Koye Somefun

Koye Somefun

Head of Multi-Asset and Solutions, Quant Research Group

Bio

Koye has been Head of Multi-Assets&Solutions in the Quant Research Group since the creation of the team in 2017. In this role, he oversees a team that designs and develops solutions used by the Multi-Asset and Solutions teams. The solutions cover a broad spectrum ranging from target risk solutions, potentially with protection strategies, to the incorporation of broader balance sheet considerations.

Koye joined Fortis Investments, a predecessor company of BNP Paribas Asset Management, in 2007 as a quantitative analyst for strategic asset allocation. From 2010 to 2014, he was Head of Quantitative Alpha Generation for the then Multi-Asset Solutions team. From 2014 to 2017, Koye was Head of Retirement Solutions&Innovation in this team. Prior to joining Fortis Investments, Koye was a quantitative analyst for structured products at IRIS (Robeco). He also worked for the Dutch National Institute for Mathematics and Computer Science as a researcher. He started his investment career in 1998 with ORTEC as a consultant.

Koye holds a PhD in computational economics and a master’s degree in applied mathematics from the University of Notre Dame in the US. He completed his undergraduate studies at the Erasmus University in the Netherlands. In 2007, he obtained the Certificate in Quantitative Finance (CQF) in London.

Koye is based in Amsterdam.

Location Amsterdam

Articles from Koye Somefun

Article

Portfolio perspectives

Long-term asset allocation – A resilient world

In the 2026 edition of our Long-term asset allocation study, we present our expectations for returns over five, 10- and…

By Koye Somefun & other authors

14/05/26
Article

Forward thinking

Rethinking glide path design

Target date funds – often the default investment choice in retirement plans – promise a simple solution: start with a…

By Romain Perchet & other authors

26/11/25
Article

Portfolio perspectives

Navigating the private debt landscape – New opportunities and evolving structures

Over the past decade, private debt has emerged as a mature asset class within global financial markets. It encompasses a…

By Koye Somefun

15/10/25
Article

Portfolio perspectives

Long-term asset allocation – The great disruption?

How much has changed for long-term investors with Donald Trump’s re-election as US president. His administration is remaking the global…

By Koye Somefun & other authors

15/08/25
Article
Finland Karisalmi suspension bridge

Portfolio perspectives

ELTIF 2.0: Investing in private credit through open-ended funds

In this paper, we discuss the amended regulation on European Long-Term Investment Funds (ELTIF 2.0), the latest evolution of EU…

By Stéphane Blanchoz & other authors

24/07/24
Article

Portfolio perspectives

Long-Term Asset Allocation – The slow return to normal

We expect the economy to ‘normalise’ over the coming years and revert to a situation of under-consumption and under-investment, pushing…

By Koye Somefun & other authors

12/03/24
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