Key Takeaways
- • HSBC Asset Management appointed Srilatha Singh as co-head of quantitative equity strategies effective 16 April 2026, based in London and reporting to global CIO Guillaume Rabault.
- • Singh brings extensive experience across the factor investing lifecycle, including data and signal research, portfolio construction, and implementation, combining academic rigor with practical application according to Rabault's statement.
- • She joins from Equity Quant Investing (formerly AXA Rosenberg) within AXA Investment Managers, now part of BNP Paribas, where she served as head of research and innovation.
- • The appointment reflects HSBC AM's strategic focus on strengthening quantitative equity research capabilities, advancing innovation, and developing systematic investment solutions for institutional clients.
Summary
HSBC Asset Management has elevated its quantitative equity practice through the appointment of Srilatha Singh as co-head of quantitative equity strategies, effective 16 April 2026. Singh, based in London, will report directly to Guillaume Rabault, the firm's global chief investment officer for quantitative strategies, ETFs, and indexing operations.
In her new role, Singh will lead the firm's quantitative equity research agenda with a mandate to drive innovation and strengthen capabilities across HSBC AM's platform. Her responsibilities encompass advancing research priorities and supporting the development of systematic investment solutions tailored for institutional clients—a focus consistent with institutional asset managers' increased demand for factor-based and quantitative strategies.
Singh brings a substantial background in quantitative investing. Most recently, she served as head of research and innovation at Equity Quant Investing, formerly known as AXA Rosenberg, within AXA Investment Managers (now part of BNP Paribas). According to Rabault, Singh's experience spans the full factor investing lifecycle, encompassing data and signal research through portfolio construction and implementation. Rabault characterized her profile as combining "academic rigour with real-world pragmatism"—a skillset particularly valued in quantitative asset management where theoretical research must translate into scalable, implementable investment solutions.
The appointment underscores HSBC AM's continued investment in its quantitative capabilities during a period when systematic equity strategies, factor-based investing, and algorithm-driven portfolio construction remain strategic priorities for global asset managers competing for institutional mandates.
In her new role, Singh will lead the firm's quantitative equity research agenda with a mandate to drive innovation and strengthen capabilities across HSBC AM's platform. Her responsibilities encompass advancing research priorities and supporting the development of systematic investment solutions tailored for institutional clients—a focus consistent with institutional asset managers' increased demand for factor-based and quantitative strategies.
Singh brings a substantial background in quantitative investing. Most recently, she served as head of research and innovation at Equity Quant Investing, formerly known as AXA Rosenberg, within AXA Investment Managers (now part of BNP Paribas). According to Rabault, Singh's experience spans the full factor investing lifecycle, encompassing data and signal research through portfolio construction and implementation. Rabault characterized her profile as combining "academic rigour with real-world pragmatism"—a skillset particularly valued in quantitative asset management where theoretical research must translate into scalable, implementable investment solutions.
The appointment underscores HSBC AM's continued investment in its quantitative capabilities during a period when systematic equity strategies, factor-based investing, and algorithm-driven portfolio construction remain strategic priorities for global asset managers competing for institutional mandates.
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