Marielle de Jong

Marielle is head of fixed-income quant research at Amundi since 2011. She carries out research projects in areas such as bond portfolio construction, factor investing, smart benchmarking, liquidity scoring and the risk-assessment of non-listed assets.

She holds an MSc in econometrics from the Erasmus University Rotterdam, an MSc in operations research from Cambridge University (UK), and a PhD in finance from the University of Aix-Marseille, which she defended in 2010. 

Before joining Amundi, she worked for BARRA and for Quaestor (former subsidiary of Yasuda) in London between 1994 and 1997, and for Sinopia, (former subsidiary of HSBC) in Paris from 1997 to 2010, where she was vice-president of the financial engineering team. In this role she developed and overlooked the multi-asset risk modelling- and portfolio construction processes.

She publishes her work in international journals such as the Journal of Portfolio Management and the Financial Analysts Journal, and she is co-editor of the Journal of Asset Management since January 2018.