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Quantitative Strategies & Risk Premia

The QSRP group delivers returns by building and maintaining a portfolio that spans both systematic alpha and risk premia factors across global asset classes. The group manages mathematical and statistical modelling to combine sources of return from alpha and risk premia into a portfolio with an attractive risk-return profile.

The portfolio is also designed to be diversifying over time to broad market indexes.

Our Team

London

The team operates from CPP Investments’ Toronto and Hong Kong offices.

Vasant Naik

Managing Director, Head of Research & Innovation Group and Interim Head of Quantitative Strategies & Risk Premia

Heading the Research and Innovation Group, Vasant is responsible for directing and overseeing quantitative research within Capital Markets and Factor Investing (CMF). In collaboration with CMF’s investment teams, Vasant’s team determines and executes on the research agenda for systematic as well discretionary investment strategies we use across global markets.

Prior to joining CPP Investments in 2019, Vasant was global head of asset allocation and empirical research in the Analytics and Quantitative Research Group at PIMCO, where he led a team responsible for quantitative research to provide asset allocation and portfolio construction advice to investment managers. This included developing systematic investment strategies for various risk factors and asset classes. Before that, Vasant was a managing director at Nomura International and Lehman Brothers, where he led a team of quantitative strategists advising clients on systematic investing in fixed-income markets.

Prior to joining the financial industry, Vasant taught finance at the University of British Columbia, with work published in the Journal of Finance, Review of Financial Studies, and Journal of Financial and Quantitative Analysis.

Vasant holds a postgraduate diploma in management from the Indian Institute of Management, Bangalore, and a PhD in Finance from the University of California, Berkeley.

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