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We understand that clients rely on active processes to deliver specific outcomes, not just pure market returns.

We have used quantitative multi-factor techniques as part of our active investment processes for over 20 years. United by a commitment to delivering solutions, our close engagement with clients and partners enables us to deliver innovative, and above all, relevant investment solutions that are highly adaptable and tailored to meet the real needs facing investors today.

Central to our ethos is proprietary research, which drives a methodical and systematic approach to our core investment philosophy; multi-factor investing.

We manage a comprehensive range of quantitative strategies, united by a clear investment approach that underpins the investment processes across our product and solution range.

Our approach is best summarised as an evidence-based, multi-factor approach.

Solution orientated

We pride ourselves on developing solutions that harness our research insights, and which focus on meeting our clients’ evolving investment objectives.

Evidence-based research

We seek to understand what drives markets by identifying and understanding factors, then harnessing these factors for different client objectives. Recognising the cyclical nature of these factors, we combine them in a systematic way to deliver superior risk-adjusted performance.

Risk controlled

Our quantitative processes are designed and implemented using a disciplined approach to ensure that we capture exposure to desired factors.

The outcome is a range of reliable investment solutions that allows investors to meet desired outcomes across all asset classes, risk and return profiles. Our approach has delivered a proven track record of delivering to our clients’ objectives across economic various cycles.

As well as delivering a proven track record of performance, we differentiate our quantitative capabilities in the following ways:

Client-driven solutions

We pride ourselves on developing solutions. United by a commitment to delivering solutions, our close engagement with clients and partners enables us to deliver innovative, and above all, relevant investment solutions that are highly adaptable and tailored to meet the real needs facing investors today.

Should you need a tailor-made solution, we can help. Our product set is expandable to include a range of customised quantitative solutions and services specific to your requirements.

Experience where it counts

As an early pioneer of multi-factor techniques, our award-winning team has embedded quantitative analysis into our investment processes for over 20 years. Our team has earned a proven track record of designing solutions to meet a wide range of client objectives.

Robust research, practical solutions

All of our research is underpinned by the single focus on delivering better investment outcomes for our clients. Our clients have entrusted us with their assets because of our proven skill in turning research findings into practical solutions, which deliver across economic cycles and for different client objectives.

All of our investment strategies are underpinned by our proprietary research and quantitative multi-factor investment approach.

We currently offer the following quantitative strategies (on a global or regional basis) which can be tailored to suit client specific objective.

Risk reduction strategies

  • Low Volatility Active Equity Strategies: These strategies offer a unique and robust solution for investors seeking to reduce their exposure to risk within their equity portfolios. These strategies are designed to reduce the drawdown and volatility experience of equity markets, while still capturing the long-term return potential of equity markets.
  • Dynamic Share to Cash Strategy (DSC): This strategy offers an innovative solution for investors seeking to manage the equity market risk at an asset class level. This strategy is designed to reduce the exposure to significant and sustained losses that arises from extreme market events. At the same it, it still captures the long-term return potential of equity markets.
  • Dynamic Currency Hedging Strategies: These strategies offer a dynamic solution for investors seeking to manage the currency risk within their investment portfolios.

Alpha-generation strategies

  • Multi-Factor Active Equity Strategies: These strategies offer a robust solution for investors seeking to generate stable and consistent performance over equity markets, without taking significant additional risk (defined as tracking error) relative to the equity market. These strategies are highly flexible, and can be customised to meet clients’ specific needs and objectives.

Our team of quantitative researchers and portfolio managers has been integral to our success.

Our researchers develop the strategies at the core of our approach to quantitative multi-factor investing.

Our quantitative portfolio managers are responsible for consistently translating our strategies into client portfolios, portfolio monitoring and strategy enhancements.

By leveraging this skill and experience, we delivered a range of solutions that are highly adaptable and tailored to meet the real needs facing investors today.

Key Contacts

Lenny McLoughlin
Lenny McLoughlin
Chief Investment Strategist

Lenny was appointed Fund Management Economist in August 2012 and is a member of the asset allocation committee. Previously, he was responsible for managing the financial and retail sectors in ILIM’s active global equity funds. Lenny has over 25 years’ experience in the financial industry.

