Romain Perchet

Romain Perchet

Head of Multi-Asset in Quant Research Group

Bio

Romain Perchet has served as Head of Multi-Asset in the Quant Research Group (QRG) at BNP Paribas Asset Management since October 2017. The team designs quantitative strategies for multi-asset portfolios, with a primary focus on the Multi-Factor Allocation (MFA) framework. It also conducts research on a broad range of asset allocation topics to support QRG.

Since joining BNPP AM in 2008, Romain has held several roles in quantitative research and investments in Paris and Hong Kong, focusing on developing investment strategies, portfolio optimization, risk modeling, and portfolio management.

Since 2020, he has been teaching part-time at CentraleSupélec Paris. He obtained a master’s degree in mathematics and financial engineering at Ecole Supérieure d’Ingénieur Leonard de Vinci in Paris in 2008 and a PhD in applied mathematics in finance from Ecole des Hautes Etudes en Sciences Sociales (EHESS-CAMS) in Paris (France) in 2015.

With over 17 years of experience in quantitative investment, Romain is also a referee for several journals, including Quantitative Finance. He is based in Paris.

Forward thinking

Rethinking glide path design

Target date funds – often the default investment choice in retirement plans – promise a simple solution: start with a…

By Romain Perchet & other authors

26/11/25

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Rethinking glide path design