Qontigo Applied Research Team
Qontigo’s Applied Research team comprises a group of global experts who help both clients and prospects better understand market risks, index and portfolio exposures, and investment implications across a broad range of geographies and asset classes.
Melissa R. Brown
Applied Research, Qontigo
As Head of Applied Research, Melissa Brown leads a seasoned team that provides unique insights into risk trends by analyzing the vast amount of data on market , index and portfolio risk maintained by Qontigo. She and her team also provide practical thought leadership on analytics products and index strategies, to help investors make more informed decisions and to optimize the value of Qontigo’s sophisticated offerings . Melissa’s perspectives help both clients and prospects to better understand and adapt to the constantly changing risk environment. As an author of Qontigo Insight: Quarterly Risk Review, Melissa reports on the state of risk in publicly traded equity markets around the globe. In addition, she produces periodic special reports on a broad range of topics of interest to investors and asset owners, is a frequent speaker on the subject of market risk and is often quoted by the financial media.
Melissa is a Chartered Financial Analyst. She holds a BS in economics from The Wharton School of the University of Pennsylvania and an MBA in finance from New York University.
Diana R. Baechle, PhD
Principal, Applied Research
Diana Baechle is a Principal at Qontigo and part of the Applied Research team in New York. Her research is focused on equites and she regularly publishes market commentary, blog posts, and whitepapers on current market events, the risk environment, and recent equity trends. Diana joined Qontigo (former Axioma) in 2015 and has previously worked as a consultant at Ernst & Young and as a Research Analyst and Portfolio Manager at Mellon Capital Management (a subsidiary of BNY Mellon). Diana holds a PhD in Financial Economics from Fordham University in New York, NY.
Natan Borshansky
Principal, Applied Research
Natan provides the backbone for Applied Research reports and analysis by creating, maintaining, and continually building upon an accurate and timely data repository. As a “power user” of all Axioma Analytics products, he has created and engineered data pipelines that pull data from Qontigo API’s and provide content consumed and presented by researchers, in Insight reports, Multi-Asset-Class and Equity Risk Monitors. Prior to joining Axioma in 2011 Natan held senior software developer positions in areas that include Hedge Fund Administration, Prime Brokerage, and Equity and Fixed Income Derivatives. As a senior technologist, he worked side by side with Front, Middle and Back-office operations, and other quantitative developers at Morgan Stanley, RBS, BOA, IFS (now State Street), HedgeServ, and Deutsche Bank. Natan holds MS and BS In EE and Computer Science from Gubkin Russian State University (National Research University) in Moscow.
Olivier d’Assier
Senior Principal, Applied Research
As Qontigo’s Executive Director, Applied Research, Olivier d’Assier is responsible for generating unique insights into risk trends by leveraging and analyzing Qontigo’s vast data on market and portfolio risk. Olivier’s research helps clients and prospects better understand and adapt to the evolving risk environment. The author of periodic special reports, Olivier produces regional and global research on market and portfolio risk. Olivier also created Qontigo ROOF ( R isk- O n/Risk- OF F) Scores, a new tractable measure of investors’ risk appetite. There are two variants of the ROOF Scores per market that use Qontigo’s fundamental multi-factor risk models: Style ROOF and Sector ROOF. Prior to joining Qontigo, Olivier spent seven years at Barra Inc. as VP for Asia Pacific and President of Barra Japan before servings as Executive Director for Asia Pacific for MSCI-Barra. In addition to his experience managing quantitative solutions, Olivier spent nine years in investment banking as a sales trader in Europe and Asia for Nikko Securities and SMI Securities covering Asian markets. He is a sought-out public speaker and regular guest on business and financial news programs with CNBC, Bloomberg TV and Radio, and Chanel News Asia, providing expert commentary on investment performance, risk management, and industry challenges. Olivier has lived in Asia since 1996 and has worked in Singapore, Hong Kong, and Tokyo.
Christoph V. Schon, CFA, CIPM
Senior Principal, Applied Research
As Senior Principal of Applied Research, Christoph Schon generates insights into recent risk trends with a particular focus on fixed income, multi-asset class analysis and thematic investing.
As the author of the weekly multi-asset class edition of Qontigo’s Risk Monitor highlights, Christoph reports on equity, fixed-income, currency, and commodity market developments around the world and how these affect the risk of a global multi-asset class model portfolio. In addition, he produces periodic special reports and blog posts on topics that are of general interest to the investment community. He also holds periodic webinars and is a regular speaker at industry events. Christoph has been in the portfolio risk and performance analysis space for over 15 years, having previously worked for Lehman Brothers/Barclays POINT and UBS Delta, where he held various roles as marketer, Head of Client Services and client-facing quant. He began his career in 2000 as a fixed income research analyst at Dresdner Bank in Frankfurt. He joined Dresdner’s Fl index research group in 2002 and served as a member of the iBoxx European technical committee until 2006. Christoph has been a CFA charterholder since November 2007 and earned the CIPM designation in 2015. He holds a joint degree in electrical engineering and economics from TU Darmstadt in Germany.
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