Details:
- Date: 02/06/2026
- Time: 18:00–20:00
- Organized by: Amsterdam Quant Society
- Registration: Open now
- Location: Roeterseiland Room B2.06, UvA
- Networking after the event
Hosted by the Amsterdam Quant Society, we're bringing in a quantitative researcher from one of the world's leading investment banks to walk through how quant techniques are applied in modern asset management - from the theoretical foundations to the real-world systems institutional managers use to construct portfolios, manage risk, and generate returns at scale.
We'll cover:
– How quantitative models drive multi-asset portfolio construction in practice
– Where theory meets implementation: the gap between academic models and what actually runs in production
– What the day-to-day work of a quant researcher in asset management looks like
– How to position yourself to break into a quant role at a top-tier firm
The evening will feature:
Álvaro Sánchez Fernández - Quantitative Researcher at Goldman Sachs in the Multi-Asset Solutions (MAS) Research team, where he works on portfolio solutions spanning equities, fixed income, and alternatives. Previously spent 3.5 years at Morgan Stanley as a Quantitative Strategist, building systematic strategies and portfolio analytics frameworks. Brings hands-on experience with the models, tools, and decision processes used inside one of the largest asset management businesses in the world.
We'll also close with a career session and Q&A, giving you the chance to ask questions about roles across quantitative research, asset management, and portfolio construction — and how to get there.
If you're interested in quant finance, asset management, or careers across financial markets, this is an opportunity to hear directly from industry. Limited spots available.
