David Jessop has responsibility for overseeing the independent investment risk management process for all portfolios managed in the EMEA region.
Before joining Columbia Threadneedle Investments, David was the Global Head of Quantitative Research at UBS. Over his 17 years at UBS his research covered many topics but in particular he concentrated on risk analysis, portfolio construction and more recently cross asset factor investing / the application of machine learning and Bayesian techniques in investment management. Prior to this he was Head of Quantitative Marketing at Citigroup. David started his career at Morgan Grenfell, initially as a derivative analyst and then as a quantitative portfolio manager.
David has a MA in Mathematics from Trinity College, Cambridge.
FORECASTING CARBON INTENSITY WITH MACHINE LEARNING
The path to a low carbon economy involves encouraging companies to lower their carbon intensity. It could be beneficial to find the companies where they are lowering their carbon output. But can we forecast this? The problem is a very short time series of carbon data – perhaps 10 years at best, which means