Head of Multi Asset & Solutions in the Quant Research Group
Koye is Head of Multi Asset & Solutions in the Quant Research Group at BNP Paribas Asset Management. In this role, he oversees a team that designs and develops customised retirement solutions for fiduciary management and LDI clients. He is also responsible for determining long-term asset allocation views and strategic benchmarks that the Multi Asset Solutions team uses for both mutual funds and dedicated client portfolios. Koye joined our company in 2007 and is based in Amsterdam.
Koye joined Fortis Investments, a predecessor of BNP Paribas Asset Management, as a Quantitative Analyst for strategic asset allocation in the Amsterdam office. From 2010 to 2014, he was Head of Quantitative Alpha Generation for the Multi Asset Solutions team in London. Prior to joining us, Koye was a Quantitative Analyst for structured products at IRIS. He also worked for the Dutch National Institute for Mathematics and Computer Science as a Researcher, publishing several articles on automated trading strategies. Koye began his investment career in 1998 with ORTEC as a Consultant.
Koye has 19 years of investment experience. He holds a PhD in Computational Economics and a master’s degree in Applied Mathematics from the University of Notre Dame in the US. He completed his undergraduate studies at the Erasmus University in Rotterdam in the Netherlands. In 2007, he obtained the Certificate in Quantitative Finance (CQF) in London.