We understand that clients rely on active processes to deliver specific outcomes, not just pure market returns.
We have used quantitative multi-factor techniques as part of our active investment processes for over 20 years. United by a commitment to delivering solutions, our close engagement with clients and partners enables us to deliver innovative, and above all, relevant investment solutions that are highly adaptable and tailored to meet the real needs facing investors today.
Central to our ethos is proprietary research, which drives a methodical and systematic approach to our core investment philosophy; multi-factor investing.
We manage a comprehensive range of quantitative strategies, united by a clear investment approach that underpins the investment processes across our product and solution range. Our approach is best summarised as an evidence-based, multi-factor approach.
Solution orientated: We pride ourselves on developing solutions that harness our research insights, and which focus on meeting our clients’ evolving investment objectives.
Evidence-based research: We seek to understand what drives markets by identifying and understanding factors, then harnessing these factors for different client objectives. Recognising the cyclical nature of these factors, we combine them in a systematic way to deliver superior risk-adjusted performance.
Risk controlled: Our quantitative processes are designed and implemented using a disciplined approach to ensure that we capture exposure to desired factors.
The outcome is a range of reliable investment solutions that allows investors to meet desired outcomes across all asset classes, risk and return profiles. Our approach has delivered a proven track record of delivering to our clients’ objectives across economic various cycles.
As well as delivering a proven track record of performance, we differentiate our quantitative capabilities in the following ways:
We pride ourselves on developing solutions. United by a commitment to delivering solutions, our close engagement with clients and partners enables us to deliver innovative, and above all, relevant investment solutions that are highly adaptable and tailored to meet the real needs facing investors today.
Should you need a tailor-made solution, we can help. Our product set is expandable to include a range of customised quantitative solutions and services specific to your requirements.
Experience where it counts
As an early pioneer of multi-factor techniques, our award-winning team has embedded quantitative analysis into our investment processes for over 20 years. Our team has earned a proven track record of designing solutions to meet a wide range of client objectives.
Robust research, practical solutions
All of our research is underpinned by the single focus on delivering better investment outcomes for our clients. Our clients have entrusted us with their assets because of our proven skill in turning research findings into practical solutions, which deliver across economic cycles and for different client objectives.
All of our investment strategies are underpinned by our proprietary research and quantitative multi-factor investment approach. We currently offer the following quantitative strategies (on a global or regional basis) which can be tailored to suit client specific objective.
Our team of quantitative researchers and portfolio managers has been integral to our success.
Our researchers develop the strategies at the core of our approach to quantitative multi-factor investing.
Our quantitative portfolio managers are responsible for consistently translating our strategies into client portfolios, portfolio monitoring and strategy enhancements.
By leveraging this skill and experience, we delivered a range of solutions that are highly adaptable and tailored to meet the real needs facing investors today.
Darragh is Head of ILIM’s Multi-Asset Solutions Team. He is responsible for the overall design and management of Irish Life’s MAPS, Ireland’s fastest growing retail multi-asset solution. Darragh and his team are also responsible for helping our clients, across all distribution platforms, design portfolios congruent with their specific objectives and constraints.
Darragh joined ILIM in 2007 as a Quantitative Analyst within the Quantitative Strategies Group and in 2016 was made Head of Portfolio Solutions. Darragh has lectured at UCD Michael Smurfit Graduate Business School on the MSc Finance, MSc Quantitative Finance and MSc Aviation Finance curricula and prior to joining ILIM, worked as a research assistant and lectured various courses at UCD School of Business including Corporate Finance, Econometrics, and Financial Modelling.
Darragh earned a Bachelor of Commerce (BComm) from University College Dublin in 2000, a master’s degree in Quantitative Finance from UCD Michael Smurfit Graduate Business School in 2002, and a master’s degree in Statistics (MSc) from UCD in 2013 and he holds both the Chartered Financial Analyst (CFA) and Chartered Alternative Investment Analyst (CAIA) designations.
Peter Haran has been appointed to the position of Head of Multi-Asset Strategies at ILIM. Peter joined ILIM and was appointed to ILIM’s Executive Fund Management group as Head of Alternative Strategies in November 2014. In that role Peter was responsible for the management and development of ILIM’s alternative investment capabilities, including the Multi-Manager Target Return Fund, the Absolute Alpha Fund and the Irish Infrastructure Fund.
Prior to joining ILIM, Peter worked at the National Treasury Management Agency as Head of Investment Strategy for the National Pensions Reserve Fund (NPRF). Prior to his career at the NTMA, Peter was a Portfolio Manager with IIU Asset Strategies for over nine years. During that time, Peter was Fund Manager to the IIU European Long/Short Fund and the IIU Breakout Managed Futures Fund.
Peter holds a bachelor’s degree in Applied Mathematics from Dublin City University and a master’s degree in Computer Applications, also from Dublin City University.
Ronan leads the Research team within the Quantitative Strategies Group, responsible for researching, back-testing and implementing quantitative investment strategies across a variety of asset classes.
Within the equity space, he has led the research agenda which now covers over 100 proprietary factors and developed ILIM’s multi-factor stock selection model. In the area of foreign exchange, he has developed the last two iterations of ILIM’s currency model. Within asset allocation, he has developed the Dynamic Share to Cash model, a core component of ILIM’s multi-asset funds, and more recently a Bond-Cash model for sovereign fixed income strategies. Other research areas include the development and deployment of asset risk models and portfolio optimisation tools.
Prior to joining ILIM, Ronan earned a PhD in Electromagnetic Modelling (TCD), a master’s degree in Theoretical Physics (TCD), and a BSc. in Physics and Applied Mathematics (QUB).
