Romain Lafarguette

Senior Vice President, Quant Strategist at GIC

Romain Lafarguette (罗哲文) has a strong background in quantitative finance and economics. Romain started their career in 2013 as a Quant Economist and Portfolio Manager at the European Central Bank, where they were responsible for portfolio management, tactical allocation, risk modeling, and forecasting. During their time at the ECB, they also engaged in negotiations with the People's Bank of China.

In 2016, Lafarguette joined the International Monetary Fund as a Quant Economist and Technical Assistance Mission Chief. In this role, they developed forecasting and risk models for the IMF and central banks worldwide. Romain led teams on technical assistance missions to more than 25 countries.

Lafarguette then worked as a Quantitative Researcher and Developer at the Abu Dhabi Investment Authority (ADIA) from 2022 to 2023. At ADIA, they focused on quantitative asset allocation, macro-signal generation, data analysis, and forecasting using machine learning and statistical techniques.

Currently, Lafarguette is a Senior Vice President, Quant Strategist at GIC, the sovereign wealth fund of Singapore. In this position, they develop and implements quantitative models and solutions for large-scale investments in public assets. Romain contributes to quantitative asset allocation and leverages macrofinancial models, advanced statistical techniques, and machine learning for signal generation, portfolio construction, and optimization.

Romain Lafarguette (罗哲文) has a Ph.D. in Monetary and Financial Economics from both Peking University and the Paris School of Economics. Romain also holds a Normalien, Master Research degree from École normale supérieure Paris-Saclay and an Engineer & M.Sc. degree in Applied Mathematics and Statistics from ENSAE Paris. Furthermore, they attended Lycée Henri IV for their CPGE degree and Prytanée National Militaire de La Flèche for their Military High School education.

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Timeline

  • Senior Vice President, Quant Strategist

    November, 2023 - present