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 Guillaume Rabault, global CIO for quantitative strategies, ETF and indexing.
- • Singh brings extensive experience in factor investing across the full lifecycle—data and signal research, portfolio construction, and implementation—combining academic rigor with practical application.
- • Singh's most recent role was head of research and innovation at Equity Quant Investing (formerly AXA Rosenberg), part of AXA Investment Managers, now integrated within BNP Paribas.
- • Her responsibilities at HSBC AM include leading the firm's quantitative equity research agenda, advancing research priorities, and supporting development of systematic investment solutions for institutional clients.
Summary
HSBC Asset Management has strengthened its quantitative equity platform through the appointment of Srilatha Singh as co-head of quantitative equity strategies, effective 16 April 2026. Positioned in London and reporting directly to Guillaume Rabault—the global CIO responsible for quantitative strategies, ETF operations, and indexing—Singh will play a central role in shaping the firm's quantitative investment direction and capability development.
Singh joins HSBC from AXA Investment Managers, where she served as head of research and innovation at Equity Quant Investing, the division formerly known as AXA Rosenberg. Her career has spanned the complete spectrum of quantitative equity management, encompassing data analysis, signal research, portfolio construction methodologies, and implementation strategies. This breadth of experience positions her to address both the technical research foundations and the practical deployment challenges that define modern quantitative investing.
According to Rabault, Singh's appointment reflects HSBC AM's commitment to deepening its quantitative capabilities. "Srilatha brings extensive experience across the factor investing lifecycle—from data and signal research through to portfolio construction and implementation—combining academic rigour with real-world pragmatism," Rabault stated. Her mandate encompasses advancing the firm's research priorities, driving innovation within quantitative equity strategies, and supporting the development of systematic investment solutions tailored to institutional client needs.
This appointment signals HSBC AM's strategic focus on expanding its quantitative equities business as institutional investors increasingly seek systematic, data-driven approaches to equity investment. Singh's expertise in factor-based methodologies and signal generation positions her to enhance the firm's competitive positioning in a market where quantitative strategies have become increasingly central to large asset managers' operating models.
Singh joins HSBC from AXA Investment Managers, where she served as head of research and innovation at Equity Quant Investing, the division formerly known as AXA Rosenberg. Her career has spanned the complete spectrum of quantitative equity management, encompassing data analysis, signal research, portfolio construction methodologies, and implementation strategies. This breadth of experience positions her to address both the technical research foundations and the practical deployment challenges that define modern quantitative investing.
According to Rabault, Singh's appointment reflects HSBC AM's commitment to deepening its quantitative capabilities. "Srilatha brings extensive experience across the factor investing lifecycle—from data and signal research through to portfolio construction and implementation—combining academic rigour with real-world pragmatism," Rabault stated. Her mandate encompasses advancing the firm's research priorities, driving innovation within quantitative equity strategies, and supporting the development of systematic investment solutions tailored to institutional client needs.
This appointment signals HSBC AM's strategic focus on expanding its quantitative equities business as institutional investors increasingly seek systematic, data-driven approaches to equity investment. Singh's expertise in factor-based methodologies and signal generation positions her to enhance the firm's competitive positioning in a market where quantitative strategies have become increasingly central to large asset managers' operating models.
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