CIB.

· Cross Asset Quantitative Research headed by Sandrine Ungari who is appointed Head of Cross Asset Quantitative Research. She is based in London.

· ETF Research which continues to be led by Sebastien Lemaire who’s based in Paris.

· Index Research which is still headed by John Carson who’s based in London.

 

Sandrine Ungari, Sebastien Lemaire and John Carson report to Andrew Lapthorne.

 

Commenting on the creation of the Quantitative Research group, Brigitte Richard-Hidden, Global Head of Research for Societe Generale CIB said: “While respecting these four areas of expertise, this new integrated service set up will allow us to further strengthen our offer for our clients”.

 

Societe Generale Cross Asset Research offers strong leading expertise in Quant, Index and ETF research. In the latest 2017 Extel survey, Societe Generale Cross Asset Research ranked No.1 in both the Index Analysis and Quantitative Research categories.