Alain Flas worked for ING Financial Markets from 2000 until June 2017. He held several senior Sales position during that time and his last one was Global Head of Structured Investments Sales. Alain was also a founding member and the Chairman of BELSIPA (Belgian Structured Investment Products Association) from 2013 to 2017. Next to his role at BELSIPA, Alain was also Chairman of the Board of the ISIM, the asset management vehicle of ING Group in Luxembourg, from 2013 to end 2016. He began his career as an auditor at Coopers & Lybrand (now PwC) Luxembourg. Alain Flas holds a Master in Finance from the University of Liège.
Samir El Abbouni
Samir El Abbouni joined Finvex Quantitative Research team as a quantitative researcher. He conducts research and performs back tests on equity and bond risk premia with a focus on low risk anomaly, value, quality and momentum. In addition, Samir works on the optimization and the rebalancing of all Finvex indices likewise developing a variety of cross asset strategies for clients. Samir holds a master degree in financial markets from Université Paris 1 Panthéon-Sorbonne.
Im Februar 2016 trat Robin Mourembles in das quantitative Research and Trading Team bei Finvex ein. Vor seinem Eintritt war er Portfoliomanager und Trader in einer schweizerischen Hedgefondsgesellschaft, wo er für systematische Anlagestrategien verantwortlich war. Er verfügt über umfangreiche Erfahrung in der Entwicklung und Verwaltung von Handelsstrategien auf der Grundlage quantitativer Forschung. Robin Mourembles hat einen Master-Abschluss am Institut Supérieur de l'Aéronautique et de l'Espace und einen Master of Science-Abschluss von ESCP Europe.
Kris Boudt is associate professor of finance and econometrics at Vrije Universiteit Brussel and Amsterdam, and a lecturer at Datacamp.
Kris Boudt holds a PhD in Applied Economics from KU Leuven. He is an expert in portfolio analysis and has contributed to the development of several smart beta equity indices. He has published his research in the Journal of Portfolio Management, Journal of Econometrics and the Review of Finance, among others. He has a passion for developing financial econometrics tools in R.
nguyen ha giang
Giang Nguyen is the Doctiris Ph.D. Research Fellow at Vrije Universiteit Brussel (V.U.B) and Finvex. His research focuses on financial risk management and portfolio optimization. He has several publications on balancing performance and risk contributions, the use of high-frequency data and regime switching models for risk-based portfolios.
In addition, he is a contributor of highfrequency package in R. Previously he was responsible for ALM and risk management at Vietinbank and Cement Finance Company. He holds an MBA in International Relations from Hogeschool Universiteit Brussel (H.U.B) in Belgium.