Xiao Lu

Xiao Lu

Head of Machine Learning research, Quant Research Group

Bio

Xiao is Head of Machine Learning research in Quant Research Group (QRG) at BNP Paribas Asset Management (BNPP AM) since October 2017.

This team with 33 quantitative researchers and data scientists is responsible for supporting research and development of quantitative investment strategies, for providing quantitative inputs across all investment teams, for delivering quantitative services and innovation and for leveraging the use of alternative data and machine learning for investments. The team is based in Paris, Amsterdam, Hong Kong and London.

Xiao has 15 years of experience in Asset Management and is responsible for the research and development of quantitative strategies leveraging Alternative Data and Machine Learning techniques for both issuers picking and asset allocation including private asset. He oversees three other quant data scientists in the QRG team since 2017. Prior to that, Xiao joined BNP Paribas Asset Management since 2011 in Paris as a quantitative analyst working mainly on the research and development of Low Volatility and Smart Beta strategies in either equity or fixed income and on the application of robust portfolio optimisation techniques to portfolio construction.

Xiao holds a MSc degree in Mathematics from the “Ecole Normale Supérieure D’Ulm”, France (2011), and is a CFA Charterholder. He is based in Paris.

Portfolio perspectives

Managing private asset allocations in open-ended funds

With their potential to enhance returns, diversify portfolios and capture an illiquidity premium, private assets have become increasingly attractive to…

By Raul Leote De Carvalho & other authors

11/08/26

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Managing private asset allocations in open-ended funds