Prior to joining ILIM in July 2005, Lenny worked for Zurich, AIB and Aviva Investors in equity research and investment management roles.

Lenny graduated with a B.A. in Economics from Trinity College Dublin in 1986, and became an Associate Member of the Institute of Investment Management & Research in 1990.

Darragh O’Dowd
Darragh O’Dowd
Head of Multi-Asset Solutions

Darragh is Head of ILIM’s Multi-Asset Solutions Team. He is responsible for the overall design and management of Irish Life’s MAPS, Ireland’s fastest growing retail multi-asset solution. Darragh and his team are also responsible for helping our clients, across all distribution platforms, design portfolios congruent with their specific objectives and constraints.

Darragh joined ILIM in 2007 as a Quantitative Analyst within the Quantitative Strategies Group and in 2016 was made Head of Portfolio Solutions. Darragh has lectured at UCD Michael Smurfit Graduate Business School on the MSc Finance, MSc Quantitative Finance and MSc Aviation Finance curricula and prior to joining ILIM, worked as a research assistant and lectured various courses at UCD School of Business including Corporate Finance, Econometrics, and Financial Modelling.

Darragh earned a Bachelor of Commerce (BComm) from University College Dublin in 2000, a master’s degree in Quantitative Finance from UCD Michael Smurfit Graduate Business School in 2002, and a master’s degree in Statistics (MSc) from UCD in 2013 and he holds both the Chartered Financial Analyst (CFA) and Chartered Alternative Investment Analyst (CAIA) designations.

Peter Haran
Peter Haran
Head of Multi-Asset Strategies

Peter Haran has been appointed to the position of Head of Multi-Asset Strategies at ILIM. Peter joined ILIM and was appointed to ILIM’s Executive Fund Management group as Head of Alternative Strategies in November 2014. In that role Peter was responsible for the management and development of ILIM’s alternative investment capabilities, including the Multi-Manager Target Return Fund, the Absolute Alpha Fund and the Irish Infrastructure Fund.

Prior to joining ILIM, Peter worked at the National Treasury Management Agency as Head of Investment Strategy for the National Pensions Reserve Fund (NPRF). Prior to his career at the NTMA, Peter was a Portfolio Manager with IIU Asset Strategies for over nine years. During that time, Peter was Fund Manager to the IIU European Long/Short Fund and the IIU Breakout Managed Futures Fund.

Peter holds a bachelor’s degree in Applied Mathematics from Dublin City University and a master’s degree in Computer Applications, also from Dublin City University.

Ronan Bradley
Ronan Bradley
Head of Quantitative Research

Ronan leads the Research team within the Quantitative Strategies Group, responsible for researching, back-testing and implementing quantitative investment strategies across a variety of asset classes.

Within the equity space, he has led the research agenda which now covers over 100 proprietary factors and developed ILIM’s multi-factor stock selection model. In the area of foreign exchange, he has developed the last two iterations of ILIM’s currency model. Within asset allocation, he has developed the Dynamic Share to Cash model, a core component of ILIM’s multi-asset funds, and more recently a Bond-Cash model for sovereign fixed income strategies. Other research areas include the development and deployment of asset risk models and portfolio optimisation tools. 

Prior to joining ILIM, Ronan earned a PhD in Electromagnetic Modelling (TCD), a master’s degree in Theoretical Physics (TCD), and a BSc. in Physics and Applied Mathematics (QUB).

Paul Murray
Paul Murray
Quantitative Portfolio Manager

As a member of the Quantitative Research team, Paul is responsible for the ongoing identification and refinement of ILIM’s proprietary factor model inputs and multi-factor modelling approach. Since joining ILIM, he has led several research projects, including ESG factor identification.

Paul has over 10 years of investment experience at leading buy-side institutions. Prior to joining ILIM, he worked for Callisto Asset Management, a systematic equity market neutral fund manager, where he was a Senior Research Analyst and Portfolio Manager responsible for the development and oversight of investment strategies.

