Editor, Quant investing
Rob Mannix is the desk editor for investment, covering systematic investment strategies from quant funds to factor investing. He was previously responsible for Risk.net’s insurance coverage.
Based in the London office, Rob is interested in developments in the use of new types of data, the application of machine learning in investment, and research into systematic sources of return in markets.
Rob joined Infopro Digital (then Incisive Media) in 2008, having previously worked at Euromoney Institutional Investor, covering legal and regulatory issues affecting capital markets.
KPMG survey suggests minority of insurers will follow Allianz and Prudential
Insurers are under increasing pressure to plan access to collateral
Proposed rules under Emir could deter hedging, says association
Join our study of approaches to central clearing from insurers
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis, encouraging insurance companies to consider use of the cloud and the benefits that doing so can bring. Firms are…
More pension schemes could take on reinsurer counterparty risk
Activity limited and dominated by a handful of firms
Rob Mannix speaks to GreyCastle chief executive about its deal with XL
New bonus distribution rules would have negative effects, say practitioners
Regulator looks for excessive profits and exploitative sales techniques
Firms consider structured options for assets to meet Solvency II criteria
Insurer goes direct to reinsurers for £5 billion pension scheme risk transfer
Capital charge for residential mortgages under Solvency II makes buying loan portfolios more attractive, say bankers
Loss data is vital to op risk management - but the process is flawed and uncertain, Singapore conference hears
Culture is a priority for op risk managers – but the tools needed remain elusive