Biography
Mark joined NZ Funds in 2005 and is involved in quantitative modelling for both the growth and income portfolios. Before joining the firm, he worked as an investment strategist for Mn Services, the service provider for the third-largest pension fund in The Netherlands.

Approach
After designing power plants as an electrical engineer post my engineering study, I made a career switch to the financial sector in the late 90’s.

My work as an investment strategist at Mn Services has given me a broad knowledge of the financial world. With funds under management of over €20 billion, one of my main objectives at Mn Services was to make sure that the overall risk limits were adhered to. Given the broad range of asset classes, and their different behaviour, this was a challenging task that gave me invaluable knowledge about risk management and how to protect investors’ money.

I also started to realise during that period that combining investment knowledge together with quantitative skills, can result in a disciplined way of enhancing returns, whereby risk on the downside is reduced. The approach starts with analysing the characteristics of the asset class. Factors taken into account here are for example quality of the trend (like length, symmetry or magnitude) in the asset class price or a price related derivative. Movement of the asset class in combination with other asset classes is also a valuable tool. Based on those characteristics, suitable quantitative models are designed to take advantage of the features of that specific asset class. History has shown that a combination of those quantitative models has resulted in comprehensive and effective strategies.

Within NZ Funds I have put all this knowledge to work. I am designing, monitoring and implementing investment strategies in different asset classes, resulting in solid investment returns for the portfolios, with limited downside.