Key features

A global portfolio primarily of corporate bonds issued by socially responsible companies, selected using a systematic approach that combines multiple factors

Managed by an experience quantitative fixed income team

ESG1 factors integrated within the investment process

Investment process

Our Sustainable Global Multi-Factor Corporate Bond Strategy follows a three-step systematic process:

  • Factor calculation
  • Multi-factor scoring
  • Portfolio construction

Team and resources

BNP Paribas Asset Management is a long-standing player in the quantitative investing space. We launched our first factor-based equity and fixed income strategies in 2009. 

Our quantitative teams consist of more than 40 experts including portfolio managers, quantitative analysts and researchers, and investment specialists. They are supported by our Sustainability Centre and benefit from access to our global investment platform.

Our Quantitative Equity team is based in Paris. Olivier Laplénie, who has more than 18 years of industry experience, leads the team.


[1] ESG = Environmental, Social and Governance. ESG assessments are based on BNP Paribas Asset Management’s proprietary methodology which integrates all three aspects of E, S & G.