Our Team

Yasin Rosowsky is co-CEO of Arabesque AI. Previously, Yasin headed up AI Research at Arabesque Asset Management before he and his team were spun out to form Arabesque AI. Yasin’s research interests are in distributed intelligence and holds a PhD from University College London on the topic of machine learning applied to financial forecasting. Besides trying to maximise his machine learning accuracy, he is also trying to maximise his shooting accuracy in Call of Duty.

"In the pursuit of Knowledge does one find Truth"

Qasim is co-CEO of Arabesque AI. He is responsible for high performance computing and applications of financial modelling. Qasim is a 2013 alumnus of the United Kingdom`s Doctoral Training Centre in Financial Computing and Analytics.

Further Positions

• Honorary Research Associate/Lecturer, University College London

Prior Positions

• Academic Researcher, BNP Paribas
• MEng, MRes, PhD, University College London
• Visiting PhD Student, National University of Singapore
• Intern, Deutsche Bank
• Intern, UBS

"Broad research is built on the finer details"

Hans-Robert is a founding Partner of Arabesque Asset Management, where he is responsible for Quantitative Research. The main focus of his group is the development and improvement of performance generating signals and risk management systems. His expertise lies in the combination of advanced mathematics, informatics and financial markets.

Prior Positions

• Financial institutions Structuring, Barclays Corporate and Investment Bank, Frankfurt
• Financial Institutions Solutions, Barclays Capital, London
• Research Assistant, University Rostock

"Mathematics and advanced algorithms are the core of most modern innovations"

Frank heads the Investment Solutions group at Arabesque AI, working with clients to develop bespoke portfolio strategies with unique sustainability objectives. His 18 years of experience working with quantitative equities has focused on building systematic strategies, factor investing/risk premia, portfolio optimisation, and factor risk modelling. In recent years his work has shifted towards applying traditional quantitative techniques to constructing ESG, climate, and SDG-aligned portfolios, ultimately leading to him joining Arabesque.

He has co-authored a number of patented risk modelling and optimisation methodologies and has presented quant equity research topics at events around the world. Frank received his bachelor’s degree in economics from Harvard University and his master’s degree in finance and economics from the London School of Economics and Political Science. His interests include cats, cats, and cats, and is working on publishing a travel photography book about islands in rural Japan populated exclusively by large numbers of feline inhabitants.

Prior positions

• Factor/Quantitative Index Product R&D, Qontigo
• Index Solutions, Axioma
• Risk and Quantitative Analysis, BlackRock
• Data Content Production, MSCI Barra