Anne-Sophie van Royen
Managing Director, Fundamental Systematic Equity
Dr. Anne-Sophie van Royen has been Managing Director at CDPQ since May 2019. She oversees the systematic tactical asset allocation strategy team, whose activities are supported by a quantitative framework based on the intersection of macroeconomics and market dynamics. In June 2020, she was also given responsibility for the fundamental systematic equity activity.
Dr. van Royen has worked in finance for over 20 years. Prior to joining CDPQ, she worked at the Abu Dhabi Investment Authority, advising the investment committee on matters pertaining to tactical asset allocation. From 2011 to 2016, she was head of Quantitative Trading in the Investment Solutions division at UBS. She headed the Global Macro/Global Tactical Asset Allocation Group at Credit Suisse from 2004 to 2011. Prior to that, she was Vice-President, first at State Street Associates, where she was responsible for the development of risk management technology and asset management modeling, then at Columbia Management Group, where she was responsible for tactical asset allocation. She began her career in Mergers and Acquisitions at Goldman Sachs in London.
Dr. van Royen holds Ph.D. and M.Sc. degrees in Mathematical Economics from the Université de Paris-Sorbonne. She also holds an M.A. in Business Studies from HEC Paris and a B.A. in Psychology from the Université de Paris‑Saint‑Denis.
She has published articles in a variety of professional investment journals, including the Financial Analysts Journal, Journal of Portfolio Management, Journal of Derivatives and Journal of Forecasting. She is a past President of the Society of Quantitative Analysts in New York and was an advisor in the Department of Mathematical Science at the New Jersey Institute of Technology.