Join us for a CFA Quant event exploring how artificial intelligence, machine learning, and agentic AI are reshaping systematic investing across equity and macro markets.
The event brings together leading quantitative investment professionals from Robeco, Northern Trust Asset Management, Argan.ai and TransTrend to discuss how AI is being applied in real-world investment processes, from human-AI collaboration in investment decision-making, to machine learning applications in quantitative equity strategies, to the emerging role of agentic AI in macro investing.
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Date: Thursday, 4 June 2026
๐ Time: 14:00 – 17:00, followed by Networking Drinks
๐Location: Robeco Headquarters, Rotterdam
Time line
14:00 Welcome
14:20 Opening Chair
14:30 - 16:00. 3 speakers 3x30 mins
Break 15 mins
16:15-17:00 Panel
17:00-18:00 Drinks
Program
- 14:30 - 15:00
Speaker 1 Robeco, Kristina Usaite 30m
“AI + Human in Investing”
Kristina Usaite, CFA, Senior Quantitative Researcher, Robeco
Kristina is a senior researcher in the Quant Equity Research team at Robeco. Her areas of expertise include bottom-up stock selection research and empirical asset pricing. Kristina joined Robeco in 2017. Prior to her role at Robeco, she worked for three years as an analyst at APG where she started her career in the industry in 2011. Kristina holds a Master’s (cum laude) in Econometrics from Tilburg University and a Bachelor’s (cum laude) in Economics from Vilnius University. She is a CFA charterholder.
- 15:00 - 15:30
Speaker 2 Northern Trust, Michael van Baren 30m
'Machine Learning Applications in Quant Equity Investing'.
Michael van Baren, CFA, Senior Quantitative Researcher, Northern Trust Asset Management
Michael is a senior researcher in the Quantitative Strategies team in the Amsterdam office. In this role, Michael is responsible for research and development of systematic investment strategies, mainly in the equity space. Prior to Michael's role at Northern Trust Asset Management, he worked as a senior quantitative researcher at APG Asset Management and as a quantitative researcher at PGGM before that. Michael holds a MSc in Econometrics (cum laude) and a BSc in Mathematics (cum laude). He is a CFA charterholder.
- 15:30 - 16:00
Speaker 3: Argan.ai: Reza Kahali 30m
Mo Parameters, Mo Problems. Agentic AI in Macro Investing
Reza Kahali, CIO, Argan Technologies
Reza is an investment professional with roughly a decade of experience in portfolio management and the development of automated systems for fundamental investment strategies. He was the portfolio manager for a major European family office with over EUR 4 billion in assets under management (AuM).
Before that, Reza led the development of computer-driven (macro) strategies at NN Investment Partners, that drove cross-asset portfolios with over EUR 34 billion in assets. This experience combined with meeting industry leading managers at the family office instilled two key investment believes. 1. For each investment, start with macro first and 2. Classical quant signals can be augmented by AI analysts, performing human powered macro analysis and company due diligence.
Before NN Investment Partners, he worked at Ortec-Finance on macroeconomic simulators for large Dutch pension funds such as APG and PGGM. Reza began his career developing Neural Networks as digital twins for pharmaceutical machines and drug discovery algorithms at GSK.
16:00 - 16:15
Break 15m
16:15 - 17:00
Panel 45m
Guido Baltussen, Prof., Ph.D., Global Head of Quantitative Strategies, Northern Trust Asset Management
Guido serves as the global head of quantitative strategies at Northern Trust Asset Management, where he oversees business development, research, innovation and thought leadership initiatives. He previously led the firm’s international quantitative teams across Europe, the Middle East, Africa (EMEA) and Asia-Pacific (APAC) regions as head of quantitative strategies, international.
Before joining Northern Trust in 2023, Guido was the lead portfolio manager and head of equity factor investing and co-head of quantitative fixed income at Robeco. There, he managed the development and oversight of factor-based equity and quantitative fixed income strategies. Before his time at Robeco, he played a significant role as head of quantitative research in fixed income and multi-asset at NN Investment Partners, which has since become part of Goldman Sachs.
Guido earned a Ph.D. in finance from Erasmus University Rotterdam and an M.Phil. in economics from the Tinbergen Institute. As an accomplished researcher, he has been published in journals like the Journal of Financial Economics, the American Economic Review, and the Financial Analysts Journal. His research papers have received over 100,000 downloads on SSRN. Alongside his professional roles, Guido is also a Professor of Finance at Erasmus University Rotterdam, teaching courses in behavioral finance and factor risk premia.
He has notably co-authored work with Richard Thaler, a Nobel Prize laureate in 2017. Guido is frequently featured in financial media, including Bloomberg and the Financial Times.
Iman Honarvar, Deputy Head of Next Gen Research, Robeco
Iman serves as the deputy head of Next Gen Research at Robeco’s Quant Equity Research team. His areas of expertise include bottom-up stock selection research and empirical asset pricing. Iman joined Robeco in 2017 after submitting his doctoral dissertation at Maastricht University. He has published in the Journal of Empirical Finance and International Review of Financial Analysis. Iman holds a PhD in Empirical Finance from Maastricht University and a Master’s in Financial Engineering from EPFL.
17:00 - 18:00 Drinks