CFA, Partner, Portfolio Manager
At LSV, Mr. Vermeulen has developed and written the software for the quantitative models and portfolio management system. He leads LSV’s quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of their models and systems. Mr. Vermeulen is also involved in the research process at LSV.
Prior to joining LSV, he worked at ABP, the largest pension plan in Europe and one of the largest in the world. At ABP, Mr. Vermeulen was responsible for the development and implementation of quantitative active investment strategies. In this capacity, he built the database and conducted research that led to a quantitative tactical country allocation model. Mr. Vermeulen developed and wrote the PC-based software to implement, update and maintain this model. He was also the portfolio manager and responsible for implementing this strategy with futures.
Mr. Vermeulen holds a masters degree in econometrics from Erasmus University at Rotterdam.