He also held a quantitative research position at Fidelity International, where he was involved in the development of global equity strategies and was co-lead on the systematic-based optimised and passive fund mandates, which held a combined AUM of c. $3 billion. Before joining Fidelity, Paul spent four years as a senior member of the Quantitative Equity team at Pioneer Investment Management, where he was responsible for alpha strategy development and portfolio management of the Pioneer European Quant Equity fund ($1billion AUM).

Paul has an MSc in Quantitative Finance from University College Dublin, and a BSc in Financial & Actuarial Mathematics from Dublin City University. He also holds the Investment Management Certificate (IMC) from the CFA Society of the UK

Brian Faley
Brian Faley
Senior Portfolio Manager

Brian joined ILIM in 2012 and is a Senior Portfolio Manager in the Portfolio Solutions team. He is responsible for the development and management of multi-asset solutions, portfolio modelling and product research and design.   

Brian previously worked on ILIM’s Indexation team, where he was responsible for managing a range of equity, fixed income and fx hedged indexed funds.

Prior to joining ILIM in 2012, Brian spent three years as an investment analyst with Johnson & Johnson where he was responsible for the management of Johnson & Johnson’s money market investments.

Brian has an MSc in Business Analytics from UCD Smurfit Business School, a B.A. Honours degree in Business & Economics from Trinity College Dublin and is a CFA charterholder.

Shane Murphy
Shane Murphy
Head of Manager Selection and Derivatives

Shane joined ILIM in 2006 and works in the Multi-Asset team as the Head of Manager Selection and Derivatives.

He has a BA in Mathematics from TCD as well as Masters degrees in Quantitative Finance (UCD) and Investment & Treasury (DCU). Prior to joining ILIM in 2006, Shane began his career in Naspa Dublin in 2003 where he worked as a credit analyst. 

Upon joining ILIM, Shane worked in the Quant Strategies Team for 10 years before moving to the Alternatives Team.  He has led this team since 2020, which oversees ILIM’s third-party managed funds and derivatives strategies.

Jack Delany
Jack Delany
Quantitative Portfolio Manager

Jack joined ILIM in 2018 and is a quantitative portfolio manager within the Quantitative Strategies Group.

Prior to joining ILIM, Jack worked for RPMI Railpen in London where he was responsible for strategic asset allocation and investment modelling across a range of multi-asset funds.

Jack holds a BA Economics from Trinity College Dublin and an MSc Finance from Warwick Business School. He is a CFA charterholder.

Leonie MacCann
Leonie MacCann
Head of Client Investment Solutions

Leonie Mac Cann is Head of Client Investment Solutions, within the Multi Asset Solutions Team. She is responsible for working with clients, across multiple distribution platforms, to help design and manage multi asset portfolios in line with their specific objectives and constraints.

Leonie joined ILIM in 2020 and has over 10 years of investment experience. Prior to joining ILIM, Leonie worked for IBM in their in-house asset management team covering the non-US pension plans. This covered strategic asset allocation, manager selection and portfolio management of a number of pension plans and in-house funds. Before this Leonie worked with Davy in their Private Clients business and spent a number of years as an investment consultant with Willis Towers Watson.

Leonie earned a B.A. Honours degree from Trinity College Dublin in Economics and Philosophy, a Masters in Finance from Bayes Business School, London, and is a CFA charterholder.

Tim Howes
Tim Howes
Quantitative Investment Analyst

Tim joined ILIM’s Quantitative Strategies Group as a Quantitative Investment Analyst in 2021. He is responsible for supporting fund performance and new strategy development through undertaking quantitative studies and analysis.

 Tim has an MSc in Computational Mathematical Finance from the University of Edinburgh and a BSc in Financial Mathematics from University College Dublin.

How can we help?

Irish Life Investment Managers (ILIM) is the appointed asset manager to Irish Life Group Limited. ILIM is committed to innovating and leading the market with best in class investment solutions designed to meet the specific investment needs of our clients. Call us at: +353-1-704 1200 or email info@ilim.com.

Contact us