Anmar is Head of Quantitative Investment Strategies Research at RavenPack. Before joining RavenPack in 2021, he had been a front-office quantitative researcher on various trading desks at Natixis Investment Managers for nearly 8 years. At RavenPack, Anmar detects trading signals from alternative data and GenAIaugmented agentic workflows to generate mid-frequency alpha in single stocks and corporate bonds. He partners with index providers and banks on investable indexes and regularly presents his research to top hedge funds. Anmar won the 2024 Innovation Award at RavenPack. He holds a PhD in Quantitative Finance from the University of Paris Dauphine-PSL. Anmar has written articles in portfolio selection and machine learning, and he is a regular keynote speaker at peer-reviewed conferences. His article about asset pricing won the Best Doctoral Paper of the Multinational Finance Society. He is finally a Lecturer at the University of Paris-Est where he coheads the MSc in Portfolio Management.