As a member of the Quantitative Research team, Paul is responsible for the ongoing identification and refinement of ILIM’s proprietary factor model inputs and multi-factor modelling approach. Since joining ILIM, he has led several research projects, including ESG factor identification.
Paul has over 10 years of investment experience at leading buy-side institutions. Prior to joining ILIM, he worked for Callisto Asset Management, a systematic equity market neutral fund manager, where he was a Senior Research Analyst and Portfolio Manager responsible for the development and oversight of investment strategies.
He also held a quantitative research position at Fidelity International, where he was involved in the development of global equity strategies and was co-lead on the systematic-based optimised and passive fund mandates, which held a combined AUM of c. $3 billion. Before joining Fidelity, Paul spent four years as a senior member of the Quantitative Equity team at Pioneer Investment Management, where he was responsible for alpha strategy development and portfolio management of the Pioneer European Quant Equity fund ($1billion AUM).
Paul has an MSc in Quantitative Finance from University College Dublin, and a BSc in Financial & Actuarial Mathematics from Dublin City University. He also holds the Investment Management Certificate (IMC) from the CFA Society of the UK
Ruoxi has worked in ILIM’s Quantitative Strategies Group since June 2015. He is primarily responsible for portfolio modelling as part of the Portfolio Solutions team. This includes simulation, backtesting, research and implementation of modelling methodologies, along with modelling system maintenance.
Prior to joining ILIM, Ruoxi obtained a BSc in both Mechanical Engineering and Mathematical Finance from Xiamen University China over the course of 2010-2014. He graduated with first class honours in MSc Quantitative Finance at UCD Michael Smurfit Graduate Business School, Ireland in 2015.
Brian joined ILIM in 2012 and is a Senior Portfolio Manager in the Portfolio Solutions team. He is responsible for the development and management of multi-asset solutions, portfolio modelling and product research and design.
Brian previously worked on ILIM’s Indexation team, where he was responsible for managing a range of equity, fixed income and fx hedged indexed funds.
Prior to joining ILIM in 2012, Brian spent three years as an investment analyst with Johnson & Johnson where he was responsible for the management of Johnson & Johnson’s money market investments.
Brian has an MSc in Business Analytics from UCD Smurfit Business School, a B.A. Honours degree in Business & Economics from Trinity College Dublin and is a CFA charterholder.
Shane joined ILIM in August 2006 and is a senior Alternatives Portfolio Manager
He has a BA in Mathematics from TCD, as well as master’s degrees in Quantitative Finance (UCD) and Investment & Treasury (DCU).
Prior to joining ILIM in 2006, Shane began his career in Naspa Dublin in 2003, where he worked as a credit analyst. Upon joining ILIM, Shane worked in the Quantitative Strategies team for ten years before moving to his current role in the Alternative Strategies team.
Kuda Damba joined Irish Life Investment Managers (ILIM) in October 2019 and is an Alternatives Manager on the Alternative Strategies team.
Prior to joining ILIM, Kuda worked for Davy on the Portfolio Construction team within the Private Clients division and as a dealer in Bank of Ireland’s Corporate & Markets division.
Kuda holds a Bachelor of Arts degree in Business and Economics from Trinity College Dublin and she graduated with a first class honours Master of Science degree in Quantitative Finance from Smurfit Business School. She also holds the Chartered Financial Analyst® (CFA®) designation.
As a member of the Quantitative Strategies Group, Alan is responsible for development projects involving the teams systematic investment strategies with focus on High Yield Equity.
Alan has over 10 years of investment experience at tier 1 institutions. Prior to joining ILIM, he worked in the proprietary trading group of Credit Suisse AG, where he was Portfolio Manager responsible for arbitrage strategies. Alan started his career at UBS AG where he completed the graduate training program and worked on the trading floor as an Equity Trader managing a client and proprietary trading book.
Alan has an MSc in Finance from Warwick Business School, and a BSc in Economics & Finance from University College Dublin. Alan holds the Chartered Financial Analyst( CFA) designation.
Jack joined ILIM in 2018 and is a quantitative portfolio manager within the Quantitative Strategies Group.
Prior to joining ILIM, Jack worked for RPMI Railpen in London where he was responsible for strategic asset allocation and investment modelling across a range of multi-asset funds.
Jack holds a BA Economics from Trinity College Dublin and an MSc Finance from Warwick Business School. He is a CFA charterholder.
Leonie joined ILIM in 2020 and is a Senior Multi Asset Portfolio Manager in the Portfolio Solutions team.
Prior to joining ILIM, Leonie worked for IBM in their in-house asset management team covering the non-US pension plans. This covered strategic asset allocation, manager selection and portfolio management of a number of pension plans and in-house funds. Before this Leonie worked with Davy in their Private Clients business and spent a number of years as an investment consultant with Willis Towers Watson.
Leonie earned a B.A. Honours degree from Trinity College Dublin in Economics and Philosophy, a Masters in Finance from Cass Business School London and is a CFA charterholder.
Tim joined ILIM’s Quantitative Strategies Group as a Quantitative Investment Analyst in 2021. He is responsible for supporting fund performance and new strategy development through undertaking quantitative studies and analysis.
Tim has an MSc in Computational Mathematical Finance from the University of Edinburgh and a BSc in Financial Mathematics from University College Dublin.
Irish Life Investment Managers (ILIM) is the appointed asset manager to Irish Life Group Limited. ILIM is committed to innovating and leading the market with best in class investment solutions designed to meet the specific investment needs of our clients. Call us at: +353-1-704 1200 or email [email protected]