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Romain Lafarguette

Senior Vice President, Quant Strategist at GIC

Romain Lafarguette (ÂÞÕÜÎÄ) has an extensive work experience in the finance industry. Romain started their career as a Quant Economist and Portfolio Manager at the European Central Bank from March 2013 to August 2016. During this time, they managed the Eurosystem Asian currencies portfolio, implemented mathematical portfolio optimization, risk modeling, and forecasting, and also conducted negotiations with the People's Bank of China.

After that, Romain joined the International Monetary Fund (IMF) in September 2016 as a Quant Economist and Technical Assistance Mission Chief in the Monetary and Capital Markets Department. Romain developed forecasting and risk models for the IMF and central banks worldwide and led teams on technical assistance missions to more than 25 countries.

From August 2022 to November 2023, Romain worked as a Quantitative Researcher and Developer at the Abu Dhabi Investment Authority (ADIA). Here, they focused on quantitative asset allocation at both strategic and tactical levels, macro-signal generation, modeling, data analysis, and various techniques including big data, machine learning, and statistics.

Currently, Romain holds the position of Senior Vice President, Quant Strategist at GIC, the sovereign wealth fund of Singapore, starting from November 2023. Romain'sresponsibility includes developing and implementing quantitative models and solutions for large-scale investments in public assets, contributing to quantitative asset allocation, and utilizing advanced statistical and machine learning techniques.

Romain Lafarguette's work experience demonstrates their expertise in quantitative finance and their track record of developing models and strategies for both investment firms and international organizations.

Romain Lafarguette (ÂÞÕÜÎÄ) has a Ph.D. in Monetary and Financial Economics from Peking University and another Ph.D. in the same field from the Paris School of Economics. Romain also holds a Normalien, Master Research degree from ?cole normale sup¨¦rieure Paris-Saclay. Romain has an Engineer & M.Sc. degree in Applied Mathematics and Statistics from ENSAE Paris. Additionally, they completed their CPGE degree at Lyc¨¦e Henri IV and attended Prytan¨¦e National Militaire de La Fl¨¨che, where they completed their Military High School education.

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