09/06/2026

—    The three new funds are Core US, Core EMU and Defensive Global Equities strategies
—    They are the first products in a range named Quartz, which will initially comprise seven funds by the end of 2026
—    The quantitative management team is being strengthened by the arrival of Yu Sun and Juan Sebastian Caicedo, both quantitative analysts and portfolio managers.

Edmond de Rothschild Asset Management is continuing to expand its quantitative management platform, with the launch of three funds and the recruitment of two fund managers.

Under the leadership of Bruno Taillardat, Head of Quantitative Management, the team is developing a range of equity strategies known as Quartz. These systematic equity strategies are based on advanced mathematical models, while giving a central role to the fund managers’ judgement in defining and monitoring investment approaches. The Quartz range, incorporated under Luxembourg law, aims to meet clients’ needs for defensive equities, multi-factor equities, 3D climate solutions1 and long/short strategies2, complementing the actively managed funds already offered by the Group.

The first three funds to be launched are as follows:

—    EdRF Quartz Core EMU Equity
—    EdRF Quartz Core US Equity3
—    EdRF Quartz Defensive Global Equity

The first two funds are core equity strategies. They are based on a strategy that is fully invested in equities, with a relatively low tracking error4, the target level of which will depend on regions and market conditions. The strategy is diversified across equity factors (Value, Momentum, Quality, etc.) with the aim of generating the highest possible level of alpha for a given relative risk budget. Artificial intelligence techniques are integrated into the investment process to enhance the portfolio’s diversification and responsiveness. The strategy continuously adapts to changes in the market environment, with the aim of delivering ‘full-cycle’ performance5 with a beta close to 1.

The Defensive Global Equities strategy is an equity strategy designed to generate lower volatility and more limited drawdowns than those of traditional benchmark indices. This resilient performance is achieved without market timing decisions, as the portfolio remains fully invested in equities at all times. The strategy therefore aims to achieve a Sharpe ratio6 higher than that of its benchmark indices. Whilst maintaining its defensive characteristics, the team’s objective is to adjust the portfolio’s risk level in line with market conditions.

To support this development, the quantitative management team has been strengthened by the arrival of Yu Sun and Juan Sebastian Caicedo, who are joining Edmond de Rothschild Asset Management as quantitative analysts and portfolio managers. They are based in Paris and report to Bruno Taillardat. They complete the quantitative management team formed last year with the recruitment in Geneva of Xavier Marconnet and Frédéric Girod in November 2025.

Yu Sun, CFA, FRM, has joined Edmond de Rothschild Asset Management as a quantitative analyst and portfolio manager within the Paris-based quantitative management team. She joined the firm in March 2026. She has ten years’ experience in quantitative and systematic management, gained notably at Amundi Asset Management, where she was a manager of European and global quantitative equity funds, and at Lyxor Asset Management, where she contributed to the launch and management of quantitative equity funds, including thematic strategies. She possesses in-depth expertise in factor investing, risk-based portfolio optimisation and the integration of ESG and climate data into quantitative models.

Yu is a graduate of École Polytechnique (Master’s in Financial Engineering), EDHEC Business School (Master’s in Market Finance) and Paris-Saclay University (Master’s in Risk and Asset Management). She is a CFA charterholder and a certified Financial Risk Manager (FRM).

Juan Sebastian Caicedo, CFA, has joined Edmond de Rothschild Asset Management as a quantitative analyst and portfolio manager within the quantitative management team in Paris. He joined the firm in April 2026. He began his career in 2005 as a mathematics teacher in Bogotá, before moving into the asset management sector in Paris with the Natixis Group in 2009. He held various roles in quantitative management and research at Natixis Asset Management, Seeyond and subsequently Ostrum Asset Management, where he was involved in the creation and management of European and global quantitative equity strategies. He possesses in-depth expertise in factor investing, low-volatility strategy management, and the integration of climate objectives into quantitative investment processes.

Juan Sebastian is a graduate of ESCP Europe (majoring in Finance) and the Universidad de los Andes (B.Sc. in Mathematics). He is a CFA charter holder.

Bruno Taillardat, Head of Quantitative Management, Edmond de Rothschild Asset Management, comments: “In a complex market environment, with heightened volatility, quantitative management comes into its own. It is based on a clear investment framework, an adaptive and dynamic process centered on risk control and forward-looking research, in which the judgement of the managers remains central at every stage. We are proud to announce the launch of these first three funds, developed in just six months, and we will complete the range with four additional funds by the end of the year. These strategies will include core Europe, emerging markets and global strategies, as well as core 3D Climate.”

1. 3D Climate solutions: portfolio construction aimed at simultaneously optimising three dimensions: performance generation, risk management and the integration of climate objectives.
2. Scheduled launch in 2027.
3. The EdR Fund Quartz Core US Equity is managed under delegation by Edmond de Rothschild (Switzerland).
4. Tracking error is a measure of risk used in asset management for index-tracking portfolios or portfolios that are compared against a benchmark. This indicator measures the risk that the portfolio’s performance will deviate from that of its benchmark.
5. All investments carry a risk of capital loss.
6. The Sharpe ratio reflects the product’s outperformance relative to a risk-free rate, adjusted for the product’s volatility.

About Edmond de Rothschild
Edmond de Rothschild is an investment house founded on the conviction that, when harnessed for the good of the real economy, wealth can have a meaningful impact and help to rejuvenate the concept of progress.
Driven by a culture of financial foresight for nearly three centuries, Edmond de Rothschild specialises in private banking and asset management, boasting recognised expertise in its main business lines of: wealth management, wealth engineering, life insurance, services for independent wealth managers, corporate finance, private equity, real estate, infrastructure, liquid strategies, and fund administration. The 100% family ownership structure gives the investment house real independence, serving to align with the interests of its clients and fostering the emergence of financial solutions adapted to the specific needs of a client base of families, entrepreneurs and institutional investors. At 31 December 2025, the Edmond de Rothschild Group had over CHF 198 billion in assets under management and a robust balance sheet with a solvency of 19.1%. With more than 2,800 employees in 35 global locations, it ranks as a key player in the main markets where it operates, including Geneva, Luxembourg, Paris and Monaco.
Edmond de Rothschild is at the heart of a unique ecosystem of businesses ranging from farming, wine-making and hospitality to family philanthropic activities, the Gitana offshore racing team and the perfume house Caron.

Press contact
Edmond de Rothschild 
Fany de Villeneuve
+33 6 46 24 69 38
f.devilleneuve@edr.com

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